[ts-gen] FX bid/ask quotes truncated
Ken Feng
kfmfe04 at gmail.com
Fri Jul 31 23:52:59 EDT 2009
Hi Bill,
Thank you for your kind words, but let me assure you that it is not my
"full" understanding of terminal symbol tags, but rather my effective
"stumbling around in gdb" which led to me that point in code!
But I am glad to hear that you and Russ have found an effective design
over my "quick-and-dirty hack to get things working". As always, I
look forward to your solution and reading your excellent explanations
how you went about solving various problem.
I want to say a word of appreciation to both you and Russ for the work
done here in the Shim. The more I understand it, the more I am awed
by the amount of effort required to build a technically robust
real-time system. Keep up the good work, and I hope one day, I will
understand your design/code enough to help out a little here and
there!
Just as a side-note, are you aware of this Java CEP (Complex Event
Processing) library?
http://esper.codehaus.org/
At one point, pre-Shim days, I was looking into using Esper with the
Java TWS API to listen to the pipe and to send orders (and even to act
as the core of the back-testing simulator). I just mentioned it,
because as someone in academics, I thought you might be interested in
various designs for the built-in language. I was also a little
curious why you didn't use flex/bison, or some of the even more modern
variants, for your parser.
For my personal uses, I think the Shim will do just fine! I actually
prefer focusing on fuller functionality rather than worry about
implementation issues.
Thanks again for sharing your hard work with us.
Regards,
Ken
On 8/1/09, Bill Pippin <pippin at owlriver.net> wrote:
...
> Congratulations on an excellent understanding of the terminal symbol
> type tags. You are also correct that this is not an ideal solution.
> As Russ indicated in a previous post, a more robust and general
> approach is now part of our design plan, yet I'm glad that you found
> the correct point to make a simple, quick fix for for your symbols of
> interest.
...
More information about the ts-general
mailing list