Contents
This sample demonstrates using the Currenex ESP Trading Components handlers to connect to and perform operations at that venue.
The CurrenexInitialSubscriptions.txt file is used to
determine the initial market data requests to be sent to the venue. Review this file
to see what requests will be made when running the samples.
This sample comes with a very basic FIX emulator for the venue. The emulator will simulate market data and execution with random prices. The market data and execution prices are linked so when performing orders you will see prices which are reflected by the quotes.
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In the Package Explorer, double-click to open the
MarketData.sbapp. Make sure the application is the currently active tab in the EventFlow Editor. -
Click the
Run button. This opens the SB
Test/Debug perspective and starts the application.
-
In the Application Output view, observe tuples emitted on the
VenueStatusstream which gives details about the connection. -
In the Application Output view, observe tuples emitted on the
TopOfBookandDepthOfBookoutput streams which is the market data being received. -
Select the tuple emitted from the
DepthOfBookstream, then use the triangles next to the data fields displayed to analyse and understand their structure. -
A market data command
SUB_CMD_UNSUBSCRIBEwill automatically be sent to the venue after${MaxMessages}TopOfBookquotes are received which is defaulted to 10. -
Press F9 or click the
Stop Running Application button.
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In the Package Explorer, double-click to open the
MarketOrder.sbapp. Make sure the application is the currently active tab in the EventFlow Editor. -
Click the
Run button. This opens the SB
Test/Debug perspective and starts the application.
-
In the Application Output view, observe tuples emitted on the
ExecVenueStatusstream which gives details about the connection. -
In the Application Output view, observe tuples emitted on the
SentOrdersstream which will show the orders being sent to the venue. -
Select the tuple emitted from the
ExecutionReportstream, then use the triangles next to the data fields displayed to analyse and understand their structure. -
Press F9 or click the
Stop Running Application button.
-
In the Package Explorer, double-click to open the
LimitOrderStatusThenCancel.sbapp. Make sure the application is the currently active tab in the EventFlow Editor. -
Click the
Run button. This opens the SB
Test/Debug perspective and starts the application.
-
In the Application Output view, observe tuples emitted on the
VenueStatusExecVenueStatusstreams which gives details about the connection. -
In the Application Output view, observe tuples emitted on the
SentOrdersstream which will show the orders being sent to the venue. -
Select the tuple emitted from the
ExecutionReportstream, then use the triangles next to the data fields displayed to analyse and understand their structure. -
Press F9 or click the
Stop Running Application button.
In StreamBase Studio, import this sample with the following steps:
-
From the top menu, select → .
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Select
Currenex samplefrom the Trading Components category. -
Click OK.
StreamBase Studio creates a single project containing the sample files.
When you load the sample into StreamBase Studio, Studio copies the sample project's files to your Studio workspace, which is normally part of your home directory, with full access rights.
Important
Load this sample in StreamBase Studio, and thereafter use the Studio workspace copy of the sample to run and test it, even when running from the command prompt.
Using the workspace copy of the sample avoids the permission problems that can occur when trying to work with the initially installed location of the sample. The default workspace location for this sample is:
studio-workspace/sample_Frameworks_TradingComponents_currenex
See Default Installation
Directories for the location of studio-workspace on your system.
In the default TIBCO StreamBase installation, this sample's files are initially installed in:
streambase-install-dir/sample/Frameworks/TradingComponents/currenex
See Default Installation
Directories for the location of streambase-install-dir on your system. This location
may require administrator privileges for write access, depending on your platform.