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Plugin questions

Posted By Steve2008 9 Years Ago
Posted Sunday February 08 2009
1. How time consuming and difficult is it to create a plugin for streaming and historical data using a well defined API from the data supplier?

2. Are there ways to maximize CPU efficiency when writing a streaming data plugin?

3. I see that the example code uses threads. Will Windows automatically distribute threads among multiple CPUs on a quad core machine, or does everything automatically run on one CPU?

4. Are there any differences between editions 1 and 2 in how datafeed (or brokerage) plugins need to be written?

5. If there are no programming differences, does a separate DLL need to be built for each edition due to different libraries being used?

6. Does RE automatically decide when to display the red message about too many ticks coming in to process, or is this done by the plugin developer? If by RE, exactly what triggers this? 

Posted Monday February 09 2009
Speaking from my own experience I found...

1) The data feeds were very easy to setup. The broker was quite complicated

2) Certainly, but I think the techniques would depend a lot on your data supplier's API implementation.

3) On my dual core the load seems confined to just one cpu, but I have also not played around with any of the thread affinity settings.

4) No changes yet, but I would keep the new RE2 plugin design model in mind if starting a new project.

5) I've had some trading system problems with mixed versions, so I find it safer to build against a specific target RE version.

6) RE decides based on the 'Maximum Live Data Backlog (seconds)' parameter in the "Live" options menu.

Posted Monday February 09 2009

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