I have given a project to develop Algorithmic trading system using c++ and quickFix library, I search on google about quickFix library but didn't find any useful information.
Can anybody give me some information , from where should I start?
You provide very little detail in your question, so I can only guess at a helpful approach. I have done what you are starting, in Python, and can give you some orientation. All the links Karl mentioned are crucial, (you should pay special attention to the quickfix documentation on the config file) to which I would add FIXIMATE.
To do something like this in QF you need to answer a number of questions.
Logon. Figure out how to logon. Try to get a data dictionary from your counterparty. You don't want to be forced to modify your DD too much.
Interface. How will you tell QF to logon, logoff, exit terrible positions, and so forth? I use a command line tool (cmd2) that gives me this ability. Other people code GUI windows.
Message Cracking. Some versions of QF come with a cracker but if you don't have it in C++ you will have to write your own so you can parse the incoming messages.
Data Management. How will you save incoming market data, both in RAM and to disk for analysis later? How will you represent and monitor your positions, your working orders, your audit trail? Familiarize yourself with the ScreenLogFactory and FileLogFactory in QF.
Auxiliary Functions. You will need a lot of functions you will write yourself to help at all stages. Save them all in one place and organize them into categories for easy access.
Monitoring. How will you know if something goes wrong (or right) when you are not in front of your computer monitoring the algo? I launch a completely separate process which consumes messages via a queue and sends me texts and emails.
Risk. You don't want your machine sending 1000 orders to market in the blink of an eye. You need to code some checks that will veto bad orders as a final stage before they go out. Also some code that will tell you if you are in a position when you are supposed to be flat. This part is very important.
Strategy. You will need the ability to quickly ingest data, analyze it, and generate signals. For flexibility you should not design your strategy into your system, but you should design a strategy object which can support any strategy you come up with. Then you deploy those objects within your system.
Order handling. Your algo needs to know when and how to enter orders, cancel them, move stops, etc. It will need to deal with partial fills, and be able to support multiple order types.
This is just the beginning, off the top of my head. It is a long road to do all by yourself with no help. Very interesting though, and rewarding.
You can find the QuickFIX downloads on the quickfixengine.org website here: http://www.quickfixengine.org/. From there, you can download either the source code or download pre-built packages for Visual Studio 2010, 2012 and 2013.
Documentation for QuickFIX can be found in their documentation area here: http://www.quickfixengine.org/quickfix/doc/html/. The documentation includes compilation/installation instructions and a "Getting Started" section which discusses setting up a project and writing your first QuickFIX application.
If you wish to know more about the FIX protocol, you are advised to look at the FIX website here: http://www.fixtradingcommunity.org. There are specifications on that website that will give you information on the types of messages supported by FIX and how they should be used.
Related
I did my best to search all topics regarding to SCADA and developing your own C++ desktop application to communicate with PLCs, but could not find any recent, or in my opinion, relevant topics that fit what I needed. If I missed them, a link to them would be very much appreciated. If I also happened to post this in the wrong section, or you can think of a better section for me to post this in, I will take it there.
With that said, I thank you in advance for taking the time to read my questions, and appreciate any input you have to offer.
A little bit about what I'm doing
I'm currently in school for electromechanical engineering, and for my final year project I am developing a desktop application in C++ to monitor PLCs we have located within one of our labs.
Within this lab, I have a pre-existing ethernet network connecting all PLCs to single point, which I am tying into with a PC, and will be doing all my work from there.
I will be developing the application in Qt for an easy way to design the GUI, and giving me access to the QNetworkInterface as well as QTcpSocket.
With that said, I wouldn't go as far as saying I'm an experienced programmer, but I have been fooling around with a few languages (i.e.: python, c++, c, php) for quite a few years, and am still learning, considering the learning NEVER stops.
My questions
Is there any reference material I can read, that you can suggest, on the subject to more easily understand what sort of process I need to go through to receive information (i.e.: individual I/Os, status bits, tags, logs, etc...) from the PLCs directly, and not through an OPC server?
If an OPC server is required, I've never dealt with OPC links other than using Rockwell Automations RSLinx to grab tags and display their values within excel (I had created a prototype using that exact method to start, but would like to move away from excel, and if possible, the OPC server (RSLinx) as well). What would you suggest to someone who knows nothing about the subject of OPC servers, or to my knowledge, OPC in general?
Have any of you previously written your own application to do something similar, if not of the same nature to what I'm trying to accomplish?
What advice or suggestions would you give for someone who is attempting this type of project?
PS: As a start for this project, I would initially just want to get the reading of the I/Os (tags or addresses) to view what their current values are (closed or open for inputs, energized or not for outputs). But eventually I would also like to be able to write values to tags on the PLCs I'm monitoring based on the values I've received from them.
PSS: I would like to note again, that I am still a student, and am still learning about this subject in it's entirety. I would just like to ask for your patience, as I may not grasp things completely the first time!
If I've missed any information you feel is pertinent to be able to provide an answer, please let me know! I will do my best to come up with said information in a timely manner!
Thank you!
EDIT #1: Added in another question, and altered my first question slightly
EDIT #2: Fixed up question 2
IMHO a SCADA program should have as a minimum requirement to be able to connect to an OPC server. OPC is used for most commercial PLCs.
Strictly speaking there is no need to have an OPC server/client approach but it gives you flexibility and gives you an abstraction model. If you want to directly connect to PLCs using a protocol then that is of course possible as well. You then need to know more details about the protocols and their various versions.
Yes I worked for a few years in a team that developed a commercial SCADA application.
It is very easy to get lost in details in such a project so try to keep things as simple as possible. By using OPC you will save time instead of fiddling directly with the protocols. You could add the ability to add custom-drivers for other protocols - depending on your timeframe. Try to model up your project before you start coding to a birdsview of the model and avoid getting lost in the details.
I would stay well away from looking to write your own code to connect directly
to an AB PLC - there are products out there that you can use in your application:
http://www.rtaautomation.com/software/ethernetip/client/tagc/ControlWin.html
http://www.automatedsolutions.com/products/dotnet/ascomm/
You would be better to use OPC - you can write you own OPC client if you want and follow examples you find here:
http://www.opcconnect.com/source.php#freesource
According to this http://www.control.com/thread/1026173407 you should be able to get source code of Kepwares OPC Quick Client.
It would probably be easier to just use a library as in this example (RSLogix,C#):
http://www.mesta-automation.com/opc-client-with-c-an-how-to-video/
You might find this of use:
http://www.rockwellautomation.co.kr/applications/gs/ap/GSKR.nsf/files/rslinxsdk_ma_eng.pdf/$file/rslinxsdk_ma_eng.pdf
Some resources:
http://www.opcconnect.com/ ,
http://www.mesta-automation.com/
Answer to question #4 - realize that your lab technically could contain ANY manufacturer's PLCs in the future. If you ever took a Data Communications class, you realize that for N different PLC types, you would have to write N different communication drivers for your PLC client.
This is where standards are helpful. Without the use of a standard protocol, scaling your lab could become more time consuming and less manageable. This is why communications standards exist.
HOWEVER, not all PLCs necessarily support the standard(s) you may decide upon.
The best choice is OPC/UA. Many PLCs have server drivers readily available. That means that your client just needs to understand 1 protocol (OPC/UA), and then it can "easily" be connected to any PLC that has a driver for that standard.
After that, there is OPC. After that, Modbus (TCP and RTU flavors), a relatively simple industry standard that is supported by most PLCs. EtherNet/IP is also a possible choice, although not all PLCs support it in a "server" role (many do support it as a client, but that is not what you need).
have a look at pycomm in github or pylogix at github which are Python written drivers to link to clx plc.
I have made an application in C++ and would like to know how to go about implementing a usage statistics system so that I may gather some data regarding how users use the program.
Eg. IP Address, Number of hours spent in application, and OS used.
In theory I know I can code this myself if I must, but I was wondering if there is a framework available to make this easier to do. Unfortunately I was unable to find anything on google.
Though there is no any kind of such framework, you could reduce the work you have to do (in order to retrieve all these information) by using some approaches and techniques, which I tried describe below. Please, anybody feel free to correct me.
Let's summarise, what groups of information do we need to complete the task:
User Environment Information. I suggest you to look at Microsoft's WMI infrastructure, in particular to WMI classes: Desktop, File System, Networking, etc. Using this classes in your application can help you retrieve almost all kind of system information. But if you don't satisfy with this, see #2.
Application and System Performance. Under these terms I mean overall system performance, processor's count, processes running in OS, etc. To retrieve these data you can use the NtQuerySystemInformation function. With its help, you will get an access to detailed SystemProcessInformation, SystemProcessorPerformanceInformation (retrieves info about each processor) information, and much more.
User Related Information. It's hard to find a framework to do such things, so I suggest you simply start writing code, having in mind your requirements:
counting how many times each button was pressed, each text field was changes, etc.
measuring delay time between consecutive actions in some kind of predefined sequences (for example, if you have a settings gui form and you expect from the user to fill very fast all required text fields, so using a time delay measuments can give you an information if the user acted as we expected from him or delayed after TextBox2 for a 5 minutes).
anything that could be interested to you.
So, how you could implement the last item (User Related Information) requirements? As for me, I'd do something like folowing (some may seem very hard to implement or too pointless):
- creating a kind of base Counter class and derive from it some controls (buttons, edits, etc).
- using a windows hooks for mouse or keybord while getting a child handle (to recognize a control, for example).
- using Callback class, which can do all "dirty" work (counting, measuring, performing additional actions).
You could store all this information either in a textfile or an SQLite database or there wherever you prefer.
I would recommend taking a look at DeskMetrics. This StackOverflow post summarizes the issue.
Building your own framework could take you months of development (apart from maintenance). With something like Trackerbird Software Analytics you can integrate a DLL with your app and start tracking in 30 minutes and you get all the cool real-time visualizations.
Disclaimer: I am affiliated with company.
For some time now I've been tossing around what I think is am awesome idea: I want to write essentially a C++ phone server to handle all of my incoming calls on a land-line. I'll have a white-list (yay never having to worry about telemarketers ever again!), a black-list, and will be able to access my phone using my gaming headset, allowing me to make/answer calls while I'm gaming or whatever. In the future I'd also like to hook it up to a gui and make it have pop-ups and other cool features.
The problem is, I have no idea where to start. I'm familiar enough with C++, but have no idea how to go about doing anything with a phone-line. I can plug a phone-line into my computer, but I have no idea how to get my program to be able to use that connection. There's WinSock2 for being able to use my ethernet connection, is there something similar I'd be able to use to use the phone line? As it's using the same ethernet jack, I wonder if it's even possible to use WinSock2 to use the phone-line?
I saw this post, which wasn't particularly helpful: stackoverflow link , which points out Dual-tone multi-frequency signaling. I stumbled across this site: link, but isn't really going to help me get started.
So I was wondering, is there some sort of library out there that would allow me to tap into a phone-line that's connected to my computer? Is there a standard somewhere out there concerning phone-lines and what the different combinations of tone's mean? Can anyone here help get me started? I realize it's somewhat of a big undertaking, so any push in the right direction would be greatly appreciated. Thanks.
[Update:]
I found this question, which is a step in the right direction, but I'm not sure yet if it helps me (I need to go to bed, and will take a look at it in the morning). I did see mention of a Microsoft Telephony API though, I'll try doing more research on that tomorrow.
If working with MS products is not an absolute necessity, you might also consider taking a shot at Asterisk. This is an open-source PBX (in software) that allows development on Linux, Windows (emulated) and Mac. At the company where I work, we use it for implementing small-scale exchanges, about a 100 lines or so. It also interfaces well with VoIP and allows a whole host of protocols. I have developed scripts and programs in C++ that work on voice packets in real-time, and so far, my experience has been good. As for your stated use-case of blocking telemarketers etc., this would be a very good fit. Check out further details here.
After doing more research, having one link lead to another link, and coming up with new search terms, I stumbled across this site that looks like it could kick me off using the Windows Telephony API in C++: link. This link includes open source c++ samples showing how to do the basics of what this question asks, I'll just have to test to see if they actually still work.
This is only the beginning of my research, so I'll keep you posted on any other findings. If anyone else is knowledgeable in this area, please still feel free to drop me information on what I want to accomplish.
I am beginning C++. I have a long way to go and I am one to never stop learning. I want to create a project for myself that will allow me to learn as I go. It will also give me the motivation and possibly add to my portfolio when I graduate.
The runescape skill calculator will ask for your current experience in the current skill of your choosing and your desired level.
For Example: my woodcutting experience is 60 and I want to get to lvl 5 which is 120 exp. That means im 60 experience away. by cutting oak logs I get 5 experience per log. The calculator would tell me I need to cut 12 Oak logs. All these numbers are made up.
So to my question. Where would I even begin? Hoping it would have buttons to press.
Sorry pretty new to all this. I will start with getting what I want in a Command Line first. I will be using Visual C++ 2010 express. Not sure of all the tools I will need as I am new. I can not go into detail as I do not know how I am going about this. Vague was good. Thank you
Unfortunately, a general question can only get a general answer:
First, build the program to run interactively from the command line with correct behaviour.
Then, (if you haven't designed it this way) extract the code into a class. This will allow you to call it from future programs.
Then, write an GUI that interfaces with the class.
A good set of unit tests will help throughout this project, and will make you more marketable when you present your portfolio.
For more specific answers, ask again with more detail provided.
I think that it is important to get a grip on the problem before developing.
The main questions are:
Where will you get the information about the exp. (manual input in your program, or available on-line as open data)?
Will you put your lvl in the app, or will you use the Runescape highscores API (Runescape Highscores API) and just give your UserId?
Will you get the data on the fly, or will you load them once (e.g. startup of your application). What will you do if your application runs for a long time?
How will you calculate the result you want? Are there error margins?
Afterward, you should start thinking about your UI.
Will this application be transported to different platforms?
Will you use only a text interface or something more graphical?
An now is the time to make the choice for the development architecture (what part of the code will run where: server, client, web-based, etc...). Once this choice is made, you can make a choice of development language or languages.
Visual Studio Express seems a good choice, since it permits you to choose a number of development options: client/Server, client, web application, database application, choice of development language (C, C++, C#, F), ...
Now is the time to do what Steve V. advises you to do.
As already said above: your question is general, so I could not get into more detail.
Good luck !
What I am looking for is a tool that easily or automatically sends coldfusion error messages to their system.
Then I can use the web-based interface, to manage priorities, track who fixed what and so forth.
But I want to use this to help us deal with errors better, but also to show the importance of a bug tracking system to my fellow works.
System Requirements: Apache, Windows, Coldfusion 8 Standard, Sql Server 2005.
Financial Requirements: Free or Open Source
Goal Or Purpose: To encourage my fellow workers to want and use a bug tracking system.
Does this re-write make more sense?
Thanks
Craig
Wiki has a list of issue tracking software, maybe this list could help.
http://en.wikipedia.org/wiki/Comparison_of_issue_tracking_systems
You may be able to find a hosted service and use either email or web services to create the ticket using onError. With that said, a simple issue tracking app could be created for your site using the same DB used to drive the content. 2 or 3 tables would take care of the data storage and you're already using CF so the application layer is already there.
HTH.
I have been heavily using this type of a setup for several years by email only, and the last 3 years with a Bug Tracking Software.
I must say, the bug tracking software has made my life so much more peaceful. Nothing is left, forgotten, or slips through the cracks. It's easy to find trends in errors, and remember "all the times" it happened.
Our setup is like this:
1) Coldfusion + Appropriate framework with error reporting - It doesn't matter what you use. I have used Fusebox extensively and am making the transition to ColdBox. Both are very capable, in addition to Mach-II, FW/1, Model-Glue, etc. The key part you have to find in them is their ability to catch "onError", usualy in the application CFC.
2) Custom OnError Script - Wherever an error occurs, you want to capture the maximum amount of information about that error and email it in. What we do is, when an error occurs, we log the user out with a message of "oops, log in again". Before logging them out, the application captures the error and emails it to Fogbugz. Along with it, at the top we include the CGI variables for the IP address, browser being used, etc. Over time you will find the things you need to add.
3) Routing in Fogbugz. A 2 user version of Fogbugz is free, and hosted online. There are two main ways to submit bugs. One is to email one in at a time. So if an error happens 2000 times, you get 2000 emails, and 2000 cases. Not always the best to link them together, etc. They have a feature called BugzScout, which is essentially an HTTP address that you do a form post to with cfform with all of the same information you would have put into the email. There's plenty of documentation on this and something I've always wanted to get around to. I had a scenario of 2000 emails for the first time happen a few weeks ago so I'll be switching over to this.
Hope that helps. Share what you ended up doing and why so we all can learn too!
I'm surprised no one mentioned LighthousePro (http://lighthousepro.riaforge.org). Open source - 100% free - and ColdFusion. As the author I'm a bit biased though. :)
Hard question to answer not knowing what kind of restrictions are there? Do you have any permissions to install anything? Also most bug-tracking systems require some kind of database support.
I have a suggestion. You can put in place a basic bug-tracking system, that just allows people to create tickets, and allows you/someone else to close it.
More Windows based tools are mentioned here
Good open-source bug tracking / issue tracking sofware for Windows
Any reason why coldfusion specifically?
I really like Fogbugz from the makers of Stack Overflow. For one user it's quite reasonably priced. I enter some bugs manually and have others emailed in.
A lot of bug tracking software will expose SOAP methods for entering data into them.
For example, we used Axosoft's OnTime and that exposed some WSDL pages that I consumed in my application. I was told that Jira did as well.
There are few in CF411 list: Bug Tracking/Defect Tracking/Trouble Ticket/Help Desk Tools Written in CFML
We use HopToad. There is another bug-tracking app called LightHouse that integrates with HopToad so you can easily create a [bug] ticket from an incoming exception. HopToad has an API of which there are many clients, you want the CF based one:
http://github.com/timblair/coldfusion-hoptoad-notifier
Even if you dont use HopToad and you end up using a different service or roll your own, if you needed to write your own API client you could leverage the code or pattern(s) of the above HopToad client.
A lot of good information from everyone, and I really do appreciate the efforts given. But not the answer i was looking for. Which maybe means, that what i want does not exist, yet.
So i may have to roll my own solution...Or maybe integrate with another existing app...
Thank You all.