real-time financial data

Daniel Pocock daniel at pocock.com.au
Sat Nov 23 06:15:25 PST 2013


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On 23/11/13 14:26, Thorsten Behrens wrote:
> Daniel Pocock wrote:
>> On 22/11/13 20:17, Thorsten Behrens wrote:
>>> Not sure that would be overly smart to have as a core feature
>>> - urls and formats for these things tend to be a bit in flux.
>>> ;)
>> 
>> That is where a middleware like OpenMAMA comes in handy -
>> OpenMAMA (with a messaging broker or multicast solution like avis
>> or ZeroMQ underneath) can distribute the prices around on your
>> local network for different users and applications.
>> 
> Would you be interested in working on integrating such a thing?
> 

Yes, that is why I'm looking at it


>>> For your original question wrt. a suitable example: 
>>> http://www.enigmacurry.com/archive/2009/12/1/
>> 
>> The description looks very similar to what I had in mind, but I
>> notice that is in Python.
>> 
>> For OpenMAMA, there is a C++ and Java API and I notice that 
>> LibreOffice offers both C++ and Java extension writing tutorials.
>> Can you make any comment on which might be the better choice and
>> any example in one of those languages?  I suspect C++ would be
>> the better choice for performance.
>> 
> For an extension, C++ is a less-desirable choice. If you're
> confident hacking something up in C++, it would perhaps be indeed
> best to aim for a core implementation. Conversely, Java or Python
> are nice fits for extensions (with the added bonus that you can
> target past releases of LibreOffice with that, and are not tied in
> any way to the main LibreOffice release schedule).


Would it be problematic for core to have an OpenMAMA dependency
though?  OpenMAMA is not available on all platforms.

It would be possible in Java - after all, OpenMAMA provides a Java API
and it is packaged too:

  http://packages.debian.org/unstable/libmamda-java

My only concern would be performance - if somebody uses this to get a
single currency and they manually refresh the quote, it is not an
issue.  If somebody builds a more elaborate spreadsheet with dozens of
currencies and they want live refreshes and recalculation of their
entire spreadsheet then a C or C++ solution may be better for them.

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