usim

Messagepool

Messagepool is a ubiquant infrastructure linking trade module with ubiquant trading gateway.

Configuration:

<messagepool config="/opt/etc/alphamessage.xml">
    <!--single file, type is fin, both send and receive-->
    <message messageid="a" module="AlphaMessageSingleFile" type="fin" alphapath="/tmp/mp/test/a" />
    <!--single file, type is lock, both send and receive-->
    <!--message messageid="b" module="AlphaMessageSingleFile" type="lock" alphapath="/tmp/mp/test" alphafinid="bbbb"/-->
    <!--trans filename-->
    <message messageid="c" module="AlphaMessageSinglePubSub" type="pub" alphapath="/tmp/mp/test/c" alphafinid="cccc"/>
    <message messageid="d" module="AlphaMessageSinglePubSub" type="sub" alphapath="/tmp/mp/test/d" alphafinid="cccc"/>
    <!--all alpha saved in one file-->
    <message messageid="e" module="AlphaMessageMergeFile" alphafile="/tmp/mp/test/e"/>
    <!--use topic to save alpha-->
    <message messageid="f" module="AlphaMessageMergePubSub" type="pub" />
    <message messageid="g" module="AlphaMessageMergePubSub" type="sub" />
</messagepool>

Sample Usage:

Following is a typical alpha/alphameta configuration:

<alphameta module="AlphaFutIndexMeta" alphaid="Meta1"
weight="alpha1:1.0"
tradeweight="FutIndexTradeWeight.dominant"
universe="IF" delay="0" dumpfin="false"
outputdetail="true" alphaismoney="true"
tradelog="tradelog.log" trade="true"
alphamsgid="a">

Pay attention to the last parameter: alphamsgid="a"