In a previous article we measured the tick-to-trade latency using CoralFIX and CoralReactor. In this article we use wireshark and tcpdump to analyze the latency numbers of a test trading strategy that receives a market data tick through UDP using CoralMD and places a trade order through FIX using CoralGateway. Continue reading
CoralGateway
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CoralGateway is a very straightforward framework for writing trading gateways that connect to any exchange to send orders and trade electronically. It not just provides a base class to write any type of gateway but it also comes with a ready-to-use FIX gateway implementation that requires very little effort to get any FIX trading gateway to any exchange up and running.
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