[squeak-dev] Proper Smalltalk lots of classes

Jimmie Houchin jlhouchin at gmail.com
Mon Jan 3 05:30:56 UTC 2011


Hello Chris,

Thanks for the reply.

I'll check out your code see what I can learn and proceed from there. 
I'm sure there will plenty to use and learn from. Thanks for creating 
the project.

Since this is for my personal project, I most definitely will persist 
until complete enough for use. I'm not sure about the FIXML stuff. I am 
not opposed to it, it just isn't a priority for me at this time, and 
isn't required for my trading. However, I would like it to become a full 
FIX Protocol engine at some point in time.

On 1/1/2011 3:12 PM, Chris Muller wrote:
>>      http://www.fixprotocol.org/products/detail/4649

Thanks for this link. I wasn't aware of this service. That will be a 
valuable resource.

I am glad my post brought to surface unknown code. It will be a valuable 
resource.

Thanks again.

Jimmie


On 1/1/2011 3:06 PM, Chris Muller wrote:
> Cool Jimmie!  Hey, about 6 years ago I did an implementation of the
> FIX protocol; v41 and 42 IIRC.  I is incomplete but I think it was
> able to pass the logon and heartbeat test at... that public FIX
> protocol testing facility (sorry, can't remember where it was at the
> moment).
>
> It handles the FIX async protocol; sequence-numbers, gap-filling, etc.
>   It was originally going to be for a pay job, but unfortunately the
> job didn't work out and so I abandoned the work.
>
> But the work done to that point spans nearly a year and may provide a
> good starting point on which you could finish it or at least get ideas
> from it.  I haven't been in the code since 2005, but I considered it a
> good design.
>
> I've created a new project on Squeaksource called "Fix Protocol" with
> you and I as administrators.
>
> I hope you find it useful.  I'm really glad you are doing this which I
> was never able to get back and finish!
>
> Regards,
>    Chris
>
>
> On Fri, Dec 31, 2010 at 4:24 PM, Jimmie Houchin<jlhouchin at gmail.com>  wrote:
>> Hello,
>>
>> I am porting the FIX protocol to Squeak/Pharo.
>> http://www.fixprotocol.org/
>>
>> It is the Financial Information eXchange protocol. It is used by many firms
>> in the financial industries, stocks, forex, etc.
>>
>> There is good documentation and also a semi-reference implementation in
>> Java.
>> http://www.quickfixj.org
>>
>> I have a partial port started but I wanted a check with those who know more
>> than I about proper Smalltalk coding.
>>
>> In the Java implementation there are over 2000 classes. In the protocol
>> there are approximately 90 message types and 956 field types.
>>
>> I am initially creating the message classes as they form the basis of the
>> protocol and the fields are simply instance variables and methods in the
>> message classes.
>>
>> I am not porting the Java library. I am implementing the protocol in
>> Smalltalk from the documentation.
>>
>> Initially I have created a Fix44Field class with its necessary variables.
>> There are several versions of the Protocol and FIX 4.4 is the one required
>> for my application.
>>
>> With this Fix44Field class I am creating a Dictionary with the 956 different
>> field types. I am planning on creating a constructor method which will
>> create the desired field from the information in the dictionary about the
>> field and its properties.
>>
>> Am I way off base here? Should I really create the 956 classes necessary to
>> for each field in addition to the 90 or so message classes, and then I don't
>> know what else I haven't discovered yet. Having 1000+ classes just seems
>> unwieldy and naively it just doesn't feel like the Smalltalk way. I could be
>> wrong, but I haven't seen such an example to my memory. I don't know enough
>> about Java to know if it is good Java form either.
>>
>> When I have a reasonably fleshed out, tested and working solution, I will
>> make the source available under a MIT license. I would love to see
>> Squeak/Pharo become an out of the box viable option for trading
>> applications.
>>
>> Advise and wisdom greatly appreciated.
>>
>> Thanks.
>>
>> Jimmie



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