| Eclipse Magazine Germany article [message #568709] |
Wed, 23 April 2008 05:00 |
Eclipse User |
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We will publish an article about OFMP on next Eclipse Magazine Germany.
For the ones who are not fluent in German, here is a brief overview:
OFMP technical worflow will respect IN/OUT endpoints schema.
Eclipse RCP based OFMP Client
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JMS
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TRADE INPUT GATEWAY (TIG) => JMS => OFMP CORE SERVER => JMS =>
TRADE OUTPUT GATEWAY (TOG)
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CONTEXT
DATA GATEWAY
TIG contains a set of trade connectors. Each trade connector connect to a
source of trades (Reuters, EBS, BackOffice, Lehmann, etc)
OFMP core server's role is to:
- process incoming trades
- computes different derived informations, within some data context.
- send processed trades to TOG
Derived computed infos is for example Positions, Profit and Loss, Limits,
Risks (VAR, Expected Shortfall, etc)
The data context is provided by the Context Data Gateway (CDG)
CDG provides several types of information:
- Calendars
- Assets (Currencies, Stocks)
- Quotes
Information is provided either on request (i.e. calendar) or in the form of
feed (i.e. quotes)
TOG's role is to send process trades to external system like BackOffice or
Risk Management platform for example.
The whole framework communicates thru a single centralized JMS server like
ActiveMQ.
Currently, all components exist except TOF and CDG, which have to be
extracted from the core server.
One of the goals of OFMP is to establish a J2EE like environment on server
side (JMS, JTA, JCA, JAAS compliant) based on OSGi, Spring DM and message
routing technologies like Apache Camel.
Frederic
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