This project illustrates how to build, test, debug, and deploy algorithms for Deltix Execution Server (Ember). This archive contains IntelliJ/IDEA project and Gradle build files for ICEBERG sample algorithm.
See Algorithm Developer's Guide for more information.
This project references Ember Java API libraries located in Deltix private maven repository.
Please make sure that you define environment variables
NEXUS_USERandNEXUS_PASSto Deltix repository credentials provided to you.
This project shows two kinds of unit tests for algorithms:
-
Test_IcebergAlgorithmMock gives you an ability to mock various input messages (order replacements, market data, etc) and verifies algorithm outputs.
-
Test_IcebergAlgorithmFuzzy "fuzzy" test - bombards algorithms with random inputs and verifies if any assertions or exceptions happen.
One simple way to debug your algorithm is running entire Execution Server under debugger.
Take a look at Ember Server Run configuration. It uses deltix.ember.app.EmberApp as a main class and ember.home
system property that point to ember configuration home.
You can set breakpoints in your algorithm and launch Ember server under debugger.
See Ember Quick Start document for more information.
algorithms {
ICEBERG: ${template.algorithm.default} {
factory = "deltix.ember.samples.algorithm.iceberg.IcebergAlgorithmFactory"
}
}
Entire Gradle project uses java-library plugin.
./gradlew build The build produces build/lib/algorithm-sample-*.jar. To deploy your algorithm to actual server copy this JAR file under lib/custom/ directory of your ES installation.
The last step is to define your algorithm in server's ember.conf (just like we did in Debug section).
You can also run OrderSubmitSample to see how you can send requests to your algorithm.
This package includes Ansible playbook located under distribution/ansible folder. It can be used to deploy Execution Server and all pre-requisites on a clean Linux server.
See Algorithm Developer's Guide for more information.