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Facilitating communication via the Orc protocol: Facilitating communication via the Orc protocol
KTH, School of Information and Communication Technology (ICT), Communication Systems, CoS. (CCSlab)
2007 (English)Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesis
Abstract [en]

This master thesis project took place at Orc Software. This company provides technology for advanced trading, market making, and brokerage. The Orc System is based on a client/server architecture. The ordinary way to communicate with the Orc Server System is via the Orc Client Applications, such as Orc Trader or Orc Broker. Additionally, there is another way to communicate with the Orc Server System without using an Orc Client Application. There is a service within the Orc Server System which provides an interface for communication with the Orc Server System. Clients can communicate via this interface using the Orc Protocol (OP).

Banks and brokers usually have different systems that are specialized for different needs. Often there is a need to integrate these systems with the Orc Server. In order to simplify the integration for customers with modest programming experience in TCP/IP and parsing techniques, Orc Software would like to provide an example parser/generator capable of communication with the Orc Server System free of charge.

This thesis introduces a toolkit consisting of a parser/generator and a sample application. The application provides several examples as well as serves as verification to the customers of how simple it is to develop their own applications by utilizing the different OP messages.

A comparison was made between the newly created OP parser/generator and a manually generated FIX client using the FIX gateway which ORC Software AB also sells. This evaluation shows that OP parser/generator is both faster and less memory demanding than the manually generated FIX client.

Abstract [sv]

Det här examensarbetet är utfört på Orc Software, som utvecklar system för avancerad handel, market making samt mäkleri. Detta system är baserat på en klient/server arkitektur. Normalt sker kommunikationen med Orc Servern via Orc klient applikationer som Orc Trader eller Orc Broker. Men det finns även ytterligare ett sätt att kommunicera med Orc Servern utan att använda Orc klient applikationer. Det finns en tjänst i Orc Servern som tillhandahåller ett gränssnitt som går att kommunicera med genom att använda Orc Protocol (OP) meddelanden.

Banker och mäklare har vanligtvis flera olika system som alla är specialiserade för olika behov. Detta gör att det ofta finns ett behov att integrera dessa system med Orc Servern. För att kunna underlätta integrationen för kunder med låga kunskaper i TCP/IP och parsing teknik, vill Orc Software tillhandahålla en gratis parser/genererare som kan kommunicera med Orc Server Systemet.

Examensarbetet introducerar ett paket innehållande en parser/genererare och ett exempelprogram. Programmet visar ett par exempel samt fungerar som bekräftelse på hur enkelt det kan vara att utveckla ett eget program som använder sig av del olika OP meddelanden.

Avslutningsvis presenteras en utvärderingsstudie mellan den utvecklade parser/generator och en manuellt genererad FIX klient som använder en FIX gateway som Orc Software också säljer. Utvärderingen visar att parser/genereraren är både snabbare och använder mindre minne än FIX klienten.

Place, publisher, year, edition, pages
2007. , 54 p.
Trita-ICT-COS, ISSN 1653-6347 ; COS/CCS 2007-17
Keyword [en]
Parsing, Communication, Java, Finance
National Category
Communication Systems
URN: urn:nbn:se:kth:diva-92010OAI: diva2:511848
Subject / course
Computer Communication
Educational program
Master of Science in Engineering - Industrial Engineering and Management
2007-04-23, Seminar room Grimeton, Isafjordsgatan 30B, Kista, 16:00 (English)
Available from: 2012-03-23 Created: 2012-03-23 Last updated: 2013-09-09Bibliographically approved

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