Apama Capital Markets Foundation Documentation : Algorithmic Trading Accelerator : Developing and Deploying Custom ATA Applications : Architecture overview : Directory structure
Directory structure
The following table describes the contents of the Apama Capital Markets Foundation n.n/accelerators/ATA folder:
Location for IAF XML files (and any required libraries) that start adapters.
Events and monitorscript files that need to be injected into the Correlator are placed here when a ant build command runs. Also, WAR deployment files are deployed from here.
catalogs/ATA Blocks
Includes utilities such as the MarketParticipationGraph. Events and monitorscript files that need to be injected into the Correlator are placed here when a project build command runs. Also, WAR deployment files are deployed from here.
catalogs/ATA Functions
include a function to extract values from an “extra params” field, specifically for extracting extra param values from those values associated with a Symbol Set.
Contains the dashboard configuration to be used when deploying dashboards.
Contains the sample algos. To add a new algo, create a new subdirectory, and then put your algo's dashboard files (RTV files) in that directory , together with image. files it uses. The parent directory (dashboards) also includes the dashboard project file and the framework directory (which includes the main Algorithmic Trading Accelerator dashboards). The only file in this folder that you should edit is panels.ini, which you should extend to make your custom Algos appear in the main dashboard panel. The background properties of your dashboards should be 850 wide by 650 high.
A folder of useful examples which can be used as illustrations or modified and used within the Algorithmic Trading Accelerator. Includes an example that dynamically creates SymbolSets.
Custom algos are defined in the six src directories. The folders enable complex scenarios to be constructed that require custom SmartBlocks (which should be stored in the catalogs/ATA blocks directory) and that require custom event types, service monitors and or initialization monitors and files.
Create a folder for each of your Scenario Manager scenarios in a separate sub-folder.
Any custom event types (SmartBlocks or Service Monitors) required by your algo.
The default location of log files for the Algorithmic Trading solution, the correlator, and any adapters started. Log file name patterns include:
* correlator_Log_DATE.log – The correlator log file; also includes a log of all orders submitted and modified. DATE is time when the correlator was started.
* replay_Log_DATE.log – The ReplayLog for the correlator that was started at DATE.
* IAF_File.xml.log – A list of log files from the IAF process. Name of the log file is the name of the IAF XML file with a .log suffix.
Contains the Scenarios and Monitors that make up the Algorithmic Trading Accelerator.
Any Monitors or event files required by your Algos/SmartBlocks
Any custom monitors required by your algo.
A directory of SymbolSets event files
The Apama Capital Markets Foundation n.n folder also contains resources for ATA:
Script that sets up the CMF environment.
Contains the menu, start.htm, which links to the PDF books that document the Capital Markets solutions. Also stages the help JAR that is installed in the Software AG Designer. Provides access to the online API reference when you open doc\reference\index.html in a browser.
All the external libraries required by the Algorithmic Trading solution.
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