Daniel Pocock wrote:
Would it be problematic for core to have an OpenMAMA dependency though? OpenMAMA is not available on all platforms.
Not in general, nope. For some platforms (e.g. Windows), we tend to ship builtin versions for a number of platform libraries, so that would work with openmama, too. I see the website claims windows support. There is a slight catch though with the license, it is possible that the odd AppStore ToS here or there would prevent shipping of LGPL-licensed code.
My only concern would be performance - if somebody uses this to get a single currency and they manually refresh the quote, it is not an issue. If somebody builds a more elaborate spreadsheet with dozens of currencies and they want live refreshes and recalculation of their entire spreadsheet then a C or C++ solution may be better for them.
For highspeed traders, clearly an in-core C++ implementation would be best. Dunno what you're targetting here. Everybody else would prolly be fine with an extension (in whatever language), I'm relatively certain network latencies will dominate in this game. ;) HTH, -- Thorsten
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