Zoi Capital is a commodity investment firm which trades in the commodity futures markets on behalf of clients, with offices in New York and Seattle. We needed an application which could display the commodities we were currently holding as well as show any open profit/loss of our trades in real-time. In addition, we wanted to display the current performance of our trading strategy (named Telio) along with a comparison of the current performance of the S&P 500 stock index as well as the Dow Jones UBS commodity index.

Trades are placed from the Seattle office, but are monitored throughout the day from the New York office, so the application (which would be running in New York) needed a way to stay up to date with the current trades. The application also needed to be aesthetically pleasing as it was planned to put it on a large 50 inch LCD in the reception area of our New York office, where both staff and visitors could view the current trades and statistics in real time.

I had previously written an automated trading application on the NetBeans Rich Client Platform (RCP), where I had created a number of plug-ins, including a plug-in to connect to Interactive Brokers to retrieve real-time market data. Since I already had the plug-ins available in order to connect to a real-time data feed, it seemed a natural choice to also build the Quote Monitor application on the NetBeans RCP as well. Instead of using the existing Swing components however, I opted for JavaFX in order to give the application a polished look.

In order to get the trade information from the Seattle office to the Commodity Monitor application in the New York office, we made use of Camel to facilitate the communication between the 2 offices. The great thing about Camel is that it provides an abstraction layer for the actual communication mechanism between applications. Since the offices are not networked together we made use of the Camel email component in order to transfer the data from the Seattle office to the Commodity Monitor application. In the future we could move the communication mechanism to web services or JMS simply by changing a property file, with no code changes required as camel takes care of everything else under the hood.

System Architecture

Trades are placed in the Seattle office, and then emailed to a designated email box which the Commodity Monitor watches (via Camel). Trade information is then imported into the application, at which point it requests real-time quote information of the commodities from Interactive Brokers via their Java API. At this point the application can then update the profit/loss statistics in real-time.

Application Screen Shot

The grid in the top left portion of the screen displays the performance for our Telio trading strategy for today, for the month of August, and then the year-to-date return of the strategy. The table also shows the same statistics for the S&P 500 stock index and Dow Jones/UBS commodity index for comparison purposes.

Below the table is a candlestick chart displaying the performance of the S&P 500 Index futures for the current day. The chart made use of the charting API in JavaFX as well as CSS. The chart is updated in real-time throughout the day.

Finally, on the right half of the screen is a panel which displays the commodities that we are currently holding with current profit/loss on the trade. For example, we have a current profit of +0.18% since we bought natural gas.

To add additional eye candy to the application, I created a scrolling background with a slightly blurred Zoi Capital logo. The animation was extremely easy to set up in JavaFX, and I’ll post a short how-to blog on animations in the not-too-distant future.

Demo Video

Below is a 3 minute video demo showing the Commodity Monitor application with the animated scrolling background. About 40 seconds into the video an email is sent to the Camel email box, at which point the Commodity Monitor picks up the email and displays the commodities that were sent, and their corresponding profit/loss in real time. Another email is sent at the 2:10 mark that clears most of the commodities from the application.

twitter: @RobTerpilowski