BAEL-3446 (#12872)
* BAEL-3446 a simple market data streaming app for the article. * BAEL-3446 add unit tests for the article code. * BAEL-3446 increase version, activate module in the parent pom, update readme. * BAEL-3446 improve the code semantically. * BAEL-3446 remove unnecessary files * BAEL-3446 fix continuation indentation as 2 * BAEL-3446 put new module in the correct profile Co-authored-by: Yavuz Tas <ytas@vwd.com>
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Yavuz Tas
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11
libraries-7/README.md
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11
libraries-7/README.md
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@ -0,0 +1,11 @@
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## Libraries-7
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This module contains articles about various Java libraries.
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These are small libraries that are relatively easy to use and do not require any separate module of their own.
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The code examples related to different libraries are each in their own module.
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Remember, for advanced libraries like [Jackson](/jackson) and [JUnit](/testing-modules) we already have separate modules. Please make sure to have a look at the existing modules in such cases.
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### Relevant articles
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- More articles [[<-- prev]](/libraries-6)
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81
libraries-7/pom.xml
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81
libraries-7/pom.xml
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<?xml version="1.0" encoding="UTF-8"?>
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<project xmlns="http://maven.apache.org/POM/4.0.0"
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xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance"
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xsi:schemaLocation="http://maven.apache.org/POM/4.0.0 http://maven.apache.org/xsd/maven-4.0.0.xsd">
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<modelVersion>4.0.0</modelVersion>
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<artifactId>libraries-7</artifactId>
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<parent>
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<artifactId>parent-modules</artifactId>
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<groupId>com.baeldung</groupId>
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<version>1.0.0-SNAPSHOT</version>
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</parent>
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<dependencies>
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<dependency>
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<groupId>org.agrona</groupId>
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<artifactId>agrona</artifactId>
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<version>1.17.1</version>
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</dependency>
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</dependencies>
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<build>
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<plugins>
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<plugin>
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<groupId>org.codehaus.mojo</groupId>
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<artifactId>exec-maven-plugin</artifactId>
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<version>1.6.0</version>
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<executions>
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<execution>
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<phase>generate-sources</phase>
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<goals>
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<goal>java</goal>
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</goals>
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</execution>
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</executions>
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<configuration>
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<includeProjectDependencies>false</includeProjectDependencies>
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<includePluginDependencies>true</includePluginDependencies>
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<mainClass>uk.co.real_logic.sbe.SbeTool</mainClass>
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<systemProperties>
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<systemProperty>
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<key>sbe.output.dir</key>
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<value>${project.build.directory}/generated-sources/java</value>
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</systemProperty>
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</systemProperties>
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<arguments>
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<argument>${project.basedir}/src/main/resources/schema.xml</argument>
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</arguments>
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<workingDirectory>${project.build.directory}/generated-sources/java</workingDirectory>
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</configuration>
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<dependencies>
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<dependency>
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<groupId>uk.co.real-logic</groupId>
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<artifactId>sbe-tool</artifactId>
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<version>1.27.0</version>
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</dependency>
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</dependencies>
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</plugin>
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<plugin>
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<groupId>org.codehaus.mojo</groupId>
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<artifactId>build-helper-maven-plugin</artifactId>
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<version>3.0.0</version>
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<executions>
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<execution>
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<id>add-source</id>
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<phase>generate-sources</phase>
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<goals>
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<goal>add-source</goal>
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</goals>
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<configuration>
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<sources>
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<source>${project.build.directory}/generated-sources/java/</source>
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</sources>
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</configuration>
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</execution>
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</executions>
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</plugin>
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</plugins>
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</build>
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</project>
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98
libraries-7/src/main/java/com/baeldung/sbe/MarketData.java
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98
libraries-7/src/main/java/com/baeldung/sbe/MarketData.java
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package com.baeldung.sbe;
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import java.util.StringJoiner;
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import com.baeldung.sbe.stub.Currency;
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import com.baeldung.sbe.stub.Market;
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public class MarketData {
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private final int amount;
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private final double price;
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private final Market market;
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private final Currency currency;
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private final String symbol;
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public MarketData(int amount, double price, Market market, Currency currency, String symbol) {
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this.amount = amount;
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this.price = price;
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this.market = market;
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this.currency = currency;
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this.symbol = symbol;
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}
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public static class Builder {
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private int amount;
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public Builder amount(int amount) {
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this.amount = amount;
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return this;
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}
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private double price;
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public Builder price(double price) {
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this.price = price;
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return this;
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}
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private Market market;
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public Builder market(Market market) {
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this.market = market;
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return this;
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}
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private Currency currency;
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public Builder currency(Currency currency) {
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this.currency = currency;
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return this;
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}
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private String symbol;
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public Builder symbol(String symbol) {
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this.symbol = symbol;
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return this;
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}
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public MarketData build() {
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return new MarketData(amount, price, market, currency, symbol);
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}
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}
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public static Builder builder() {
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return new Builder();
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}
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public int getAmount() {
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return amount;
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}
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public double getPrice() {
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return price;
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}
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public Market getMarket() {
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return market;
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}
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public Currency getCurrency() {
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return currency;
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}
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public String getSymbol() {
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return symbol;
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}
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@Override
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public String toString() {
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return new StringJoiner(", ", MarketData.class.getSimpleName() + "[", "]").add("amount=" + amount)
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.add("price=" + price)
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.add("market=" + market)
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.add("currency=" + currency)
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.add("symbol='" + symbol + "'")
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.toString();
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}
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}
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package com.baeldung.sbe;
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import java.util.Arrays;
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import java.util.Iterator;
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import java.util.LinkedList;
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import com.baeldung.sbe.stub.Currency;
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import com.baeldung.sbe.stub.Market;
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public class MarketDataSource implements Iterator<MarketData> {
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private final LinkedList<MarketData> dataQueue = new LinkedList<>();
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public MarketDataSource() {
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// adding some test data into queue
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this.dataQueue.addAll(Arrays.asList(MarketData.builder()
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.amount(1)
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.market(Market.NASDAQ)
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.symbol("AAPL")
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.price(134.12)
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.currency(Currency.USD)
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.build(), MarketData.builder()
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.amount(2)
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.market(Market.NYSE)
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.symbol("IBM")
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.price(128.99)
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.currency(Currency.USD)
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.build(), MarketData.builder()
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.amount(1)
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.market(Market.NASDAQ)
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.symbol("AXP")
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.price(34.87)
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.currency(Currency.EUR)
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.build()));
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}
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@Override
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public boolean hasNext() {
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return !this.dataQueue.isEmpty();
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}
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@Override
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public MarketData next() {
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final MarketData data = this.dataQueue.pop();
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this.dataQueue.add(data);
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return data;
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}
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}
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package com.baeldung.sbe;
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import java.nio.ByteBuffer;
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import java.util.concurrent.Executors;
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import java.util.concurrent.ScheduledExecutorService;
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import java.util.concurrent.TimeUnit;
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import java.util.concurrent.atomic.AtomicLong;
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import org.slf4j.Logger;
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import org.slf4j.LoggerFactory;
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public class MarketDataStreamServer {
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private static final Logger log = LoggerFactory.getLogger(MarketDataStreamServer.class);
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ByteBuffer buffer = ByteBuffer.allocate(128);
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final AtomicLong writePos = new AtomicLong();
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ScheduledExecutorService writerThread = Executors.newScheduledThreadPool(1);
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ScheduledExecutorService readerThreadPool = Executors.newScheduledThreadPool(2);
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private class Client {
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final String name;
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final ByteBuffer readOnlyBuffer;
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final AtomicLong readPos = new AtomicLong();
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Client(String name, ByteBuffer source) {
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this.name = name;
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this.readOnlyBuffer = source.asReadOnlyBuffer();
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}
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void readTradeData() {
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while (readPos.get() < writePos.get()) {
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try {
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final int pos = this.readOnlyBuffer.position();
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final MarketData data = MarketDataUtil.readAndDecode(this.readOnlyBuffer);
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readPos.addAndGet(this.readOnlyBuffer.position() - pos);
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log.info("<readTradeData> client: {}, read/write gap: {}, data: {}", name, writePos.get() - readPos.get(), data);
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} catch (IndexOutOfBoundsException e) {
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this.readOnlyBuffer.clear(); // ring buffer
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} catch (Exception e) {
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log.error("<readTradeData> cannot read from buffer {}", readOnlyBuffer);
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}
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}
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if (this.readOnlyBuffer.remaining() == 0) {
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this.readOnlyBuffer.clear(); // ring buffer
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}
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}
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void read() {
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readerThreadPool.scheduleAtFixedRate(this::readTradeData, 1, 1, TimeUnit.SECONDS);
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}
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}
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private Client newClient(String name) {
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return new Client(name, buffer);
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}
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private void writeTradeData(MarketData data) {
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try {
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final int writtenBytes = MarketDataUtil.encodeAndWrite(buffer, data);
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writePos.addAndGet(writtenBytes);
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log.info("<writeTradeData> buffer size remaining: %{}, data: {}", 100 * buffer.remaining() / buffer.capacity(), data);
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} catch (IndexOutOfBoundsException e) {
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buffer.clear(); // ring buffer
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writeTradeData(data);
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} catch (Exception e) {
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log.error("<writeTradeData> cannot write into buffer {}", buffer);
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}
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}
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private void run(MarketDataSource source) {
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writerThread.scheduleAtFixedRate(() -> {
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if (source.hasNext()) {
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writeTradeData(source.next());
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}
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}, 1, 2, TimeUnit.SECONDS);
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}
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public static void main(String[] args) {
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MarketDataStreamServer server = new MarketDataStreamServer();
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Client client1 = server.newClient("client1");
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client1.read();
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Client client2 = server.newClient("client2");
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client2.read();
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server.run(new MarketDataSource());
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}
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}
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package com.baeldung.sbe;
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import java.math.BigDecimal;
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import java.nio.ByteBuffer;
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import org.agrona.concurrent.UnsafeBuffer;
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import com.baeldung.sbe.stub.MessageHeaderDecoder;
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import com.baeldung.sbe.stub.MessageHeaderEncoder;
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import com.baeldung.sbe.stub.TradeDataDecoder;
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import com.baeldung.sbe.stub.TradeDataEncoder;
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public class MarketDataUtil {
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public static int encodeAndWrite(ByteBuffer buffer, MarketData marketData) {
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final int pos = buffer.position();
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final UnsafeBuffer directBuffer = new UnsafeBuffer(buffer);
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final MessageHeaderEncoder headerEncoder = new MessageHeaderEncoder();
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final TradeDataEncoder dataEncoder = new TradeDataEncoder();
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final BigDecimal priceDecimal = BigDecimal.valueOf(marketData.getPrice());
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final int priceMantis = priceDecimal.scaleByPowerOfTen(priceDecimal.scale())
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.intValue();
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final int priceExponent = priceDecimal.scale() * -1;
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final TradeDataEncoder encoder = dataEncoder.wrapAndApplyHeader(directBuffer, pos, headerEncoder);
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encoder.amount(marketData.getAmount());
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encoder.quote()
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.market(marketData.getMarket())
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.currency(marketData.getCurrency())
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.symbol(marketData.getSymbol())
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.price()
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.mantissa(priceMantis)
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.exponent((byte) priceExponent);
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// set position
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final int encodedLength = headerEncoder.encodedLength() + encoder.encodedLength();
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buffer.position(pos + encodedLength);
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return encodedLength;
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}
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public static MarketData readAndDecode(ByteBuffer buffer) {
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final int pos = buffer.position();
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final UnsafeBuffer directBuffer = new UnsafeBuffer(buffer);
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final MessageHeaderDecoder headerDecoder = new MessageHeaderDecoder();
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final TradeDataDecoder dataDecoder = new TradeDataDecoder();
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dataDecoder.wrapAndApplyHeader(directBuffer, pos, headerDecoder);
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||||
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||||
// set position
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final int encodedLength = headerDecoder.encodedLength() + dataDecoder.encodedLength();
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buffer.position(pos + encodedLength);
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final double price = BigDecimal.valueOf(dataDecoder.quote()
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.price()
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.mantissa())
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.scaleByPowerOfTen(dataDecoder.quote()
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.price()
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.exponent())
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.doubleValue();
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return MarketData.builder()
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.amount(dataDecoder.amount())
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.symbol(dataDecoder.quote()
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.symbol())
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.market(dataDecoder.quote()
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.market())
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.currency(dataDecoder.quote()
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.currency())
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.price(price)
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.build();
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||||
}
|
||||
|
||||
}
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35
libraries-7/src/main/resources/schema.xml
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35
libraries-7/src/main/resources/schema.xml
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<?xml version="1.0" encoding="UTF-8"?>
|
||||
<sbe:messageSchema xmlns:sbe="http://fixprotocol.io/2016/sbe"
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package="com.baeldung.sbe.stub" id="1" version="0" semanticVersion="5.2" description="A schema represents stock market data.">
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<types>
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<composite name="messageHeader" description="Message identifiers and length of message root.">
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||||
<type name="blockLength" primitiveType="uint16"/>
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||||
<type name="templateId" primitiveType="uint16"/>
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||||
<type name="schemaId" primitiveType="uint16"/>
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<type name="version" primitiveType="uint16"/>
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</composite>
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<enum name="Market" encodingType="uint8">
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<validValue name="NYSE" description="New York Stock Exchange">0</validValue>
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<validValue name="NASDAQ" description="National Association of Securities Dealers Automated Quotations">1</validValue>
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</enum>
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<type name="Symbol" primitiveType="char" length="4" characterEncoding="ASCII" description="Stock symbol"/>
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||||
<composite name="Decimal">
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||||
<type name="mantissa" primitiveType="uint64" minValue="0"/>
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<type name="exponent" primitiveType="int8"/>
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||||
</composite>
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||||
<enum name="Currency" encodingType="uint8">
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<validValue name="USD" description="US Dollar">0</validValue>
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||||
<validValue name="EUR" description="Euro">1</validValue>
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||||
</enum>
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||||
<composite name="Quote" description="A quote represents the price of a stock in a market">
|
||||
<ref name="market" type="Market"/>
|
||||
<ref name="symbol" type="Symbol"/>
|
||||
<ref name="price" type="Decimal"/>
|
||||
<ref name="currency" type="Currency"/>
|
||||
</composite>
|
||||
</types>
|
||||
<sbe:message name="TradeData" id="1" description="Represents a quote and amount of trade">
|
||||
<field name="quote" id="1" type="Quote"/>
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||||
<field name="amount" id="2" type="uint16"/>
|
||||
</sbe:message>
|
||||
</sbe:messageSchema>
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||||
@ -0,0 +1,75 @@
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||||
package com.baeldung.test;
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||||
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||||
import java.math.BigDecimal;
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||||
import java.nio.ByteBuffer;
|
||||
|
||||
import org.agrona.concurrent.UnsafeBuffer;
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||||
import org.junit.jupiter.api.Assertions;
|
||||
import org.junit.jupiter.api.BeforeEach;
|
||||
import org.junit.jupiter.api.Test;
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||||
|
||||
import com.baeldung.sbe.MarketData;
|
||||
import com.baeldung.sbe.stub.Currency;
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||||
import com.baeldung.sbe.stub.Market;
|
||||
import com.baeldung.sbe.stub.MessageHeaderDecoder;
|
||||
import com.baeldung.sbe.stub.MessageHeaderEncoder;
|
||||
import com.baeldung.sbe.stub.TradeDataDecoder;
|
||||
import com.baeldung.sbe.stub.TradeDataEncoder;
|
||||
|
||||
public class EncodeDecodeMarketDataUnitTest {
|
||||
|
||||
private MarketData marketData;
|
||||
|
||||
@BeforeEach
|
||||
public void setup() {
|
||||
marketData = new MarketData(2, 128.99, Market.NYSE, Currency.USD, "IBM");
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||||
}
|
||||
|
||||
@Test
|
||||
public void givenMarketData_whenEncode_thenDecodedValuesMatch() {
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||||
// our buffer to write encoded data, initial cap. 128 bytes
|
||||
UnsafeBuffer buffer = new UnsafeBuffer(ByteBuffer.allocate(128));
|
||||
// necessary encoders
|
||||
MessageHeaderEncoder headerEncoder = new MessageHeaderEncoder();
|
||||
TradeDataEncoder dataEncoder = new TradeDataEncoder();
|
||||
// we parse price data (double) into two parts: mantis and exponent
|
||||
BigDecimal priceDecimal = BigDecimal.valueOf(marketData.getPrice());
|
||||
int priceMantissa = priceDecimal.scaleByPowerOfTen(priceDecimal.scale())
|
||||
.intValue();
|
||||
int priceExponent = priceDecimal.scale() * -1;
|
||||
// encode data
|
||||
TradeDataEncoder encoder = dataEncoder.wrapAndApplyHeader(buffer, 0, headerEncoder);
|
||||
encoder.amount(marketData.getAmount());
|
||||
encoder.quote()
|
||||
.market(marketData.getMarket())
|
||||
.currency(marketData.getCurrency())
|
||||
.symbol(marketData.getSymbol())
|
||||
.price()
|
||||
.mantissa(priceMantissa)
|
||||
.exponent((byte) priceExponent);
|
||||
|
||||
// necessary decoders
|
||||
MessageHeaderDecoder headerDecoder = new MessageHeaderDecoder();
|
||||
TradeDataDecoder dataDecoder = new TradeDataDecoder();
|
||||
// decode data
|
||||
dataDecoder.wrapAndApplyHeader(buffer, 0, headerDecoder);
|
||||
// decode price data (from mantissa and exponent) into a double
|
||||
double price = BigDecimal.valueOf(dataDecoder.quote()
|
||||
.price()
|
||||
.mantissa())
|
||||
.scaleByPowerOfTen(dataDecoder.quote()
|
||||
.price()
|
||||
.exponent())
|
||||
.doubleValue();
|
||||
// ensure we have the exact same values
|
||||
Assertions.assertEquals(2, dataDecoder.amount());
|
||||
Assertions.assertEquals("IBM", dataDecoder.quote()
|
||||
.symbol());
|
||||
Assertions.assertEquals(Market.NYSE, dataDecoder.quote()
|
||||
.market());
|
||||
Assertions.assertEquals(Currency.USD, dataDecoder.quote()
|
||||
.currency());
|
||||
Assertions.assertEquals(128.99, price);
|
||||
}
|
||||
|
||||
}
|
||||
Loading…
x
Reference in New Issue
Block a user