Contents
This sample application takes a simulated New York Stock Exchange feed and returns two output streams representing the best bid and the best ask, respectively.
The implementation uses a Query Table to track best bids and asks while the application is running. A Query operator reads the bid price and ask price fields of each new tuple and compares it to the current best price and ask price values in the Query Table. It updates the table if the tuple's bid price is higher than the table's best bid, or if the ask price is lower than the current best ask.
The Query operator passes the data along two identical streams into two Filter operators. The IsNewBestAsk filter compares the new tuple's ask price to the best ask value that is stored in the table. A match signifies a new best ask, and the data is passed through a Map operator and emitted on the application's BestAsks output stream. If there is no match, no data is emitted on the output stream for that tuple. The IsNewBestBid filter performs the same work for bids, and the application emits the result on the BestBids output stream.
In StreamBase Studio, import this sample with the following steps:
-
From the top-level menu, select → .
-
Enter
best -
Select bestbidsandasks from the Applications category.
-
Click .
StreamBase Studio creates a project for the sample.
To run this sample:
-
In the Project Explorer view, open the sample you just loaded.
If you see red marks on a project folder, wait a moment for the project to load its features.
If the red marks do not resolve themselves after a minute, select the project, right-click, and select → from the context menu.
-
Open the
src/main/eventflow/folder.packageName -
Open the
BestBidsAsks.sbappfile and click the
Run button. This opens the SB Test/Debug perspective and starts the module.
-
Open the Feed Simulations tab.
-
Select the
NYSE.sbfsfeed simulation file and click . -
When done, press F9 or click the
Terminate EventFlow Fragment button.
The Best Bids and Asks sample includes the following files:
- BestBidsAsks.sbapp
-
The application.
- NYSE.sbfs
-
Feed simulation configuration file.
- data.csv
-
Feed simulation data file.
When you load the sample into StreamBase Studio, Studio copies the sample project's files to your Studio workspace, which is normally part of your home directory, with full access rights.
Important
Load this sample in StreamBase Studio, and thereafter use the Studio workspace copy of the sample to run and test it, even when running from the command prompt.
Using the workspace copy of the sample avoids permission problems. The default workspace location for this sample is:
studio-workspace/sample_bestbidsandasksSee Default Installation Directories for the default location of studio-workspace on your system.