Contents
This sample demonstrates how to use capture fields in conjunction with parent schemas to create a reusable module that can match orders for FX trading in one instance and can match orders for Equities trading in another copy of the identical, unchanged module. The module uses abstract schemas for its input stream and Query Table that become concrete schemas in actual use.
This sample consists of the following files:
File | Purpose |
---|---|
SharedSchemas.sbint |
A StreamBase interface file that defines named schemas and a table schema used by the two EventFlow modules. |
TopLevelFX.sbapp |
A simple EventFlow module used in this sample as the top-level outer module. It accepts a stream of foreign exchange (FX)
trade orders and sends them to the OrderMatcher.sbapp inner module for processing. This module has an output stream that reports filled orders, and a second input stream that
triggers a read-all-rows operation of the inner module's Query Table.
|
OrderMatcher.sbapp |
An EventFlow module that implements an asset-agnostic order matching engine, used in this sample as the inner module. This
module matches parties who would like to sell assets with parties who would like to buy those assets.
Notice that there are no FX-specific schemas in this module. The input stream and Query Table are both defined with abstract schemas that include capture fields, which means the module can handle any generic traded asset. This allows the same module to be re-used to handle different asset classes. |
TestFxOrderMatching.java |
A StreamBase sbunit test file In the java-src subdirectory. Run this file as a StreamBase unit test to verify that the sample accepts input and returns the expected results.
|
The important lessons of this sample are in the six named schemas and one table schema defined in SharedSchemas.sbint
. The alphabetic order of the schemas in the interface file is also the best order to study them and understand how they work.
Named Schema | Description |
---|---|
AbstractInstrument | Consists of a single capture field named placeholder with data type placeholderFields .
|
AbstractOrder | Consists of a number of fields for data that is in orders for all instrument types, plus a tuple field named Instrument consisting of a single sub-field, the capture field with data type placeholderFields . This schema is used in the OrderMatcher.sbapp module's input stream, which allows copies of that module to handle orders for varying asset types.
|
EquitiesInstrument | A schema for an equities trade instrument, consisting of parent schema AbstractInstrument plus a single Symbol field.
|
EquitiesOrder | Consists of one parent schema, AbstractOrder , plus one concrete override field that replaces the abstract field of the same name. The Instrument field with data type EquitiesInstrument overrides the abstract Instrument field with type AbstractInstrument because and only because it has the exact same field name, case sensitive.
Notice that the Fields grid that defines this schema uses seven rows to define six fields. This is because the |
FXInstrument | A schema for a foreign exchange trade instrument, consisting of parent schema AbstractInstrument plus two string fields to hold the two currencies being traded.
|
FXOrder | Like EquitiesOrder above, consists of one parent schema, AbstractOrder , plus one concrete override field that replaces the abstract field of the same name. The Instrument field with data type FXInstrument overrides the abstract Instrument field with type AbstractInstrument because it has the exact same field name, case sensitive.
|
Table Schema | Description |
---|---|
AbstractOrderBookSchema | A schema for Query Tables that uses the AbstractOrder named schema and defines keys for it.
It is important to understand that a Query Table can only use a concrete schema at runtime. Using the |
Follow these steps to run the provided unit test in StreamBase Studio:
-
In the Package Explorer, open the
java-src
tree, and open theTestFxOrderMatching.java
file. Make sure the file is the currently active tab in the EventFlow Editor. -
From Studio's top-level menu, invoke
→ → . -
In the JUnit view, observe the test running to completion, with a solid green bar indicating success.
-
Edit and re-run the test file as desired to test different scenarios.
-
In the Package Explorer, double-click to open the
TopLevelFX.sbapp
module. Make sure the module is the currently active tab in the EventFlow Editor. -
Click the
Run button. This opens the SB Test/Debug perspective and starts the module.
-
Open the Manual Input view and select the Orders stream. notice that the
Instrument
tuple field shows only the concreteCurrency1
andCurrency2
fields. The capture field that comprised the original abstractInstrument
field was overridden by the concreteInstrument
field. This replaced the capture field that has data typeplaceholderFields
with the concrete fieldsCurrency1
andCurrency2
. -
Enqueue two tuples to the Orders stream in the Manual Input view:
Field Tuple 1 Tuple 2 Id 1 2 Instrument.Currency1 USD USD Instrument.Currency2 CAD CAD Price 1.0525 1.0564 IsBid no yes Quantity 1000 1000 Party A B -
Observe a matching order emitted from the Fills stream in the Application Output view.
-
Enter other tuples as desired. Remember that no order emits from the Fills stream until there is a match between IsBid=no and IsBid=yes tuples.
-
When done, press F9 or click the
Stop Running Application button.
To understand how the inner module can be re-used to handle a different asset type, perform the following additional steps:
-
Open the
TopLevelFX.sbapp
module. -
Select all six components and invoke Ctrl+C, Ctrl+V to make a second copy of the module on the same canvas. The copied components take the same names as their counterparts with "Copy" appended.
-
Double-click the OrdersCopy input stream to open its Properties view.
-
In the Edit Schema tab, select the EquitiesOrder schema in the drop-down control. This is the only step necessary to convert the OrderMatcherRefCopy module to process order matching for equities orders instead of FX orders.
-
Save the module and click the
Run button.
-
In the Manual Input view, select the OrdersCopy stream. Notice that the
Instrument
tuple field now shows only a single field,Symbol
. -
Enqueue two tuples to the OrdersCopy stream in the Manual Input view:
Field Tuple 1 Tuple 2 Id 10 20 Instrument.Symbol GOOG GOOG Price 580.50 580.75 IsBid no yes Quantity 50 50 Party AA BB -
Observe a matching order emitted from the FillsCopy stream in the Application Output view.
-
Enter other tuples as desired, matching IsBid=no and IsBid=yes tuples to see output from the FillsCopy stream.
-
When done, press F9 or click the
Stop Running Application button.
This section describes how to run the sample in UNIX terminal windows or Windows command prompt windows. On Windows, be sure to use the StreamBase Command Prompt from the Start menu as described in the Test/Debug Guide, not the default command prompt.
The following steps presume you have modified the TopLevelFX.sbapp module as described in the additional steps section above.
-
Open four terminal windows on UNIX, or four StreamBase Command Prompts on Windows. In each window, navigate to your workspace copy of the sample, as described below.
-
In window 1, launch StreamBase Server running
TopLevelFX.sbapp
:sbd TopLevelFX.sbapp
-
In window 2, run a dequeuer for the two output streams:
sbc deq Fills FillsCopy
(You can optionally run separate dequeuers in separate windows.)
-
In window 3, run an enqueuer to the
Orders
stream:sbc enq Orders
-
In window 4, run an enqueuer to the
OrdersCopy
stream:sbc enq OrdersCopy
-
In window 3, enter the following tuples:
1,"USD,CAD",1.0525,no,1000,A 2,"USD,CAD",1.0564,yes,1000,B
-
In window 2, observe a fill order tuple:
Fills,"2,""USD,CAD"",1.0564,true,0,B","1,""USD,CAD"",1.0525,false,0,A",1000
-
In window 4, enter the following tuples:
10,GOOG,580.50,no,50,AA 20,GOOG,580.75,yes,50,BB
-
In window 2, observe a fill order tuple:
FillsCopy,"20,GOOG,580.75,true,0,BB","10,GOOG,580.5,false,0,AA",50
-
To stop the sample, type Ctrl+C in one of the enqueuer windows, then run
sbadmin shutdown
.
In StreamBase Studio, import this sample with the following steps:
-
From the top menu, select
→ . -
In the search field, type
capture
to narrow the list of samples. -
Select
CaptureParentSchemas
from the Data Constructs and Operators category. -
Click OK.
StreamBase Studio creates a single project containing the sample files.
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 the permission problems that can occur when trying to work with the initially installed location of the sample. The default workspace location for this sample is:
studio-workspace
/sample_CaptureParentSchemas
See Default Installation Directories for the location of studio-workspace
on your system.
In the default TIBCO StreamBase installation, this sample's files are initially installed in:
streambase-install-dir
/sample/CaptureParentSchemas
See Default Installation Directories for the default location of studio-workspace
on your system.