[I started learning kdb few weeks ago, so I would like to ]
kdb+tick is used to capture the ticks and store them. The ticks are provided by the feed handler.
Here is the architecture diagram from Kx.
We will setup a simple kdb+tick first and then we will create our feed handler in Java. We assume you have already installed kdb+.
Let's create our workspace.
mkdir kdb-tick-java-fh-exampleSetup kdb+tick
Next, we need to cloneKxSystems/kdb+tick.
# Execute this in 'kdb-tick-java-fh-example' foldergit clone https://github.com/KxSystems/kdb-tick.gitWe will add schema filesym.q.
# Execute this in 'kdb-tick' foldertouchtick/sym.qHere is the content ofsym.q.
quote:([]time:`timespan$();sym:`symbol$();bid:`float$();ask:`float$();bsize:`int$();asize:`int$())trade:([]time:`timespan$();sym:`symbol$();price:`float$();size:`int$())This is directory structure of 'kdb-tick' folder.
We need to start both tickerplant and RDB. We will keep the processes in foreground for this tutorial, so you need 2 terminals to hold them. In production, you should send them to background.
Start tickerplant
# Execute this in 'kdb-tick' folderq tick.q sym$(pwd)/OnDiskDB-p 5000Start RDB
# Execute this in 'kdb-tick' folderq tick/r.q localhost:5000 localhost:5002-p 5001Create feed handler with Java
Before we create our feed handler, we need to get Java driver for kdb. I can't find that in any Maven repository, so we need to get it from Kx's Git repository. It is just a single filec.java.
# Execute this in 'kdb-tick-java-fh-example' foldergit clone https://github.com/KxSystems/javakdb.gitNow we create our feed handler.
# Execute this in 'kdb-tick-java-fh-example' folder# Copy c.java to our feed handlermkdir-p feed-handler-java/src/main/java/kxcpjavakdb/src/kx/c.java feed-handler-java/src/main/java/kx# Create feed handlermkdir-p feed-handler-java/src/main/java/fhtouchfeed-handler-java/src/main/java/fh/FeedHandler.javaHere is content ofFeedHandler.java
packagefh;importkx.c;publicclassFeedHandler{publicstaticvoidmain(String[]args)throwsException{cc=null;try{System.out.println("Try to connect to tickerplant");c=newc("localhost",5000);System.out.println("Connected to tickerplant");Object[]row={newc.Timespan(),"MSFT",174.57,300L};System.out.println("Try to insert record to 'trade' table");c.k(".u.upd","trade",row);System.out.println("Record inserted to 'trade' table");}catch(Exceptione){throwe;}finally{c.close();}}}This is directory structure of 'feed-handler-java' folder.
We can build our feed handler.
# Execute this in 'feed-handler-java' folderjavac\-sourcepath"src/main/java"\-d"target/classes"\ src/main/java/fh/FeedHandler.javaAfter our feed handler is built, we can execute it.
# Execute this in 'feed-handler-java' folderjava-cp"target/classes" fh.FeedHandlerWe go back to the terminal of our running RDB to verify the result.
select from tradeYou should see something like this.
time sym price size-------------------------------------0D10:58:46.733000000 MSFT 174.57 300To exit q process, you can inputexit 0 or simply\\.
We have created our feed handler. You can check the reference links at the bottom to get more information about kdb+tick and Java driver for kdb.
References
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