private void firePositionViewChanged(PositionView positionView) {
if (positionView == null) return;
countPositionViews.incrementAndGet();
ITopic topicPM = hazelcast.getTopic("pm_" + positionView.pmId);
topicPM.publish(positionView);
}
public class Node {
final HazelcastInstance hazelcast = Hazelcast.newHazelcastInstance(null);
final ITopic<StockPriceUpdate> topicFeed = hazelcast.getTopic("feed");
final IQueue<Order> qOrders = hazelcast.getQueue("orders");
final IMap<String, Position> mapPositions =
hazelcast.getMap("positions"); // <pmId,instrumentId, Position>
final IMap<Integer, Integer> mapNewOrders = hazelcast.getMap("neworders"); // <pmId, instrumentId>
final AtomicLong countReceivedStockUpdates = new AtomicLong();
final AtomicLong countOrdersProcessed = new AtomicLong();
final AtomicLong countNewOrderEvents = new AtomicLong();
final AtomicLong countPositionViews = new AtomicLong();
final Logger logger = Logger.getLogger("Node");
final ITopic<String> topicLogs = hazelcast.getTopic("logs");
final ConcurrentMap<Integer, Double> mapStockPrices =
new ConcurrentHashMap<Integer, Double>(8000);
final String memberString = hazelcast.getCluster().getLocalMember().toString();
final int threads = 100;
final ExecutorService esOrderConsumer = Executors.newFixedThreadPool(threads);
final ExecutorService esEventProcessor = Executors.newFixedThreadPool(10);
final ConcurrentMap<Integer, Portfolio> localPMPositions =
new ConcurrentHashMap<Integer, Portfolio>();
final ConcurrentMap<Integer, InstrumentInfo> mapInstrumentInfos =
new ConcurrentHashMap<Integer, InstrumentInfo>();
public static void main(String[] args) {
System.setProperty("hazelcast.mc.topic.excludes", "pm.*");
new Node().init();
}
void init() {
for (int i = 0; i < threads; i++) {
esOrderConsumer.execute(new PositionQueueSlurper());
}
topicFeed.addMessageListener(new StockStreamListener());
mapNewOrders.addLocalEntryListener(new NewOrderListener());
startStreamer();
Executors.newSingleThreadExecutor()
.execute(
new Runnable() {
public void run() {
while (true) {
try {
Thread.sleep(5000);
long feeds = countReceivedStockUpdates.getAndSet(0) / 5;
long orders = countOrdersProcessed.getAndSet(0) / 5;
long events = countNewOrderEvents.getAndSet(0) / 5;
long views = countPositionViews.getAndSet(0) / 5;
log(
"Feeds:"
+ feeds
+ ", OrdersProcessed:"
+ orders
+ ", newOrderEvents:"
+ events
+ ", Views:"
+ views);
} catch (Exception e) {
e.printStackTrace();
}
}
}
});
}
void startStreamer() {
final Timer timer = new Timer();
timer.scheduleAtFixedRate(
new TimerTask() {
@Override
public void run() {
for (int i = 0; i < 500; i++) {
double price = (int) (Math.random() * 50) + 1;
topicFeed.publish(
new StockPriceUpdate(LookupDatabase.randomPickInstrument().id, price));
}
}
},
0,
1000);
}
class StockStreamListener implements MessageListener<StockPriceUpdate> {
public void onMessage(final Message<StockPriceUpdate> stockPriceUpdate) {
esEventProcessor.execute(
new Runnable() {
public void run() {
countReceivedStockUpdates.incrementAndGet();
int instrumentId = stockPriceUpdate.getMessageObject().getInstrumentId();
mapStockPrices.put(instrumentId, stockPriceUpdate.getMessageObject().getPrice());
InstrumentInfo instrumentInfo = createOrGetInstrumentInfo(instrumentId);
Collection<Portfolio> relatedPortfolios = instrumentInfo.getPortfolios();
for (Portfolio relatedPortfolio : relatedPortfolios) {
firePositionViewChanged(createPositionView(relatedPortfolio, instrumentId));
}
}
});
}
}
private void firePositionViewChanged(PositionView positionView) {
if (positionView == null) return;
countPositionViews.incrementAndGet();
ITopic topicPM = hazelcast.getTopic("pm_" + positionView.pmId);
topicPM.publish(positionView);
}
public PositionView createPositionView(Portfolio portfolio, Integer instrumentId) {
Double lastPrice = mapStockPrices.get(instrumentId);
if (lastPrice == null) return null;
Position position = portfolio.getPosition(instrumentId);
return new PositionView(
portfolio.pmId,
instrumentId,
position.quantity,
lastPrice,
position.calculateProfitLoss(lastPrice));
}
private Portfolio createOrGetPortfolio(int pmId) {
Portfolio portfolio = localPMPositions.get(pmId);
if (portfolio == null) {
portfolio = new Portfolio(pmId);
Portfolio existing = localPMPositions.putIfAbsent(pmId, portfolio);
if (existing != null) {
portfolio = existing;
}
}
return portfolio;
}
private InstrumentInfo createOrGetInstrumentInfo(int instrumentId) {
InstrumentInfo instrumentInfo = mapInstrumentInfos.get(instrumentId);
if (instrumentInfo == null) {
instrumentInfo = new InstrumentInfo();
InstrumentInfo existing = mapInstrumentInfos.putIfAbsent(instrumentId, instrumentInfo);
if (existing != null) {
instrumentInfo = existing;
}
}
return instrumentInfo;
}
class NewOrderListener implements EntryListener<Integer, Integer> {
public void entryAdded(final EntryEvent<Integer, Integer> entryEvent) {
countNewOrderEvents.incrementAndGet();
esEventProcessor.execute(
new Runnable() {
public void run() {
Integer pmId = entryEvent.getKey();
Integer instrumentId = entryEvent.getValue();
// load all positions for this pm
// and create the Portfolio
}
});
}
public void entryRemoved(final EntryEvent<Integer, Integer> entryEvent) {}
public void entryUpdated(final EntryEvent<Integer, Integer> entryEvent) {
countNewOrderEvents.incrementAndGet();
esEventProcessor.execute(
new Runnable() {
public void run() {
try {
Integer pmId = entryEvent.getKey();
Integer instrumentId = entryEvent.getValue();
Position position = mapPositions.get(pmId + "," + instrumentId);
if (position != null) {
Portfolio portfolio = createOrGetPortfolio(pmId);
InstrumentInfo instrumentInfo = createOrGetInstrumentInfo(instrumentId);
instrumentInfo.addPortfolio(portfolio);
portfolio.update(position);
PositionView positionView = createPositionView(portfolio, instrumentId);
firePositionViewChanged(positionView);
}
} catch (Throwable e) {
e.printStackTrace();
}
}
});
}
public void entryEvicted(final EntryEvent<Integer, Integer> entryEvent) {}
}
void log(String msg) {
if (msg != null) {
logger.info(msg);
topicLogs.publish(memberString + ": " + msg);
}
}
public class PositionQueueSlurper implements Runnable {
public void run() {
while (true) {
TransactionContext context = hazelcast.newTransactionContext();
context.beginTransaction();
Set<Integer> setAllInvolvedPMs = new HashSet<Integer>(9);
try {
Order order = qOrders.take();
countOrdersProcessed.incrementAndGet();
List<Integer> lsAccounts = order.lsAccounts;
int accountQuantity = order.quantity / lsAccounts.size();
// for (Integer account : lsAccounts) {
// String key = account + "," + order.instrumentId;
// updatePosition(key, order, account, accountQuantity);
// }
String key = order.portfolioManagerId + "," + order.instrumentId;
updatePosition(key, order, order.portfolioManagerId, order.quantity);
context.commitTransaction();
// setAllInvolvedPMs.addAll(lsAccounts);
setAllInvolvedPMs.add(order.portfolioManagerId);
for (Integer involvedPM : setAllInvolvedPMs) {
mapNewOrders.put(involvedPM, order.instrumentId);
}
} catch (Throwable t) {
t.printStackTrace();
context.rollbackTransaction();
}
}
}
public void updatePosition(String key, Order order, int pmId, int quantity) {
Deal deal = new Deal(quantity, order.price);
Position position = mapPositions.get(key);
if (position == null) {
position = new Position(order.instrumentId);
} else if (position.getDealSize() > 100) {
for (int i = 0; i < 10; i++) {
position.lsDeals.remove(0);
}
}
position.addDeal(deal);
mapPositions.put(key, position);
}
}
}
public ITopic<Object> getTopic() {
// if (topic == null) {
topic = hazelcast.getTopic(namespace);
// }
return topic;
}
