Setup kdb+tick with Java feed handler

[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-example

Setup kdb+tick

Next, we need to clone KxSystems/kdb+tick.

# Execute this in 'kdb-tick-java-fh-example' folder
git clone https://github.com/KxSystems/kdb-tick.git

We will add schema file sym.q.

# Execute this in 'kdb-tick' folder
touch tick/sym.q

Here is the content of sym.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' folder
q tick.q sym $(pwd)/OnDiskDB -p 5000

Start RDB

# Execute this in 'kdb-tick' folder
q tick/r.q localhost:5000 localhost:5002 -p 5001

Create 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 file c.java.

# Execute this in 'kdb-tick-java-fh-example' folder
git clone https://github.com/KxSystems/javakdb.git

Now we create our feed handler.

# Execute this in 'kdb-tick-java-fh-example' folder

# Copy c.java to our feed handler
mkdir -p feed-handler-java/src/main/java/kx
cp javakdb/src/kx/c.java feed-handler-java/src/main/java/kx

# Create feed handler
mkdir -p feed-handler-java/src/main/java/fh
touch feed-handler-java/src/main/java/fh/FeedHandler.java

Here is content of FeedHandler.java

package fh;

import kx.c;

public class FeedHandler {
    public static void main(String[] args) throws Exception {
        c c = null;
        try {
            System.out.println("Try to connect to tickerplant");
            c = new c("localhost", 5000);
            System.out.println("Connected to tickerplant");

            Object[] row = { new c.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 (Exception e) {
            throw e;
        } finally {
            c.close();
        }
    }
}

This is directory structure of 'feed-handler-java' folder.

We can build our feed handler.

# Execute this in 'feed-handler-java' folder

javac \
  -sourcepath "src/main/java" \
  -d "target/classes" \
  src/main/java/fh/FeedHandler.java

After our feed handler is built, we can execute it.

# Execute this in 'feed-handler-java' folder

java -cp "target/classes" fh.FeedHandler

We go back to the terminal of our running RDB to verify the result.

select from trade

You should see something like this.

time                 sym  price  size
-------------------------------------
0D10:58:46.733000000 MSFT 174.57 300 

To exit q process, you can input exit 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

Building real-time tick subscribers
Using Java with kdb+