https://github.com/kxsystems/kdb-architecture-course
https://github.com/kxsystems/kdb-architecture-course
Last synced: 2 months ago
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- Host: GitHub
- URL: https://github.com/kxsystems/kdb-architecture-course
- Owner: KxSystems
- Created: 2024-06-06T09:55:23.000Z (about 2 years ago)
- Default Branch: master
- Last Pushed: 2024-07-08T10:44:26.000Z (almost 2 years ago)
- Last Synced: 2025-02-13T15:19:00.744Z (over 1 year ago)
- Language: q
- Size: 15.6 KB
- Stars: 7
- Watchers: 0
- Forks: 4
- Open Issues: 0
-
Metadata Files:
- Readme: README.md
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README
# kdb+ Architecture
This repo contains sample kdb+ architecture for building a kdb+ application for capturing real time streaming data. This repo accompanies the online training course on the [KX Academy](https://learninghub.kx.com/courses/kdb-architecture/).
## Prerequisites
- If you run this application using the free sandbox provided on the KX Academy - then there are no prerequisites needed.
- If you clone this repository to your local environment, you will need to have kdb+ installed with a valid license and the `q` alias set to invoke kdb+ as per [these instructions](https://code.kx.com/q/learn/install/#step-5-edit-your-profile).
## 1. Quickstart
```
q tick.q sym . -p 5010
q tick/rdb.q -p 5011
q tick/feed.q /(or run manual steps)
q tick/hdb.q sym -p 5012
q tick/rts.q -p 5013
q tick/gw.q -p 5014
```
## 2. Adding Data Feed
To add a new data feed you will need to adjust two files: `sym.q` and `feed.q`.
### Add new table schema in sym.q
Define another schema for the `quote` table.
```
quote:([]time:`timespan$();sym:`g#`symbol$();bid:`float$();ask:`float$();bsize:`int$();asize:`int$());
```
### Adjust .z.ts to add a second table in feed.q
Replace:
```
.z.ts:{h_tp"(.u.upd[`trade;(2#.z.n;2?`APPL`MSFT`AMZN`GOOGL`TSLA`META;2?10000f;2?`B`S)])"};
```
With:
```
.z.ts:{h_tp"(.u.upd[`trade;(2#.z.n;2?`APPL`MSFT`AMZN`GOOGL`TSLA`META;2?10000f;2?`B`S)])";
h_tp"(.u.upd[`quote;(2#.z.n;2?`APPL`MSFT`AMZN`GOOGL`TSLA`META;2?10000f;2?10000f;2?500i;2?500i)])"};
```
Launch the feedhandler:
```
q tick/feed.q
```
## 3. Real Time Subscriber
```
q tick/cep.q
```
## 4. Logging & Replay
## 5. End of Day
## 6. Gateways
Adjust `getTradeData` in gw.q.
Replace:
```
getTradeData:{[sd;ed;ids]
hdb:h_hdb(`selectFunc;`trade;sd;ed;ids);
rdb:h_rdb(`selectFunc;`trade;sd;ed;ids);
:hdb.rdb }
```
With:
```
getTradeData:{[sd;ed;ids]
hdb:h_hdb(`selectFunc;`trade;sd;ed;ids);
rdb:h_rdb(`selectFunc;`trade;sd;ed;ids);
:select from hdb,rdb where time = (max;time) fby([]date;sym) }
```
Launch gateway
```
q tick/gw.q -p 5014
```
And query `getTradeData` from the gateway.
```
getTradeData[.z.D-1; .z.D;`APPL]
```