Package com.bank.trading.execution

Class Algorithms

java.lang.Object

com.bank.trading.execution.Algorithms

All Implemented Interfaces:

Runnable

public class Algorithms
extends Object
implements Runnable

This class is responsible for the execution of the trading algorithms. Data is streamed from lamport service and is used to execute the trading algorithms. The decision of the system is sent to the execution service. Uses heartbeats to check if the leader is alive. Leader sends data to worker instances based on the tickers.

Constructor Summary

Constructors

Constructor	Description
Algorithms(byte[] algExecutable, InetSocketAddress lamportSocketAddress, InetSocketAddress socketAddress, List<InetSocketAddress> peers, InetSocketAddress executionAddress)	Constructor to initialize the trading algorithms with the executable and machine id.

Method Summary

Modifier and Type	Method	Description
void	addData(Event event)	Add data to the trading service
void	changeAlg(byte[] algExecutable)	Change the executable for the trading algorithms.
void	changeExecutionAddress(InetSocketAddress newExecutionAddress)	Change the address of the execution service.
void	changeLamportAddress(InetSocketAddress newLamportSocketAddress)	Change the address of the lamport service.
byte[]	getAlg()	Get the executable for the algorithm.
byte[]	getControls()	Get the executable for the controls.
void	run()
void	setControl(byte[] control)	Set the controls for the trading algorithms.

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details

Algorithms

public Algorithms(byte[] algExecutable,
 InetSocketAddress lamportSocketAddress,
 InetSocketAddress socketAddress,
 List<InetSocketAddress> peers,
 InetSocketAddress executionAddress)

Constructor to initialize the trading algorithms with the executable and machine id.

Parameters:

algExecutable - The executable for the trading algorithms.

lamportSocketAddress - The socket address for the lamport service.

socketAddress - The socket address for the execution service.

peers - List of peer addresses for the lamport service.

executionAddress - The socket address for the execution service.

Method Details

run

public void run()

Specified by:

run in interface Runnable

addData

public void addData(Event event)

Add data to the trading service

Parameters:

event - The event to be added to the trading service.

changeLamportAddress

public void changeLamportAddress(InetSocketAddress newLamportSocketAddress)

Change the address of the lamport service.

Parameters:

newLamportSocketAddress - the new socket address for the lamport service.

changeExecutionAddress

public void changeExecutionAddress(InetSocketAddress newExecutionAddress)

Change the address of the execution service.

Parameters:

newExecutionAddress - the new socket address for the execution service.

changeAlg

public void changeAlg(byte[] algExecutable)

Change the executable for the trading algorithms.

Parameters:

algExecutable - the new executable for the trading algorithms.

setControl

public void setControl(byte[] control)

Set the controls for the trading algorithms.

Parameters:

control - the control parameters to be set for the trading algorithms.

getControls

public byte[] getControls()

Get the executable for the controls.

Returns:

the current controls executable.

getAlg

public byte[] getAlg()

Get the executable for the algorithm.

Returns:

the current algorithm executable.