/***************************************************************************
* Copyright (C) 2009 by H-Store Project *
* Brown University *
* Massachusetts Institute of Technology *
* Yale University *
* *
* Original Version: *
* Zhe Zhang (zhe@cs.brown.edu) *
* http://www.cs.brown.edu/~zhe/ *
* *
* Modifications by: *
* Andy Pavlo (pavlo@cs.brown.edu) *
* http://www.cs.brown.edu/~pavlo/ *
* *
* Modifications by: *
* Alex Kalinin (akalinin@cs.brown.edu) *
* http://www.cs.brown.edu/~akalinin/ *
* *
* Permission is hereby granted, free of charge, to any person obtaining *
* a copy of this software and associated documentation files (the *
* "Software"), to deal in the Software without restriction, including *
* without limitation the rights to use, copy, modify, merge, publish, *
* distribute, sublicense, and/or sell copies of the Software, and to *
* permit persons to whom the Software is furnished to do so, subject to *
* the following conditions: *
* *
* The above copyright notice and this permission notice shall be *
* included in all copies or substantial portions of the Software. *
* *
* THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, *
* EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF *
* MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. *
* IN NO EVENT SHALL THE AUTHORS BE LIABLE FOR ANY CLAIM, DAMAGES OR *
* OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, *
* ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR *
* OTHER DEALINGS IN THE SOFTWARE. *
***************************************************************************/
package edu.brown.benchmark.tpce.procedures;
import java.util.ArrayList;
import java.util.Calendar;
import java.util.Date;
import java.util.List;
import org.voltdb.SQLStmt;
import org.voltdb.VoltProcedure;
import org.voltdb.VoltTable;
import org.voltdb.VoltTableRow;
import org.voltdb.VoltType;
/**
* Market-Feed Transaction. <br>
* TPC-E section: 3.3.9
*
* H-Store quirks:
* 1) Instead of using the send_to_market interface, we return the result as a table. Then the calling MEE client
* will use it to do its job.
*/
public class MarketFeed extends VoltProcedure {
private final VoltTable stm_template = new VoltTable(
new VoltTable.ColumnInfo("symbol", VoltType.STRING),
new VoltTable.ColumnInfo("trade_id", VoltType.BIGINT),
new VoltTable.ColumnInfo("price_quote", VoltType.FLOAT),
new VoltTable.ColumnInfo("trade_qty", VoltType.INTEGER),
new VoltTable.ColumnInfo("trade_type", VoltType.STRING)
);
private static class TradeRequest {
public String symbol;
public long trade_id;
public double price_quote;
public int trade_qty;
public String trade_type;
public TradeRequest(String symbol, long trade_id, double price_quote, int trade_qty, String trade_type) {
this.symbol = symbol;
this.trade_id = trade_id;
this.price_quote = price_quote;
this.trade_qty = trade_qty;
this.trade_type = trade_type;
}
}
private static int MAX_FEED_LEN = 20;
private static int MAX_SEND_LEN = 40;
public final SQLStmt updateLastTrade = new SQLStmt("update LAST_TRADE set LT_PRICE = ?, LT_VOL = LT_VOL + ?, LT_DTS = ? where LT_S_SYMB = ?");
public final SQLStmt getRequestList = new SQLStmt("select TR_T_ID, TR_BID_PRICE, TR_TT_ID, TR_QTY from TRADE_REQUEST " +
"where TR_S_SYMB = ? and ((TR_TT_ID = ? and TR_BID_PRICE >= ?) or " +
"(TR_TT_ID = ? and TR_BID_PRICE <= ?) or " +
"(TR_TT_ID = ? and TR_BID_PRICE >= ?))");
public final SQLStmt updateTrade = new SQLStmt("update TRADE set T_DTS = ?, T_ST_ID = ? where T_ID = ?");
public final SQLStmt deleteTradeRequest = new SQLStmt("delete from TRADE_REQUEST where TR_T_ID = ?");
public final SQLStmt insertTradeHistory = new SQLStmt("insert into TRADE_HISTORY (TH_T_ID, TH_DTS, TH_ST_ID) values (?, ?, ?)");
public VoltTable[] run(double[] price_quotes, String status_submitted, String[] symbols, long[] trade_qtys, String type_limit_buy, String type_limit_sell, String type_stop_loss)
throws VoltAbortException {
Date now_dts = Calendar.getInstance().getTime();
List<TradeRequest> tradeRequestBuffer = new ArrayList<TradeRequest>();
// let's do the updates first in a batch
for (int i = 0; i <= MAX_FEED_LEN; i++) {
voltQueueSQL(updateLastTrade, price_quotes[i], trade_qtys[i], now_dts, symbols[i]);
}
voltExecuteSQL();
// then, see about pending trades
for (int i = 0; i <= MAX_FEED_LEN; i++) {
voltQueueSQL(getRequestList, symbols[i], type_stop_loss, price_quotes[i],
type_limit_sell, price_quotes[i],
type_limit_buy, price_quotes[i]);
VoltTable reqs = voltExecuteSQL()[0];
for (int j = 0; j < reqs.getRowCount() && tradeRequestBuffer.size() < MAX_SEND_LEN; j++) {
VoltTableRow req = reqs.fetchRow(j);
long trade_id = req.getLong("TR_T_ID");
double price_quote = req.getDouble("TR_BID_PRICE");
String trade_type = req.getString("TR_TT_ID");
int trade_qty = (int)req.getLong("TR_QTY");
voltQueueSQL(updateTrade, now_dts, status_submitted, trade_id);
voltQueueSQL(deleteTradeRequest, trade_id);
voltQueueSQL(insertTradeHistory, trade_id, now_dts, status_submitted);
voltExecuteSQL();
TradeRequest tr = new TradeRequest(symbols[i], trade_id, price_quote, trade_qty, trade_type);
tradeRequestBuffer.add(tr);
}
}
// creating send_to_market info
VoltTable stm = stm_template.clone(512);
for (TradeRequest req: tradeRequestBuffer) {
stm.addRow(req.symbol, req.trade_id, req.price_quote, req.trade_qty, req.trade_type);
}
return new VoltTable[] {stm};
}
}