Class AsyncTickCapture

java.lang.Object

com.quantfinlib.data.AsyncTickCapture

All Implemented Interfaces:

TickListener, AutoCloseable

public final class AsyncTickCapture
extends Object
implements TickListener, AutoCloseable

Tick capture with the file I/O taken OFF the bus consumer thread — the hot-lane variant of TickCapture. The consumer thread only publishes into a private TickRingBuffer; a dedicated writer thread drains it into the QFLT file. A page-cache writeback, AV scan or disk hiccup then stalls the writer, never the trading loop.

The backpressure policy is the honest one for a recorder on a trading path: when the ring is full (writer stalled longer than the buffer absorbs), ticks are dropped from the capture — counted in droppedTicks(), never blocking the consumer. A recording gap you can see beats latency you can't explain. Size the ring for the worst stall you tolerate: capacity 1M ≈ 28 MB ≈ several seconds of a busy feed.

Use TickCapture when simplicity wins (research replays, capture-only sessions); use this when the same bus is trading.

Method Summary

Modifier and Type	Method	Description
static AsyncTickCapture	attach(HftMarketDataBus bus, Path file, int ringCapacity)	Creates the capture, subscribes it to every symbol, starts the writer.
void	close()	Stops the writer (draining what remains) and closes the file.
long	droppedTicks()	Ticks dropped because the ring was full (writer stalled) — monitor this.
void	onTick(int symbolId, double price, double size, long timestampNanos)	The hot path: one ring publish; a full ring drops (counted), never blocks.
long	ticksWritten()

Methods inherited from class java.lang.Object

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

Method Details

attach

public static AsyncTickCapture attach(HftMarketDataBus bus,
 Path file,
 int ringCapacity)
                               throws IOException

Creates the capture, subscribes it to every symbol, starts the writer.

Throws:

IOException

onTick

public void onTick(int symbolId,
 double price,
 double size,
 long timestampNanos)

The hot path: one ring publish; a full ring drops (counted), never blocks.

Specified by:

onTick in interface TickListener

droppedTicks

public long droppedTicks()

Ticks dropped because the ring was full (writer stalled) — monitor this.

ticksWritten

public long ticksWritten()

close

public void close()
           throws IOException

Stops the writer (draining what remains) and closes the file.

Specified by:

close in interface AutoCloseable

Throws:

IOException