Class TickCapture

java.lang.Object

com.quantfinlib.data.TickCapture

All Implemented Interfaces:

TickListener, AutoCloseable

public final class TickCapture
extends Object
implements TickListener, AutoCloseable

Records every tick flowing through an HftMarketDataBus into a QFLT tick file: attach once, trade/observe as usual, close to flush — then replay the session deterministically with TickFileReader.

Writing happens on the bus consumer thread through a 1 MB buffer (~28 bytes/tick), which is comfortably below the bus's throughput; a disk error surfaces as UncheckedIOException on that thread. Latency note: a page-cache writeback or disk hiccup therefore stalls the consumer thread. Fine for capture-only or research sessions; when the same bus is TRADING, use AsyncTickCapture, which moves the file I/O to a dedicated writer thread behind a ring.

Method Summary

Modifier and Type	Method	Description
static TickCapture	attach(HftMarketDataBus bus, Path file)	Creates a capture and subscribes it to every symbol on the bus.
void	close()
void	onTick(int symbolId, double price, double size, long timestampNanos)
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 TickCapture attach(HftMarketDataBus bus,
 Path file)
                          throws IOException

Creates a capture and subscribes it to every symbol on the bus.

Throws:

IOException

onTick

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

Specified by:

onTick in interface TickListener

ticksWritten

public long ticksWritten()

close

public void close()
           throws IOException

Specified by:

close in interface AutoCloseable

Throws:

IOException