Class HftMarketDataBus

java.lang.Object

com.quantfinlib.marketdata.HftMarketDataBus

All Implemented Interfaces:

AutoCloseable

public final class HftMarketDataBus
extends Object
implements AutoCloseable

Ultra-low-latency market data bus. The hot path — publish(int, double, double, long) through TickListener.onTick(int, double, double, long) — performs zero allocation, zero locking, and zero map lookups:

• Ticks travel through a preallocated primitive TickRingBuffer.
• Symbols are dense int ids (SymbolRegistry); listener dispatch and the last-price cache are plain array indexing.
• The consumer thread can busy-spin (Thread.onSpinWait()) for minimum hand-off latency, or park when latency matters less than CPU.

Setup calls (registerSymbol, subscribe) are not hot-path and may allocate. For the convenience object-based API (String symbols, multiple producers) see MarketDataProcessor; this bus is the single-producer HFT path.

Dispatch cost note: each subscribed listener is an interface call; with three or more distinct TickListener implementations on one symbol the call site goes megamorphic (~10-20 ns per listener, no inlining). Keep the per-symbol listener count at one or two and fan out inside your own listener when you need more consumers.

Constructor Summary

Constructors

Constructor	Description
HftMarketDataBus()	Parked (non-spinning) consumer with a 64K ring and up to 1024 symbols.
HftMarketDataBus(int ringCapacity, int maxSymbols, boolean busySpin)

Method Summary

Modifier and Type	Method	Description
void	close()
double	latestPrice(int symbolId)	Last traded price by symbol id; NaN before the first tick.
double	latestPrice(String symbol)
long	processedCount()
boolean	publish(int symbolId, double price, double size, long timestampNanos)	Publishes a tick; single producer thread, zero allocation.
int	registerSymbol(String symbol)	Registers a symbol and returns the dense id used on the hot path.
long	ringFullCount()	Failed publish attempts due to a full ring (backpressure events).
void	start()
void	stop()	Stops the consumer after draining queued ticks.
void	subscribe(int symbolId, TickListener listener)
void	subscribeAll(TickListener listener)
String	symbol(int id)
int	symbolId(String symbol)

Methods inherited from class java.lang.Object

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

Constructor Details

HftMarketDataBus

public HftMarketDataBus(int ringCapacity,
 int maxSymbols,
 boolean busySpin)

HftMarketDataBus

public HftMarketDataBus()

Parked (non-spinning) consumer with a 64K ring and up to 1024 symbols.

Method Details

registerSymbol

public int registerSymbol(String symbol)

Registers a symbol and returns the dense id used on the hot path.

symbolId

public int symbolId(String symbol)

symbol

public String symbol(int id)

subscribe

public void subscribe(int symbolId,
 TickListener listener)

subscribeAll

public void subscribeAll(TickListener listener)

start

public void start()

stop

public void stop()

Stops the consumer after draining queued ticks.

close

public void close()

Specified by:

close in interface AutoCloseable

publish

public boolean publish(int symbolId,
 double price,
 double size,
 long timestampNanos)

Publishes a tick; single producer thread, zero allocation. Returns false when the ring is full (caller decides: spin, drop, or shed load).

latestPrice

public double latestPrice(int symbolId)

Last traded price by symbol id; NaN before the first tick.

latestPrice

public double latestPrice(String symbol)

processedCount

public long processedCount()

ringFullCount

public long ringFullCount()

Failed publish attempts due to a full ring (backpressure events). A retrying producer increments this per attempt; it does not by itself mean ticks were lost — that is the caller's backpressure policy.