Programming/Kdb/Labs/Feedhandler and kdb tick environment - Revision history

Admin at 22:19, 21 December 2021

2021-12-21T22:19:51Z

2021-06-25T09:37:27Z

← Older revision		Revision as of 09:37, 25 June 2021
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	ws.on_open = on_open		ws.on_open = on_open
	ws.run_forever()		ws.run_forever()
	<pre>		</pre>

	We are now ready to launch the feedhandler:		We are now ready to launch the feedhandler:

2021-06-24T18:51:19Z

The BitMEX feedhandler

← Older revision		Revision as of 18:51, 24 June 2021
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	We then launch the tickerplant as		We then launch the tickerplant as
	<pre>		<pre>
			cd C:/q/w64
	q.exe tick.q bitmex . -p 5010		q.exe tick.q bitmex . -p 5010
	</pre>		</pre>
	the rdb as		the rdb (in another terminal) as
	<pre>		<pre>
			cd C:/q/w64
	q tick/r.q -p 5011		q tick/r.q -p 5011
	</pre>		</pre>
	and the hdb as		and the hdb (in another terminal) as
	<pre>		<pre>
			cd C:/q/w64
	q bitmex -p 5012		q bitmex -p 5012
	</pre>		</pre>

2021-06-24T18:16:50Z

Launching the hdb

← Older revision		Revision as of 18:16, 24 June 2021
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	To launch the historical database (hdb), use the following command:		To launch the historical database (hdb), use the following command:
	<pre>		<pre>
			cd C:/q/w64
	q example -p 5012		q example -p 5012
	</pre>		</pre>

2021-06-24T18:16:07Z

Launching the rdb

← Older revision		Revision as of 18:16, 24 June 2021
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	<pre>		<pre>
	cd C:/q/w64		cd C:/q/w64
	./q tick/r.q -p 5011		q tick/r.q -p 5011
	</pre>		</pre>
	<tt>tick/r.q</tt> will be loaded from under the <tt>QHOME</tt> directory (in our case, <tt>C:/q</tt>). This will start the rdb on port 5011 (the -p 5011 command line option).		<tt>tick/r.q</tt> will be loaded from under the <tt>QHOME</tt> directory (in our case, <tt>C:/q</tt>). This will start the rdb on port 5011 (the -p 5011 command line option).

2021-06-24T18:15:24Z

Launching the tickerplant

← Older revision		Revision as of 18:15, 24 June 2021
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	<pre>		<pre>
	cd C:/q/w64		cd C:/q/w64
			q tick.q example . -p 5010
			</pre>
			On Linux and MacOS, you may need to run the above as
			<pre>
	./q tick.q example . -p 5010		./q tick.q example . -p 5010
	</pre>		</pre>

2021-06-24T18:10:04Z

Setting up kdb+tick

← Older revision		Revision as of 18:10, 24 June 2021
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	==Setting up kdb+tick==		==Setting up kdb+tick==

	Create the file <tt>C:/q/tick/example.q</tt> (replacing <tt>C:/q</tt> with <tt>QHOME</tt> on your machine with the following contents:		Create the file <tt>C:/q/tick/example.q</tt> (replacing <tt>C:/q</tt> with <tt>QHOME</tt> on your machine) with the following contents:
	<pre>		<pre>
	quote:([]time:`timespan$(); sym:`g#`symbol$(); bid:`float$(); ask:`float$(); bsize:`long$(); asize:`long$(); mode:`char$(); ex:`char$())		quote:([]time:`timespan$(); sym:`g#`symbol$(); bid:`float$(); ask:`float$(); bsize:`long$(); asize:`long$(); mode:`char$(); ex:`char$())

2021-06-24T12:23:15Z

Launching the rdb

← Older revision		Revision as of 12:23, 24 June 2021
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	<pre>		<pre>
	cd C:/q/w64		cd C:/q/w64
	q tick/r.q -p 5011		./q tick/r.q -p 5011
	</pre>		</pre>
	<tt>tick/r.q</tt> will be loaded from under the <tt>QHOME</tt> directory (in our case, <tt>C:/q</tt>). This will start the rdb on port 5011 (the -p 5011 command line option).		<tt>tick/r.q</tt> will be loaded from under the <tt>QHOME</tt> directory (in our case, <tt>C:/q</tt>). This will start the rdb on port 5011 (the -p 5011 command line option).

2021-06-24T12:21:56Z

Launching the rickerplant

← Older revision		Revision as of 12:21, 24 June 2021
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	This file defines the schemas for the <tt>quote</tt> and <tt>trade</tt> tables.		This file defines the schemas for the <tt>quote</tt> and <tt>trade</tt> tables.

	==Launching the ~~rickerplant~~==		==Launching the tickerplant==

	To launch the tickerplant, go to the location of the q executable (on Windows, <tt>q.exe</tt> and launch it with the following command line:		To launch the tickerplant, go to the location of the q executable (on Windows, <tt>q.exe</tt> and launch it with the following command line:
	<pre>		<pre>
	cd C:/q/w64		cd C:/q/w64
	q tick.q example . -p 5010		./q tick.q example . -p 5010
	</pre>		</pre>
	<tt>tick.q</tt> will be loaded from the <tt>QHOME</tt> directory (in our case <tt>C:/q</tt>. The command line tells the tickerplant to load the table schemas from <tt>tick/example.q</tt> (the <tt>example</tt> argument) and write the log file in the current directory (<tt>C:/q/w64</tt>, the <tt>.</tt> argument). This will start the tickerplant on port 5010 (the <tt>-p 5010</tt> command line option).		<tt>tick.q</tt> will be loaded from the <tt>QHOME</tt> directory (in our case <tt>C:/q</tt>. The command line tells the tickerplant to load the table schemas from <tt>tick/example.q</tt> (the <tt>example</tt> argument) and write the log file in the current directory (<tt>C:/q/w64</tt>, the <tt>.</tt> argument). This will start the tickerplant on port 5010 (the <tt>-p 5010</tt> command line option).

2021-06-20T08:49:11Z

← Older revision		Revision as of 08:49, 20 June 2021
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	<pre>		<pre>
	q)upd:{[x;y]0N!raze"received update on table ",string[x],":";0N!y}		q)upd:{[x;y]0N!raze"received update on table ",string[x],":";0N!y}
	<pre>		</pre>
	This function will be called when updates arrive. Here we are simply outputting to the console the name of the table (<tt>x</tt>) on which the update has arrived and the update itself (<tt>y</tt>).		This function will be called when updates arrive. Here we are simply outputting to the console the name of the table (<tt>x</tt>) on which the update has arrived and the update itself (<tt>y</tt>).