The technical principles of the Java class library medium high -frequency transaction (HFT) collection (implementation) framework framework
The technical principles of the Java class library medium high -frequency transaction (HFT) collection (implementation) framework framework
HFT transaction (HFT, High-Frequency Trading) is a trading strategy based on fast execution of a large number of transaction orders.In order to support the implementation of the HFT strategy, many high -frequency trading sets have appeared in the Java class library.These collection frameworks aims to provide high -performance, low latency and scalability data structures and algorithms to meet the needs of high -frequency trading systems.
1. No lock data structure
For high -frequency trading systems, performance is the key.The traditional Java collection framework (such as ArrayList, LinkedList, Hashmap, etc.) requires a lock mechanism to ensure data consistency when multi -thread modification, but because the lock overhead is large, the system will be delayed.Therefore, the high -frequency transaction set framework uses a lock -free data structure to achieve concurrent access to improve performance.Common lock -free data structures include ConcurrenThashmap and ConcurrenTlinkedQueue.
The following is an example that shows how to use ConcurrenThashMap to implement an unlocked concurrent access:
ConcurrentHashMap<String, Integer> map = new ConcurrentHashMap<>();
// Add elements
map.put("key1", 1);
map.put("key2", 2);
// Get elements
Integer value = map.get("key1");
System.out.println(value);
// Remove element
map.remove("key2");
// Traversing elements
for (Map.Entry<String, Integer> entry : map.entrySet()) {
String key = entry.getKey();
Integer value = entry.getValue();
System.out.println(key + " - " + value);
}
Two, zero copy technology
High -frequency trading systems need to process a large number of network packets, so it is very important to improve data processing efficiency.The traditional IO operation can lead to the copy of the data from the kernel state to the user mode, increasing the system's overhead.To solve this problem, the high-frequency transaction set framework uses zero-copy technology to avoid the copying of the data and improve the efficiency of IO operations.DirectBuffer provided by Java NIO (New IO) is one of the data structures that support zero copy.
The following is an example of zero copy using DirectBuffer:
SocketChannel channel = SocketChannel.open(new InetSocketAddress("localhost", 8080));
ByteBuffer buffer = ByteBuffer.allocateDirect(1024);
buffer.put("Hello, World!".getBytes());
buffer.flip();
channel.write(buffer);
buffer.clear();
channel.read(buffer);
// Process the received data
buffer.flip();
byte[] data = new byte[buffer.remaining()];
buffer.get(data);
System.out.println(new String(data));
3. Event driving model
The high -frequency trading system requires a large number of events in real time, such as changes in market markets and order transactions.The traditional programming model cannot meet the real -time requirements of the high -frequency trading system, so the high -frequency trading set framework uses an event -driven model.This model is implemented by event monitoring (EventListener) and event distribution device (EventDispatcher) to decouple the processing of the event and business logic, which improves the performance and scalability of the system.
The following is a simple event driving model example:
// Define event class
class Event {
private String name;
public Event(String name) {
this.name = name;
}
public String getName() {
return name;
}
}
// Define the event monitor interface
interface EventListener {
void onEvent(Event event);
}
// Define the event distribution device class
class EventDispatcher {
private List<EventListener> listeners = new ArrayList<>();
public void addListener(EventListener listener) {
listeners.add(listener);
}
public void dispatchEvent(Event event) {
for (EventListener listener : listeners) {
listener.onEvent(event);
}
}
}
// Create an event monitor and event distribution device
EventListener listener1 = event -> System.out.println("Listener 1: " + event.getName());
EventListener listener2 = event -> System.out.println("Listener 2: " + event.getName());
EventDispatcher dispatcher = new EventDispatcher();
dispatcher.addListener(listener1);
dispatcher.addListener(listener2);
// Send event
Event event = new Event("Event 1");
dispatcher.dispatchEvent(event);
In summary, the high -frequency trading set framework in the Java class library achieves high performance, low latency and scalability through lock -free data structure, zero copy technology and event driving models, and meets the needs of high -frequency trading systems.Developers can quickly build high -frequency trading systems based on these frameworks and achieve complex trading strategies.
