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Showing posts from December, 2013

Market data subscriber prototype based on Disruptor

Let's talk about a market data subscriber application based on LMAX Disruptor I recently implemented. Source code hosted on my Github repo: https://github.com/NiinS/Java/tree/master/MarketDataSubscriber Quick Overview: The app subscribes to FX quotes and trade events from an event source and a Swing client displays it in a dynamically updating tabular structure as follows: Swing interface however is only an example of an end user which is making use of the processed events published by the app. Any number/kind of end user interfaces can be integrated with the application and they can process data in different ways. Following is a simplified application architecture diagram: The application employs a concept of gateways, an event wheel and business event processors.  Event Gateways : Gateways connect to actual event sources and publish raw market events to event wheel. Event wheel : Imagine an industrial flywheel which keeps rotating to gener