cnkuyan / indexer

Financial Indexer using SlidingTime interval

Financial Indexer

This app provides an API, for the clients to query real-time price statistics of financial instruments received within the last 60 seconds (sliding time interval).

There are three API endpoints:

• POST /ticks : This one is called by the clients to register a Tick. It is also the sole input of this rest API

• GET /statistics : This one returns the statistics based on the ticks of all instruments of the last 60 seconds (sliding time interval)

• GET /statistics/{instrument_id} : This one returns the statistics based on the ticks of the given instrument of the last 60 seconds (sliding time interval)

Configuring the Sliding Time Window Period:

The application has been configured with a default value of 60 seconds for the sliding time interval. In order to change it to another value, please update the constant value SLIDINGWINDOW_DURATION_SECS defined in IndexerAppllication.java

Development Assumptions

I assumed ;

1. The /ticks endpoint can get called several times a second.
2. The application will not be running behind a load balancer. This implementation is a single node application, that can't know what statistics another instance has accumulated.

Possible Improvements To The Application

The application could possible be improved upon under following topics:

1. Making it ready to work behind a load balancer, by using a distributed in-memory key-value store (such as Memcached) instead of the node-local associative data structures (HashMap).
2. Giving the ability to scale even more, by providing a sharding mechanism at the core, to distribute the load based on a certain key.

Prerequisites:

You need Maven, Git and Java SE Runtime Environment 11 (minimum) to run this project.

https://www.oracle.com/java/technologies/javase-jdk11-downloads.html
https://maven.apache.org/install.html
https://git-scm.com

Installing and Running the Tests:

Clone repository to your local machine

git clone [e-mail]:cnkuyan/indexer.git

Go to project folder

cd indexer

Run maven to create jar ( Without the last parameter to run the tests at this point)

mvn clean install package -DskipTests

Running the app:

java -jar target/indexer-0.0.1-SNAPSHOT.jar

Interacting with the App:

The following will be carried using the curl tool.

Sending data with curl

curl http://localhost:8080/ticks --header "Content-Type: application/json"  --request POST  --data '{ "instrument": "IBM", "timestamp": 1617473494140, "price": 130.1 }'

If the Tick's timestamp is older than 1 minute, it will be rejected by the endpoint with Http NoContent response.

Querying the Statistics of all instruments:

curl http://localhost:8080/statistics

Querying the Statistics of a Specific instrument:

curl http://localhost:8080/statistics/{instrument_id}

Built With

• SpringBoot - The web framework used for creating APIs
• Maven - Dependency Management

Author

• Cenk Uyan - github/cnkuyan