Kyle Downey

Bladerunner

A lightweight application runner for Java

Bladerunner is an ultra-lightweight library which gives you an enhanced main() method for running your apps, including:

  • built-in HOCON configuration file support
  • built-in Dagger dependency injection
  • built-in logging setup (defaults to log4j2)
  • simple threading to run multiple components

In the spirit of . . .

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March 11, 2018

Lightweight Data Layers

IntelliJ, SQLite and JDBI

Many years ago I designed and implemented a trading strategy container which included strategy persistence, and I used a toolkit that was ready to hand, familiar to me (Hibernate) -- and used the most commonly deployed SQL database at my employer. It's not quite the all-time winner for worst architectural choices I have made, but it's . . .

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February 18, 2018

Cryptocurrency marketdata capture & replay

Chronicle, Flatbuffers and GDAX

I am certain that my book-building logic has a bug.

The computed bid-ask spread gets out of sync with what I can see on the exchange, and only after a period of time does it revert back to normal. What's happening? With several hundred updates a second, it is impossible to say. But what if I had a record of every single . . .

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September 24, 2017

Netty & Websockets

Building a simple crypto marketdata client

Labor Day's coding project was to figure out how to connect to the GDAX cryptocurrency exchange's websocket feed, building on some work done previously to connect via the REST API. As the latter had used Netty for its HTTP client and Jackson for the JSON support I wanted to do the same for Websockets to be consistent.

GDAX

. . .

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September 05, 2017

Hashed Wheel Timers

Higher precision scheduling

Real-time scheduling

I wanted a simple, lightweight scheduler that I could tune up for crypto-currency trading applications. I knew from past reading that a data structure called a hashed wheel timer was worth investigating, and that Netty had one, but I was not aware of anything standalone. So I was happy to find Alex Petrov's . . .

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August 26, 2017

Functional parsing with ParsecJ

Monadic parser combinators in Java 8

When I was young, foolish, and generating parser code ...

Many years ago I wrote a piece for the now-defunct magazine Dr. Dobb's Journal called "Extreme Parsing" based on SableCC, a parser generator for Java. When I needed to write some parsers for graph description formats recently I decided to look around to see what . . .

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July 21, 2017

The New Build: "Charger"

Custom building a Kaby Lake-X with optimized I/O

I was off for two weeks, so I decided to take the chance to complete the new server build. I headed over to Newegg, ordered an anti-static wrist strap -- something I neglected on my first build -- and assembled the part list for a server that could handle low-latency performance testing. I decided to target Kaby Lake-X, a big step up from the . . .

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July 14, 2017

Archive