com.epam.deltix.qsrv.hf.tickdb.pub.TickDB Maven / Gradle / Ivy
/*
* Copyright 2024 EPAM Systems, Inc
*
* See the NOTICE file distributed with this work for additional information
* regarding copyright ownership. Licensed under the Apache License,
* Version 2.0 (the "License"); you may not use this file except in compliance
* with the License. You may obtain a copy of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS, WITHOUT
* WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. See the
* License for the specific language governing permissions and limitations under
* the License.
*/
package com.epam.deltix.qsrv.hf.tickdb.pub;
import com.epam.deltix.timebase.messages.IdentityKey;
import com.epam.deltix.util.io.AbstractDataStore;
/**
* The top-level interface to the read-only methods of the Deltix Tick
* Database engine. Instances of this interface are created by static methods
* of {@link TickDBFactory}.
*
* At the logical level, a database consists of a number of so-called
* streams. Each stream is a time series of messages for a number of
* financial instruments ("entities"). Multiple streams
* can be used to represent data of different frequencies, or completely
* different factors. For instance, separate streams can represent
* 1-minute price bars and tics for the same set of entities. Or,
* you can have price bars and volatility bars in separate streams.
*/
public interface TickDB extends AbstractDataStore {
/**
* Looks up an existing stream by key.
*
* @param key Identifies the stream.
* @return A stream object, or null if the key was not found.
* @throws java.security.AccessControlException when user is not authorized to READ given stream
*/
TickStream getStream (
String key
);
/**
* Enumerates existing streams.
*
* @return An array of existing stream objects.
*/
TickStream [] listStreams ();
/**
* Opens an initially empty cursor for reading data from multiple streams,
* according to the specified options. The messages
* are returned from the cursor strictly ordered by time. Within the same
* exact time stamp, the order of messages is undefined and may vary from
* call to call, i.e. it is non-deterministic.
*
* The cursor is returned initially empty and must be reset.
* The {@link TickCursor} interface provides
* methods for dynamically re-configuring the subscription, or jumping to
* a different timestamp.
*
* @param options Selection options.
* @param streams Streams from which data will be selected.
* @return A cursor used to read messages.
*/
TickCursor createCursor (
SelectionOptions options,
TickStream ... streams
);
/**
* Opens a cursor for reading data from multiple streams,
* according to the specified options. The messages
* are returned from the cursor strictly ordered by time. Within the same
* exact time stamp, the order of messages is undefined and may vary from
* call to call, i.e. it is non-deterministic.
*
* Note that the arguments of this method only determine the initial
* configuration of the cursor. The {@link TickCursor} interface provides
* methods for dynamically re-configuring the subscription, or jumping to
* a different timestamp.
*
* @param time The start timestamp.
* @param options Selection options.
* @param symbols Specified symbols to be subscribed. If null, then all entities will be subscribed.
* @param types Specified message types to be subscribed. If null, then all types will be subscribed.
* @param streams Streams from which data will be selected.
* @return A cursor used to read messages.
*/
TickCursor select (
long time,
SelectionOptions options,
String[] types,
CharSequence[] symbols,
TickStream ... streams
);
TickCursor select (
long time,
SelectionOptions options,
String[] types,
IdentityKey[] ids,
TickStream ... streams
);
TickCursor select (
long time,
SelectionOptions options,
String[] types,
TickStream ... streams
);
TickCursor select (
long time,
SelectionOptions options,
TickStream ... streams
);
}