Real Time Portfolio Market Value Console

Gradle Version Gradle 4.8

Extra libs

• commons-math3-3.6.1.jar : Apache commons maths for calculating the cumulative probability

• awaitility-3.0.0.jar : Awaitility jar for testing message publish to queue with random interval

Design with message channel: BlockingQueue

Project can be divided into three components:

MarketDataProvider --queue--> PortfolioService --queue--> PortfolioConsole

With features as below:

• All numbers are calculated based on BigDecimal for better precision
• Multi-threading on price calculation to reduce market value publishing delay
• Message queue to separate dependencies on each services
  • BlockingQueue as message queue for the sake of:
  • Limit queue size in case of OOM
  • Remove concurrency complexity
• Components are connected by message queue
  • MarketDataProvider publishes real-time prices for tickers with random intervals using thread pool
  • PortfolioService consumes pricing message from MarketDataProvider, distributes calculation&publish tasks to a thread pool
  • PortfolioConsole consumes market value message from PortfolioService and print

Further enhancement:

• Message queue should be non-blocking and asynchronous, for the case of large data volume. Can be improved with below options:
  • Using external messaging system
  • Creating a datastructure with multiple number of queues inside, message will be assigned to particular queue by header hash, concurrency number can be increased with this solution.
  • For this particular case, queue should be conflated
• For saving time, stocks and options are stored in same security static data table
• For saving time, only integration test is added

User guide

• First gradle build the project under the root folder
• cd to build/libs
• Start service by:

java -jar portfolio-CRYPTO-SNAPSHOT.jar