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May 30th, 2007, 06:43 AM
#1
Thanks for the info,
My needs are simpler than that:
Your case is not even a simple case of merging, because an update to be filtered would not necessarily be merged with the next one, but, based on the price, it could be merged with a more recent one, thus not preserving the order.
We'll think about the suggestion.
In fact yes, what I am looking for is for the update to be merged only with the next ones to provide a correct price execution order. For instance:
10:00:00.001, price=15.25, quantity=20
10:00:00.002, price=15.25, quantity=50
10:00:00.010, price=15.25, quantity=100
10:00:01.001, price=15.50, quantity=10
10:00:01.020, price=15.50, quantity=100
10:00:01.030, price=15.25, quantity=10
10:00:01.040, price=15.25, quantity=20
In this case, if this group is about to be discarded (usually it is much longer sequence where the drop happens), I would merge this way:
10:00:00.010, price=15.25, quantity=170
10:00:01.020, price=15.50, quantity=110
10:00:01.040, price=15.25, quantity=30
If the merged group is still too big to be delivered without drop, than that I can live with it. But this technique would solve most drop issues in reallity.
Regards,
A
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May 30th, 2007, 09:16 AM
#2
ok,
this is still not a simple case of merging (from Lightstreamer's point of view), because the custom code would take the decision whether to merge the new event or not to filter it at all. It could only be applied as an extension of unfiltered dispatching, not in a general case.
However, in this case, even the approach shown in the previous answer would not be acceptable, as it would not preserve the update order.
This kind of filtering could only be performed on the Data Adapter side. If a short time is allowed for keeping an update before sending it to Lightstreamer, some filtering may still be possible. In your example, by setting a maximum delay of a few milliseconds, you would still get 3 updates.
Dario
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May 30th, 2007, 11:47 AM
#3
Ok, thanks for the reply.
We will try to do it at the data adapter level then.
Regards,
A
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