Dr. Dobb's Journal - February 2008 - (Page 57)

d02hoff_p4ma 12/7/07 1:44 PM Page 57 Once the AskTicks and BidTicks properties have been set, those collections will be automatically updated as more market data streams in, without any further effort on the part of the programmer. This is a powerful way of dealing with message processing and streaming data. Performance We actually had an interesting time testing the performance of CLINQ. Without being bound to any GUI, we are able to pump over 1,000,000 changes per second into a source collection (with an upper cap on collection size to avoid running out of resources) with a large CPU load, and at 100,000 changes per second the load looked to be sustainable indefinitely. The real tricky part came when trying to bind CLINQ to a WPF GUI. Thanks to Pavan Podila from the WPF Way (pavanpodila .spaces.live.com), we were able to track down a potentially fatal problem with data binding. In our ListBox, the height wasn’t explicitly set, which prevented the item container style from being a VirtualizingStackPanel. Added to that was the template selector for picking the alternating grid style that could get invoked every tick for each of the hundreds of thousands of bound rows. Lesson learned: Make sure that your bound control remains virtualized and be very careful with item styles and item container styles when working with large data sets. Taking these precautions, we were able to get nearly the same throughput into CLINQ when databound as we were when using no GUI at all. Using code like Listing Two, I’ve constructed a sample Order Book demo that lets you open windows into arbitrary symbols with simulated market data coming in at fixed intervals; see Figure 2. This window contains two listboxes. Each listbox is bound to a subset of market data. The BUY listbox is bound to the bid ticks for AAPL and the SELL listbox is bound to the ask ticks for AAPL. As new market data comes in to the central market data store (could be from network messages or, in my case, from a background thread on a timer), each set of query results is updated dynamically. If new market data for symbols other than AAPL LINQ is a fantastic addition to the arsenal of any developer writing virtually any kind of application February 2008 l www.ddj.com l Dr. Dobb’s Journal 57 http://www.programmingresearch.com http://www.programmingresearch.com http://www.ddj.com

Table of Contents Feed for the Digital Edition of Dr. Dobb's Journal - February 2008

Dr. Dobb's Journal - February 2008 Contents Hmmmm Alia Vox Developer Diaries Developer’s Notebook South American Software Development Conversations Inside Visual Studio 2008 BibPort: Creating Bibliographic References Continuous LINQ The ZK Framework Static Testing C++ Code The Agile Edge Effective Concurrency Swaine’s Flames

Dr. Dobb's Journal - February 2008

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