Re: Real time notification

Thanks Sahil for detailed reply. This is very helpful and gives me good
understanding.
I am also looking in tibco solutions and their services for some specific
databases for realtime services.

regards
Sachil


"Sahil Malik [MVP]" <contactmethrumyblog@xxxxxxxxxx> wrote in message
news:ue%23IZegzFHA.3256@xxxxxxxxxxxxxxxxxxxxxxx
> Sachil,
>
> I have worked on an application that did exactly that. That was a
> financial system too, so let me share what I learnt out of that first ..
> maybe you'll find it helpful.
>
> In my scenario atleast, I had so much data to worry about, so my first
> reaction was that I will use a database. Beacuse a database inherently
> goes to the file system, and it does involve a lot of transactional locks,
> a database really didn't give me the right architecture. I instead then
> ended up creating a huge in-memory cache of data in unmanaged C++. The
> data I was managing was a huge 12 GB in-memory cache of symbols and their
> historical prices. Various algorithms would run on that data, to analyze
> the historical data - a database would just not have cut it.
>
> Thought I'd share my experience on the implementation difficulties I faced
> :), but irrespective of if you choose a database or an in-memory cache,
> this is more a remoting problem than an ADO.NET problem. Generally for
> eventing there are two approaches.
>
> a) Logical - The central server informs the clients of a change. Generally
> not scaleable, but better response time. This can be implemented in Sql2k
> as an extended stored proc that touches a file, a FileDependency object
> that fires up some code to send off a notification. SQL2k5 has much better
> alternatives.
>
> b) Better approach - The remote clients keep checking for a change (I know
> this sounds crazy in a millisecond environment but keep reading). Usually
> the change check is implemented as "IsUpdateAvailable". If one is
> available, a second method call is made to the central server farm, which
> returns the actual data. This can live within the millisecond delay range,
> on a LAN environment but what is notable about this approach is that the
> server is stateless, so you can network load balance it as your needs
> grow. Might I point that IM services, such as MSN messenger rely on this
> kind of approach - and that is quite instantaneous huh? :)
>
> Now, you can choose either a) or b), but if you are writing this
> application for hundereds of users, you may want to go with approach b
> instead. Specifically in approach a), the client is *listening* for a
> notification, and in approach b) the server is listening. So this means
> once you have such a notification setup, you can simply setup a CAO
> remoting service to fulfill the necessary communication. In approach a)
> the service would have to exist on both the client and the server, but in
> approach b) the service would exist only on the server :).
>
> Hope this helped. Sorry for the longdrawn answer, I'm a bit high on coffee
> ;-)
>
> - Sahil Malik [MVP]
> ADO.NET 2.0 book -
> http://codebetter.com/blogs/sahil.malik/archive/2005/05/13/63199.aspx
> ----------------------------------------------------------------------------
>
>
>
>
>
> "Sachil Sawhney" <sachilsawhney@xxxxxxxxx> wrote in message
> news:eET1cnfzFHA.460@xxxxxxxxxxxxxxxxxxxxxxx
>> Thanks Sahil for quick reply.
>>
>> To give some more details, the application is used by traders in a
>> investment bank and is being used for making buy/sell decisions for high
>> dollar value trades. Delay of few milli seconds is acceptable, but lower
>> the delay is better it is. Data being updated are booked trades, and
>> market conditions/indexes at that point of time and some other data from
>> service like bloomberg. so, faster we are better/safe we are.
>>
>> Network connection i believe is 1 GB ethernet and is pretty reliable and
>> fast enough as we are on same network as that of other core trading
>> apps.
>>
>> regards
>> Sachil
>>
>> *** Sent via Developersdex http://www.developersdex.com ***
>
>


.

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