[rules-users] Drools and event based decisions, i.e. streaming market quotes

Mark Proctor mproctor at codehaus.org
Thu Jan 17 15:42:07 EST 2008


What's your time scale for this? We are currently implementing CEP 
extendions to the language and engine which will do all of this for you, 
we'll have a milestone release out in february when you can first play 
with this and aiming to get a full release end of Q1 start of Q2.

Mark
Henry Canterburry wrote:
> What would be the best approach using drools to handle event driven 
> decisions based on streaming data? In my case I am looking for a 
> typical stock market scenario. Ticker quotes usually come in at second 
> increments and depending on how many ticker symbols you subscribe to 
> at any one time, there can be a lot of data coming and and changing 
> every second. However, there probably isn't a need to keep large 
> quantities of historic data in memory...maybe the last 200-500 ticks. 
> The outputs are if a stock should be sold or bought, at what quantity 
> and what price. Once the decision has been made, we need to make sure 
> it does not persist past the point of being valid given the state of 
> that data.
>
> If I have rules that are meant to derive/calculate info and decisions 
> from the streaming data, what is the best integration architecture for 
> the rule engine with the rest of the application?
>
> Stateful session which constantly updates the ticks in working memory 
> and queries the memory for results on an ongoing basis? In this case, 
> the session would be kept alive for as long as the data stream is 
> going (i.e. hours)? This approach would require very rigorous working 
> memory management and all the objects in it.
>
> Or...loop constantly over a stateless session for each tick? This 
> would reduce the need to manage the number of objects in working 
> memory since only the amount needed would be inserted in the first 
> place and read back the results? Sounds inefficient and with lots of 
> overhead.
>
> Also, what about multi-threaded environments? Any potential for 
> conflicts between concurrent session instances?
>
> Thanks
> HC
>
>
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