Developing Applications

A Simple Stock Quote Application

Logical Steps

Data Feed Provider --> Historical Data --> Stock Screener --> Alert List

Implementation Approach

• Data Source: Yahoo! finance
• User Interface: Console application
• Database: Cassandra
• Programming Language: Java
• Intergrated Development Environment: Eclipse IDE
• Dependency Management: Maven
• Java Cassandra Driver: DataStax Java Driver for Cassandra
• Technical Analysis: TA-Lib

Connect Java to Cassandra

Simple Client of Cassandra

package CassandraClient;
import com.datastax.driver.core.Cluster;
import com.datastax.driver.core.Host;
import com.datastax.driver.core.Metadata;
import com.datastax.driver.core.Session;


public class CassandraClient {

    private Cluster cluster;
    private Session session;

    public void connect(String node) {
        cluster = Cluster.builder()
                .addContactPoint(node)
                .build();
        Metadata metadata = cluster.getMetadata();

        System.out.printf("Connected to cluster: %s\n", metadata.getClusterName());

        for (Host host: metadata.getAllHosts()) {
            System.out.printf("Datacenter: %s; Host: %s; Rack: %s\n",
                    host.getDatacenter(), host.getAddress(), host.getRack());
        }

        session = cluster.connect();
    }

    public void close() {
        cluster.close();
    }

    public static void main(String[] args) {
        // TODO Auto-generated method stub
        CassandraClient client = new CassandraClient();

        client.connect("127.0.0.1");
        System.out.println("Already connected!");
        client.close();
        System.out.println("Already close!");
    }

}

Dependencies

If use datastax's java driver, may need involve netty.
Besides, when using maven to manage dependencies, the build plugin should use shade

<project xmlns="http://maven.apache.org/POM/4.0.0" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://maven.apache.org/POM/4.0.0 http://maven.apache.org/xsd/maven-4.0.0.xsd">
  <modelVersion>4.0.0</modelVersion>
  <groupId>com.rapidcassandra</groupId>
  <artifactId>Chapter0301</artifactId>
  <version>0.0.1-SNAPSHOT</version>
  <dependencies>
      <dependency>
          <groupId>com.datastax.cassandra</groupId>
          <artifactId>cassandra-driver-core</artifactId>
          <version>2.0.1</version>
      </dependency>
  </dependencies>

    <build>
        <plugins>
            <plugin>
                <groupId>org.apache.maven.plugins</groupId>
                <artifactId>maven-shade-plugin</artifactId>
                <version>2.4.3</version>
                <executions>
                    <execution>
                        <phase>package</phase>
                        <goals>
                            <goal>shade</goal>
                        </goals>
                    </execution>
                </executions>
                <configuration>
                    <finalName>uber-${artifactId}-${version}</finalName>
                </configuration>
            </plugin>
            <plugin>
                <groupId>org.apache.maven.plugins</groupId>
                <artifactId>maven-compiler-plugin</artifactId>
                <configuration>
                    <source>1.7</source>
                    <target>1.7</target>
                </configuration>
            </plugin>
        </plugins>
    </build>
</project>

Design Steps

Data Model

• Keyspace: packtcdma
• Stock Quote Data

Queries:

• Save financial data feed into the quote table
  • INSERT INTO quote (symbol, price_time, open_price, high_price, low_price, close_price, volume) VALUE (?,?,?,?,?,?)
• Select historical data of a stock over a date period
  • SELECT * FROM quote WHERE symbol=? AND price_time >= ? AND price_time <= ?
• Get the latest date of the historical data of a stock
  • SELECT price_time FROM quote WHERE symbol = ? ORDER BY price_time DESC LIMIT 1

Java Classes

• CassandraTrader: Main program
• YahooFetcher: Handle the collection of Yahoo! Finance data feed
• Quote: POJO of quote
• CassandraManager: manage the connection to Cassandra
• CassandraTraderDAO: Data assess object handling persistence and queries
• TradingSignal: Core logic for scanning trading signals
• CassandraTraderUtil: Utilities for conversion between string, date, and decimal