SWE 622 Exchange Project Team 1 Design Review Spring 2009 Yanyan Zhu Virat Kadaru Koji Hashimoto

1. SWE 622 Exchange Project Team 1 Design Review Spring 2009 Yanyan Zhu Virat Kadaru Koji Hashimoto Stephanie Buchner

2. Agenda • Project Design Overview • Design Issues/Questions • Planned Experiments • Implementation Plan

3. Project Design Overview • Design Modules: • Middleware • Only job is to connect, send and receive messages. • Does not care about type of message being sent. • Has threads for sending, receiving, detecting connection failure etc. • Notifies trader/exchange of connection or delivery failure • Trader • Each Trader is an Independent process • Has a reference to its own Middleware instance. • Maintains a list of Order echo’s received. • Exchange • Each Exchange is an Independent process. • Has a reference to its own Middleware instance. • Maintains a list of Goods currently sold being sold and previous orders processed. • Messages • Many types of messages (order, echo, offset, etc) • Contains a super class ‘Message’ which acts as a header • Each message type (order, echo, etc) is a sub class of Message

4. Project Design Overview Exchange List of Traders List of Goods Trader List of Exchanges List of Orders ConnectionFailed(callback) Send(async.) Receive(callback) Middleware ProcessingThread : rmi/p2p : msg HeartbeatThread SendingThread ReceivingThread RMI PToP ConnectionThread

5. Project Design Overview • OrderGenerator • Generates orders automatically at a desired frequency • Can be stopped or started at anytime • Configuration • Contains information about the exchanges • Type of communication (RMI/PToP) • Other information like IP and port of RMI registry etc.

6. Design Issues/Solutions • Absence of global clock • Order of echos/late echos

7. Design Issues/Solutions • Absence of global clock • Which one has the correct time or which one to follow? • All nodes do not communicate with each other • Solution • Each trader maintains an offset relative to each exchange that it is connected to • Actual communication begins only after the offset is applied • Other issues • How many samples of the offset should be taken? • Should they be averaged? • What about max and min values?

8. Design Issue Trader’s List of Order Echoes – Verify Requirement: • Display all order echoes in the order they were processed. • Some echoes may be outstanding (late) and may not appear on the list. (A later order may appear, an earlier order is not on the list yet.) • When a late echo appears, place in correct order. Mark as stale if > 10 seconds late.

9. Performance Evaluation Tools used in evaluation - AspectJ • - Systems will communicate over a VPN Dependent variable • Change configuration files at client side

10. Performance Evaluation Issue 1 • Measure the latency between issuing an order • and the last trader receiving its echo • Conduct this evaluation at client application level • Assumption: Trader Ti issues an order to Exchange Ey • Get Ti’s time t(Ti) before issuing order • Get last Offset value (Oxy) between Tx(Trader x) and Ey (Exchange y) before t(Ti) with (1<=x<=n), n:=trader number • Get each Tx’s time t(Tx) after receiving echo for Ti’s order A • The latency := Max( t(Tx) - Oxy) 1<=x<=n

11. Performance Evaluation Issue 2 • Measure the latency between trader’s failure • and the last exchange stopping order echoes • Conduct this evaluation at client application level • Both Trader and Exchange applications register listeners to the Middleware, and middleware heartbeat each other • Assumption: Trader Ti goes down • Get last Offset value (Oiy) between Ti and Ey with(1<=y<=m), m:= exchange number • Manually record Ti’s failure time ft(Ti) • Get the time st(Ey) when Ey decides to stop echoing to Ti • The latency := Max(st(Ey)-Oiy) 1<=y<=m

12. Performance Evaluation Issue 3 • Calculate Clock Skew • Not using Global Network Protocol. • Trader and Exchange send offset messages periodically • Get all Offset values (Oxyτ) between Tx and Eyat τ time unit • Average Clock skew := AVG (Oxyτ – Oxyτ +1) • Maximum Clock skew := MAX (Oxyτ – Oxyτ +1) • The frequency of calculation is not decided yet.

13. Implementation Plan • Development Timeline 3/22 3/29 4/5 4/12 4/19 4/26 4/30 Coding Testing Prj2 Prototype Implementation Coding Experiment Presentation Evaluation Experiment Prj3 • Roles and Responsibilities Trader – Virat and Stephanie Exchange – Koji Middleware – Koji, all Experiments – Yanyan, all