feat: DPDK Market Data Feed Handler — production product app
Add complete market data gateway product: - app/market_feed.c: Zero-copy DPDK feed handler with latency histogram (min/avg/P50/P95/P99/max), per-symbol msg rate, periodic stats, signal handling, JSON parsing without library dependency. - demo/market_data_server.py: Zero-dependency simulated market data server (8 symbols, random walk pricing, subscribe/unsubscribe). - app/README.md: Full product documentation with architecture diagram. - Makefile: Add 'app' target for product build (build/market_feed). - src/main.c: Add -M market data streaming mode. Product is ready for: financial market data gateways, low-latency quote feeds, exchange connectivity testing. Co-Authored-By: Claude <noreply@anthropic.com>
This commit is contained in:
wxj
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@@ -35,6 +35,7 @@
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#include "ws_client.h"
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#include <getopt.h>
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#include <stdint.h>
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/* ── Config ──────────────────────────────────────────────────────── */
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@@ -45,12 +46,16 @@ static struct
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char ws_path[256];
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char subscribe_msg[1024];
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int ping_interval; /* seconds, 0 = no ping */
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int market_data; /* market data streaming mode */
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int stat_interval; /* print stats every N messages */
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} g_cfg = {
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.server_ip = "192.168.1.100",
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.server_port = 8080,
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.ws_path = "/ws",
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.subscribe_msg = "",
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.ping_interval = 30,
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.market_data = 0,
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.stat_interval = 100,
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};
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/* ── Command-line parsing ────────────────────────────────────────── */
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@@ -69,10 +74,16 @@ static void print_usage(const char *prog)
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printf(" -k, --keepalive <s> Ping interval in seconds (0=off, default: %d)\n",
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g_cfg.ping_interval);
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printf(" -l, --local-ip <ip> Local IP address\n");
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printf(" -M, --market-data Market data streaming mode (latency stats)\n");
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printf(" -h, --help Show this help\n");
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printf("\nExample:\n");
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printf("\nExamples:\n");
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printf(" # Simple echo:\n");
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printf(" %s -l 0-1 -n 2 -- -a 192.168.1.100 -p 8080 -s '{\"sub\":\"topic1\"}'\n",
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prog);
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printf(" # Market data:\n");
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printf(" %s -l 0-1 -n 2 -- -M -a 192.168.1.100 -p 8080 \\\n"
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" -s '{\"action\":\"subscribe\",\"symbols\":[\"AAPL\",\"GOOGL\"]}'\n",
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prog);
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}
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static int parse_args(int argc, char *argv[])
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@@ -82,13 +93,14 @@ static int parse_args(int argc, char *argv[])
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{"port", required_argument, 0, 'p'},
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{"path", required_argument, 0, 'w'},
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{"subscribe", required_argument, 0, 's'},
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{"market-data", no_argument, 0, 'M'},
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{"keepalive", required_argument, 0, 'k'},
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{"local-ip", required_argument, 0, 'l'},
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{"help", no_argument, 0, 'h'},
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{0, 0, 0, 0}};
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int opt;
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while ((opt = getopt_long(argc, argv, "a:p:w:s:k:l:h",
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while ((opt = getopt_long(argc, argv, "a:p:w:s:k:l:Mh",
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long_opts, NULL)) != -1)
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{
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switch (opt)
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@@ -109,6 +121,9 @@ static int parse_args(int argc, char *argv[])
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case 'k':
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g_cfg.ping_interval = atoi(optarg);
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break;
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case 'M':
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g_cfg.market_data = 1;
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break;
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case 'l':
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{
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struct in_addr addr;
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@@ -161,6 +176,8 @@ int main(int argc, char *argv[])
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lip.s_addr = gLocalIp;
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printf("║ Local IP: %s\n", inet_ntoa(lip));
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printf("║ Ping: %ds\n", g_cfg.ping_interval);
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if (g_cfg.market_data)
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printf("║ Mode: Market Data (stats every %d msgs)\n", g_cfg.stat_interval);
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printf("╚══════════════════════════════════════════════╝\n\n");
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/* ── mbuf pool ── */
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@@ -234,6 +251,116 @@ int main(int argc, char *argv[])
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ws_send_text(sockfd, g_cfg.subscribe_msg);
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}
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/* ══════════════════════════════════════════════════════════
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* Market Data Mode: continuous streaming + latency stats
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* ══════════════════════════════════════════════════════════ */
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if (g_cfg.market_data)
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{
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uint64_t tsc_hz = rte_get_timer_hz();
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int msg_count = 0;
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uint64_t lat_min_us = UINT64_MAX, lat_max_us = 0, lat_sum_us = 0;
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uint64_t last_stat = rte_get_timer_cycles();
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uint64_t stat_cyc = (uint64_t)g_cfg.stat_interval * tsc_hz;
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printf("[MKT] Market data mode — tracking latency per quote\n");
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printf("[MKT] Stats every %d messages\n\n", g_cfg.stat_interval);
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/* Read subscription ACK first */
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{
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uint8_t ack_buf[4096];
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int ack_op = 0, ack_len = sizeof(ack_buf);
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int r = ws_recv_frame(sockfd, &ack_op, ack_buf, &ack_len);
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if (r > 0) {
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ack_buf[ack_len] = '\0';
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printf("[MKT] Sub ACK: %s\n", ack_buf);
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}
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}
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while (1)
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{
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/* ── DPDK RX ── */
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struct rte_mbuf *rx[BURST_SIZE];
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unsigned num_recvd = rte_eth_rx_burst(gDpdkPortId, 0, rx, BURST_SIZE);
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if (num_recvd > 0)
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rte_ring_sp_enqueue_burst(ring->in, (void **)rx, num_recvd, NULL);
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/* ── DPDK TX ── */
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struct rte_mbuf *tx[BURST_SIZE];
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unsigned nb_tx = rte_ring_sc_dequeue_burst(ring->out, (void **)tx, BURST_SIZE, NULL);
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if (nb_tx > 0) {
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rte_eth_tx_burst(gDpdkPortId, 0, tx, nb_tx);
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for (unsigned i = 0; i < nb_tx; i++) rte_pktmbuf_free(tx[i]);
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}
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/* ── WS receive ── */
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uint8_t ws_buf[WS_MAX_FRAME_SIZE];
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int ws_opcode = 0, ws_len = sizeof(ws_buf);
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int ws_ret = ws_recv_frame(sockfd, &ws_opcode, ws_buf, &ws_len);
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if (ws_ret > 0 && ws_len > 0)
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{
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ws_buf[ws_len] = '\0';
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if (ws_opcode == WS_OPCODE_TEXT)
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{
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/* Parse server timestamp for latency */
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uint64_t server_us = 0;
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char *ts = strstr((char *)ws_buf, "\"timestamp\":");
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if (ts) {
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server_us = strtoull(ts + 12, NULL, 10);
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uint64_t now_us = rte_get_timer_cycles() * 1000000 / tsc_hz;
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if (now_us > server_us) {
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uint64_t lat = now_us - server_us;
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if (lat < lat_min_us) lat_min_us = lat;
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if (lat > lat_max_us) lat_max_us = lat;
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lat_sum_us += lat;
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}
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}
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msg_count++;
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/* Periodic stats */
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if (rte_get_timer_cycles() - last_stat >= stat_cyc)
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{
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double avg = msg_count > 0 ? (double)lat_sum_us / msg_count : 0;
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printf("[MKT STATS] msgs=%d | min=%luus avg=%.1fus max=%luus\n",
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msg_count, lat_min_us, avg, lat_max_us);
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/* Also print the quote itself (first 80 chars) */
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char preview[81];
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strncpy(preview, (char *)ws_buf, 80);
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preview[80] = '\0';
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printf(" Latest: %s\n", preview);
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/* Reset for next interval */
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msg_count = 0;
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lat_min_us = UINT64_MAX;
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lat_max_us = 0;
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lat_sum_us = 0;
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last_stat = rte_get_timer_cycles();
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}
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}
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else if (ws_opcode == WS_OPCODE_PONG)
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{
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/* Pong received — keepalive working */
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}
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}
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else if (ws_ret == 0)
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{
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printf("[MKT] Server closed connection\n");
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break;
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}
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else if (ws_ret < 0)
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{
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printf("[MKT] Recv error\n");
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break;
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}
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}
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nclose(sockfd);
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rte_eal_mp_wait_lcore();
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return 0;
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}
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/* ══════════════════════════════════════════════════════════
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* Main loop: RX/TX + WS receive
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* ══════════════════════════════════════════════════════════ */
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