coinex02// 撮合引擎 RingBuffer Disruptor的构建与使用

目录

0. 课程视频地址

0.1 撮合引擎课程

0.1 RocketMQ安装

0.3 RocketMQ搭建成功后登录

1. docker 配置rocketmq

2 逻辑树 : 构建RingBuffer -> 使用RingBuffer

2.1 生产者往RingBuffer中放数据 Disruptor把数据推给消费者cpu

2.2 RingBuffer, Disruptor的创建 -> 事件运行机制构建

3. RingBuffer 完整构建 -> Disruptor 和 SpringBoot 整合

3.1 添加依赖

3.2 Disruptor配置文件 // ps:可以配置是否支持多生产者

3.3 Disruptor异常处理类

3.4 事件携带的数据

3.5 Order 减少耦合 新建类 

3.6 Bean 相同价格不同时间订单的订单类 // 不同价格订单 相同价格不同时间订单

3.7 Order 转换成OrderEvent 发送到RingBuffer

3.8 创建一个RingBuffer / 无锁高效的等待策略 / 创建DisruptorTemplate

3.9 接收到了某个消息

3.10 发送消息的Bean

4 使用构建好的RingBuffer 处理数据

4.1 消费者接口 Sink

4.2 开启Stream 配置

4.2 监听消息 -> 数据库查询 -> 构建order ->发送到ringbuf 队列

5. 数据展示


0. 课程视频地址

0.1 撮合引擎课程

https://www.bilibili.com/video/BV13v4y1A7qH?p=48&vd_source=ff8b7f852278821525f11666b36f180a

0.1 RocketMQ安装

https://www.bilibili.com/video/BV173411P7M2?p=10&vd_source=ff8b7f852278821525f11666b36f180a

0.3 RocketMQ搭建成功后登录

http://rocket-server:8080/#/


1. docker 配置rocketmq

cd /usr/local
mkdir rocketmq
cd rocketmq
vi broker.conf
// 配置 broker.conf

terName = DefaultCluster
brokerName = broker-a
brokerId = 0
deleteWhen = 04
fileReservedTime = 48
brokerRole = ASYNC_MASTER
flushDiskType = ASYNC_FLUSH
brokerIP1 = 公网ip

2 逻辑树 : 构建RingBuffer -> 使用RingBuffer

2.1 生产者往RingBuffer中放数据 Disruptor把数据推给消费者cpu

1. 生产者往RingBuffer 放入数据
创建RingBuffer(设置参数:1事件工厂, 2线程工厂, 3等待策略, 4消费者们交易对们) {}
2. Disruptor把数据推给消费者cpu
return new DisruptorTemplate(ringBuffer)

2.2 RingBuffer, Disruptor的创建 -> 事件运行机制构建


创建RingBuffer(设置参数:1事件工厂, 2线程工厂, 3等待策略, 4消费者们交易对们) 
               {
                new Disruptor
                异常处理
                设置消费者
                启动
                停机
                }

new Disruptor (设置参数: 1事件工厂 , 2RingBuffer大小,  3线程工厂, 4生产者类型 ,5等待策略)

disruptor.setDefaultExceptionHandler(new DisruptorHandlerException()); // 异常处理

disruptor.handleEventsWith(eventHandlers);// 设置消费者 交易对

disruptor.start();// 开始监听 //启动

停机策略 停机线程
// 1. 事件工厂

 @Bean //该方法返回一个对象,该对象将被Spring容器管理和提供给其他程序组件使用
    public EventFactory<OrderEvent> eventEventFactory() {

        EventFactory<OrderEvent> orderEventEventFactory = new EventFactory<OrderEvent>() {
            @Override // 重载(Overload)和重写(Override)的区别 重写是子类对父类的允许访问的方法的实现过程进行重新编写被标注的方法重载了父类的方法,起到了断言的作用
            // https://baijiahao.baidu.com/s?id=1715051808653426749&wfr=spider&for=pc
            public OrderEvent newInstance() {
                return new OrderEvent();
            }
        };
        return orderEventEventFactory;
    }
// 2. 线程工厂
@Bean // 有 加依赖cpu 亲和锁 抢占cpu
    public ThreadFactory threadFactory() {
        return new AffinityThreadFactory("Match-Handler:") ;
    }
// 3. 无锁高效的等待策略

    @Bean
    public WaitStrategy waitStrategy() {
        return new YieldingWaitStrategy();
    }
//4. 消费者 交易对们 -> 接受事件 处理事件
@Data
@Slf4j
public class OrderEventHandler implements EventHandler<OrderEvent> { // 为了实现EventHandler 默认的onEvent方法 

    private OrderBooks orderBooks;

    private String symbol ;

    public OrderEventHandler(OrderBooks orderBooks) { // 构造器
        this.orderBooks = orderBooks;
        this.symbol =  this.orderBooks.getSymbol() ;
    }

    @Override
    public void onEvent(OrderEvent event, long sequence, boolean endOfBatch) throws Exception {
        // 从ringbuffer 里面接收了某个数据
        Order order = (Order)event.getSource(); // 强制转换成order
        if(!order.getSymbol().equals(symbol)){ // 我们接收到了一个不属于我们处理的数据,我们不处理
            return;
        }

        log.info("开始接收订单事件============>{}", event);

        MatchServiceFactory.getMatchService(MatchStrategy.LIMIT_PRICE).match(orderBooks ,order);

        log.info("处理完成我们的订单事件===================>{}", event);
    }
}
//5. 消息发送
@Bean // 消息发送对象
    public DisruptorTemplate disruptorTemplate(RingBuffer<OrderEvent> ringBuffer) {
        return new DisruptorTemplate(ringBuffer);
    }

3. RingBuffer 完整构建 -> Disruptor 和 SpringBoot 整合

3.1 添加依赖

<!--match-server-->
<!--        disruptor 高速队列-->
        <dependency>
            <groupId>com.lmax</groupId>
            <artifactId>disruptor</artifactId>
        </dependency>

        <!--        cpu亲和锁 父项目要加版本-->
        <dependency>
            <groupId>net.openhft</groupId>
            <artifactId>affinity</artifactId>
            <version>${affinity.version}</version>
        </dependency>

        <!--        spring-cloud-stream-rocketmq 消息队列-->
        <dependency>
            <groupId>com.alibaba.cloud</groupId>
            <artifactId>spring-cloud-stream-binder-rocketmq</artifactId>
        </dependency>

3.2 Disruptor配置文件 // ps:可以配置是否支持多生产者

import lombok.Data;
import org.springframework.boot.context.properties.ConfigurationProperties;

@Data
@ConfigurationProperties(prefix = "spring.disruptor")
public class DisruptorProperties {


    /**
     * 缓冲区的大小
     */
    private Integer ringBufferSize = 1024 * 1024 ;

    /**
     * 是否支持多生产者
     */
    private boolean isMultiProducer = false ;
}

3.3 Disruptor异常处理类

package org.example.disruptor;


import com.lmax.disruptor.BatchEventProcessor;
import com.lmax.disruptor.EventHandler;
import com.lmax.disruptor.ExceptionHandler;
import com.lmax.disruptor.LifecycleAware;
import lombok.extern.slf4j.Slf4j;

/**
 * DisruptorHandlerException 的异常处理
 */
@Slf4j
public class DisruptorHandlerException implements ExceptionHandler {


    /**
     * <p>Strategy for handling uncaught exceptions when processing an event.</p>
     *
     * <p>If the strategy wishes to terminate further processing by the {@link BatchEventProcessor}
     * then it should throw a {@link RuntimeException}.</p>
     *
     * @param ex       the exception that propagated from the {@link EventHandler}.
     * @param sequence of the event which cause the exception.
     * @param event    being processed when the exception occurred.  This can be null.
     */
    @Override
    public void handleEventException(Throwable ex, long sequence, Object event) {
        log.info("handleEventException Exception===>{} , sequence==> {} ,event===>{}",ex.getMessage(),sequence,event);
    }

    /**
     * Callback to notify of an exception during {@link LifecycleAware#onStart()}
     *
     * @param ex throw during the starting process.
     */
    @Override
    public void handleOnStartException(Throwable ex) {
        log.info("OnStartHandler Exception===>{} ",ex.getMessage());
    }

    /**
     * Callback to notify of an exception during {@link LifecycleAware#onShutdown()}
     *
     * @param ex throw during the shutdown process.
     */
    @Override
    public void handleOnShutdownException(Throwable ex) {
        log.info("OnShutdownHandler Exception===>{} ",ex.getMessage());
    }
}

3.4 事件携带的数据

import lombok.Data;

import java.io.Serializable;

@Data
public class OrderEvent implements Serializable {

    /**
     * 时间戳
     */
    private final long timestamp;

    /**
     * 事件携带的数据
     */
    protected transient Object source;

    public OrderEvent() {
        this.timestamp = System.currentTimeMillis();
    }

    public OrderEvent(Object source) {
        this.timestamp = System.currentTimeMillis();
        this.source = source ;
    }
}

3.5 Order 减少耦合 新建类 

import lombok.Data;
import lombok.NoArgsConstructor;
import org.example.enums.OrderDirection;

import java.io.Serializable;
import java.math.BigDecimal;

/**
 * 委托单
 */
@Data
@NoArgsConstructor
public class Order implements Serializable {

    /**
     * 本次订单的Id
     */
    private String orderId;

    /**
     * 用户/会员Id
     */
    private Long userId;

    /**
     * 支持的币币交易对
     */
    private String symbol;

    /**
     * 买入或卖出量
     */
    private BigDecimal amount = BigDecimal.ZERO;

    /**
     * 成交量
     */
    private BigDecimal tradedAmount = BigDecimal.ZERO;

    /**
     * 成交额
     */
    private BigDecimal turnover = BigDecimal.ZERO;

    /**
     * 币单位
     */
    private String coinSymbol;

    /**
     * 结算单位
     */
    private String baseSymbol;

    /**
     * 订单状态
     */
    private Integer orderStatus;

    /**
     * 订单的方向
     */
    private OrderDirection orderDirection;

    /**
     * 挂单的价格
     */
    private BigDecimal price = BigDecimal.ZERO;

    /**
     * 挂单时间
     */
    private Long time;

    /**
     * 交易完成时间
     */
    private Long completedTime;

    /**
     * 交易取消时间
     */
    private Long cancelTime;

    private boolean isCancelOrder ;

//    /**
//     * 已经成功的水平订单
//     */
//    private List<OrderDetail> details;


    /**
     * 订单是否完成的判断依据
     *
     * @return
     */
    public boolean isCompleted() {
        return amount.compareTo(tradedAmount) <= 0;
    }
}

3.6 Bean 相同价格不同时间订单的订单类 // 不同价格订单 相同价格不同时间订单

import lombok.Data;

import java.math.BigDecimal;

@Data
public class OrderDetail {
    /**
     * 订单Id
     */
    private String orderId;

    /**
     * 成交价格
     */
    private BigDecimal price;

    /**
     * 成交数量
     */
    private BigDecimal amount;

    /**
     * 成交额
     */
    private BigDecimal turnover;

    /**
     * 费率
     */
    private BigDecimal fee;

    /**
     * 成功时间
     */
    private Long dealTime;

}

3.7 Order 转换成OrderEvent 发送到RingBuffer

import com.lmax.disruptor.EventTranslatorOneArg;
import com.lmax.disruptor.RingBuffer;
import org.example.model.Order;

/**
 * 在boot里面使用它发送消息
 */
public class DisruptorTemplate {

    private static final EventTranslatorOneArg<OrderEvent, Order> TRANSLATOR = new EventTranslatorOneArg<OrderEvent, Order>() {

        public void translateTo(OrderEvent event, long sequence, Order input) {
            event.setSource(input);
        }
    };
    private final RingBuffer<OrderEvent> ringBuffer;

    public DisruptorTemplate(RingBuffer<OrderEvent> ringBuffer) {
        this.ringBuffer = ringBuffer;
    }

    /**
     * 我们使用DisruptorTemplate 时,就使用它的onData方法
     * @param input
     */
    public void onData(Order input) {
        ringBuffer.publishEvent(TRANSLATOR, input);
    }
}

3.8 创建一个RingBuffer / 无锁高效的等待策略 / 创建DisruptorTemplate

import com.lmax.disruptor.*;
import com.lmax.disruptor.dsl.Disruptor;
import com.lmax.disruptor.dsl.ProducerType;
import net.openhft.affinity.AffinityThreadFactory;
import org.springframework.boot.context.properties.EnableConfigurationProperties;
import org.springframework.context.annotation.Bean;
import org.springframework.context.annotation.Configuration;

import java.util.concurrent.ThreadFactory;

@Configuration
@EnableConfigurationProperties(value = DisruptorProperties.class)
public class DisruptorAutoConfiguration {

    public DisruptorProperties disruptorProperties;

    public DisruptorAutoConfiguration(DisruptorProperties disruptorProperties) {
        this.disruptorProperties = disruptorProperties;
    }


    @Bean
    public EventFactory<OrderEvent> eventEventFactory() {

        EventFactory<OrderEvent> orderEventEventFactory = new EventFactory<OrderEvent>() {
            @Override
            public OrderEvent newInstance() {
                return new OrderEvent();
            }
        };
        return orderEventEventFactory;
    }


    @Bean
    public ThreadFactory threadFactory() {
        return new AffinityThreadFactory("Match-Handler:") ;
    }


    /**
     * 无锁高效的等待策略
     *
     * @return
     */
    @Bean
    public WaitStrategy waitStrategy() {
        return new YieldingWaitStrategy();
    }

    /**
     * 创建一个RingBuffer
     * eventFactory: 事件工厂
     * threadFactory:   我们执行者(消费者)的线程该怎么创建
     * waitStrategy : 等待策略: 当我们ringBuffer 没有数据时,我们怎么等待
     */
    @Bean
    public RingBuffer<OrderEvent> ringBuffer(
            EventFactory<OrderEvent> eventFactory,
            ThreadFactory threadFactory,
            WaitStrategy waitStrategy,
            EventHandler<OrderEvent>[] eventHandlers
    ) {

        /**
         * 构建disruptor
         */
        Disruptor<OrderEvent> disruptor = null;

        ProducerType producerType = ProducerType.SINGLE;

        if (disruptorProperties.isMultiProducer()) {
            producerType = ProducerType.MULTI;
        }

        disruptor = new Disruptor<OrderEvent>(eventFactory, disruptorProperties.getRingBufferSize(), threadFactory, producerType, waitStrategy);
        disruptor.setDefaultExceptionHandler(new DisruptorHandlerException());

        // 设置消费者---我们的每个消费者代表我们的一个交易对,有多少个交易对,我们就有多少个eventHandlers ,事件来了后,多个eventHandlers 是并发执行的

        disruptor.handleEventsWith(eventHandlers);

        RingBuffer<OrderEvent> ringBuffer = disruptor.getRingBuffer();
        disruptor.start();// 开始监听


        final Disruptor<OrderEvent> disruptorShutdown = disruptor;

        // 使用优雅的停机
        Runtime.getRuntime().addShutdownHook(new Thread(
                () -> {
                    disruptorShutdown.shutdown();
                }, "DisruptorShutdownThread"
        ));
        return ringBuffer;
    }


    /**
     * 创建DisruptorTemplate
     *
     * @param ringBuffer
     * @return
     */
    @Bean
    public DisruptorTemplate disruptorTemplate(RingBuffer<OrderEvent> ringBuffer) {
        return new DisruptorTemplate(ringBuffer);
    }
}

3.9 接收到了某个消息

import com.lmax.disruptor.EventHandler;
import org.example.match.MatchServiceFactory;
import org.example.match.MatchStrategy;
import org.example.model.Order;
import org.example.model.OrderBooks;
import lombok.Data;
import lombok.extern.slf4j.Slf4j;


/**
 * 该对象 有多个: 和Symbol的数据对应
 * 针对某一个OrderEventHandler ,只会同一时间有一个线程来执行它
 */
@Data
@Slf4j
public class OrderEventHandler implements EventHandler<OrderEvent> {

    private OrderBooks orderBooks;

    private String symbol ;

    public OrderEventHandler(OrderBooks orderBooks) { // 构造器
        this.orderBooks = orderBooks;
        this.symbol =  this.orderBooks.getSymbol() ;
    }

    /**
     * 接收到了某个消息
     *
     * @param event
     * @param sequence
     * @param endOfBatch
     * @throws Exception
     */
    @Override
    public void onEvent(OrderEvent event, long sequence, boolean endOfBatch) throws Exception {
        // 从ringbuffer 里面接收了某个数据
        Order order = (Order)event.getSource();
        if(!order.getSymbol().equals(symbol)){ // 我们接收到了一个不属于我们处理的数据,我们不处理
            return;
        }

//        log.info("开始接收订单事件============>{}", event);
        /// 处理逻辑是啥?
        MatchServiceFactory.getMatchService(MatchStrategy.LIMIT_PRICE).match(orderBooks ,order);
//

//        log.info("处理完成我们的订单事件===================>{}", event);
    }
}

3.10 发送消息的Bean

/**
     * 创建DisruptorTemplate
     *
     * @param ringBuffer
     * @return
     */
    @Bean
    public DisruptorTemplate disruptorTemplate(RingBuffer<OrderEvent> ringBuffer) {
        return new DisruptorTemplate(ringBuffer);
    }

4 使用构建好的RingBuffer 处理数据

4.1 消费者接口 Sink

import org.springframework.cloud.stream.annotation.Input;
import org.springframework.messaging.MessageChannel;


public interface Sink { // 添加数据收发接口

    @Input("order_in")
    MessageChannel messageChannel() ; // MessageChannel 包不要导错 import org.springframework.messaging.MessageChannel;
}

4.2 开启Stream 配置

import org.springframework.cloud.stream.annotation.EnableBinding;
import org.springframework.context.annotation.Configuration;


/**
 * 开启我们的Stream的开发
 */
@Configuration
@EnableBinding(value = {Sink.class , Source.class}) // 开启stream 的开发
public class RocketStreamConfig {
}

4.2 监听消息 -> 数据库查询 -> 构建order ->发送到ringbuf 队列

import org.example.disruptor.DisruptorTemplate;

import org.example.domain.EntrustOrder;
import org.example.model.Order;

import lombok.extern.slf4j.Slf4j;
import org.example.util.BeanUtils;
import org.springframework.beans.factory.annotation.Autowired;
import org.springframework.cloud.stream.annotation.StreamListener;
import org.springframework.stereotype.Service;

@Service
@Slf4j
public class MessageConsumerListener { // 消息消费者

    @Autowired
    private DisruptorTemplate disruptorTemplate;

    @StreamListener("order_in") // "order_in" 在 Sink中
    public void handleMessage(EntrustOrder entrustOrder) { // 消息监听
        Order order = null;
        if (entrustOrder.getStatus() == 2) { // 该单需要取消
            order = new Order();
            order.setOrderId(entrustOrder.getId().toString());
            order.setCancelOrder(true);
        } else {
            order = BeanUtils.entrustOrder2Order(entrustOrder);
        }

        log.info("接收到了委托单:{}", order);
        disruptorTemplate.onData(order);// 将order 发送到ringbuf 队列
    }
}

5. 数据展示

https://blog.csdn.net/tenc1239/article/details/130177759?csdn_share_tail=%7B%22type%22%3A%22blog%22%2C%22rType%22%3A%22article%22%2C%22rId%22%3A%22130177759%22%2C%22source%22%3A%22tenc1239%22%7D

评论
添加红包

请填写红包祝福语或标题

红包个数最小为10个

红包金额最低5元

当前余额3.43前往充值 >
需支付:10.00
成就一亿技术人!
领取后你会自动成为博主和红包主的粉丝 规则
hope_wisdom
发出的红包
实付
使用余额支付
点击重新获取
扫码支付
钱包余额 0

抵扣说明:

1.余额是钱包充值的虚拟货币,按照1:1的比例进行支付金额的抵扣。
2.余额无法直接购买下载,可以购买VIP、付费专栏及课程。

余额充值