Thanks so much Remi! Really like how you separated the computation and the
thread-safety part.
Wish I had thought of that :)
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> From: "Dain Ironfoot"
> To: "mechanical-sympathy"
> Sent: Saturday, June 4, 2022 5:11:49 PM
> Subject: Re: Compute in a lock free way
> Thank you so much Remi!!
> I took your advice of using CAS to update both of them and came up with this
> (Can't use record as still on JDK 11).
> Does this
Thanks Heinz!
Please correct me if I am wrong but your approach, on a high level, sounds
similar to Remi's approach?
In Remi's approach, we are CASing and atomically updating the state
ourselves.
However, in your approach, we would delegate it to LongAccumulator?
On Saturday, June 4, 2022 at
Thank you so much Remi!!
I took your advice of using CAS to update both of them and came up with
this (Can't use record as still on JDK 11).
Does this look ok?
public final class Computer {
public static class Stat{
private final BigDecimal sum;
private final int count;
public Stat(
Thank you so much!!
I took your advice of using CAS to update both of them and came up with
this (Can't use record as still on JDK 11).
Does this look ok?
public final class Computer {
public static class Stat{
private final BigDecimal sum;
private final int count;
public Stat(BigDe
Hello anonymous internet user :)
I cant understand the full context of the problem and am curious about it.
I don't understand how aggregating prices into a mean value but can be
used to produce a meaningful signal. So some questions:
Do you reset the average periodically?
Do you take snapsho
What is the maximum count and sum? Could the two fit into a 64 bit long? If
so a LongAccumulator could be made to work.
On Sat, 04 Jun 2022 at 01:53, Dain Ironfoot wrote:
> Hello,
>
> I am writing a class to calculate average of prices. We use it to generate
> buy/sell signal for some financial
- Original Message -
> From: "Laurynas Biveinis"
> To: "mechanical-sympathy"
> Sent: Saturday, June 4, 2022 11:03:28 AM
> Subject: Re: Compute in a lock free way
>> I am writing a class to calculate average of prices. We use it to generate
>> buy/sell signal for some financial instrument
> I am writing a class to calculate average of prices. We use it to generate
> buy/sell signal for some financial instruments therefore latency is crucial.
> Prices are sent via different threads therefore class needs to be thread-safe.
>
> Am I correct in understanding that I have to use a lock
> From: "Dain Ironfoot"
> To: "mechanical-sympathy"
> Sent: Saturday, June 4, 2022 12:53:55 AM
> Subject: Compute in a lock free way
> Hello,
> I am writing a class to calculate average of prices. We use it to generate
> buy/sell signal for some financial instruments therefore latency is crucial
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