2: Means to an End

Thu, 8 Sep 2022 13:00:00

Your friendly neighbourhood investment bank is having trouble analysing historical price data. They need you to build a TCP server that will let clients insert and query timestamped prices.

Overview

Clients will connect to your server using TCP. Each client tracks the price of a different asset. Clients send messages to the server that either insert or query the prices.

Each connection from a client is a separate session. Each session's data represents a different asset, so each session can only query the data supplied by itself.

Message format

To keep bandwidth usage down, a simple binary format has been specified.

Each message from a client is 9 bytes long. Clients can send multiple messages per connection. Messages are not delimited by newlines or any other character: you'll know where one message ends and the next starts because they are always 9 bytes.

Byte:  |  0  |  1     2     3     4  |  5     6     7     8  |
Type:  |char |         int32         |         int32         |

The first byte of a message is a character indicating its type. This will be an ASCII uppercase 'I' or 'Q' character, indicating whether the message inserts or queries prices, respectively.

The next 8 bytes are two signed two's complement 32-bit integers in network byte order (big endian), whose meaning depends on the message type. We'll refer to these numbers as int32, but note this may differ from your system's native int32 type (if any), particularly with regard to byte order.

Behaviour is undefined if the type specifier is not either 'I' or 'Q'.

Insert An insert message lets the client insert a timestamped price.

The message format is:

Byte:  |  0  |  1     2     3     4  |  5     6     7     8  |
Type:  |char |         int32         |         int32         |
Value: | 'I' |       timestamp       |         price         |

The first int32 is the timestamp, in seconds since 00:00, 1st Jan 1970.

The second int32 is the price, in pennies, of this client's asset, at the given timestamp.

Note that:

Insertions may occur out-of-order.
While rare, prices can go negative.
Behaviour is undefined if there are multiple prices with the same timestamp from the same client.

For example, to insert a price of 101 pence at timestamp 12345, a client would send:

Hexadecimal: 49 00 00 30 39 00 00 00 65
Decoded: I 12345 101
(Remember that you'll receive 9 raw bytes, rather than ASCII text representing hex-encoded data).

Query

A query message lets the client query the average price over a given time period.

The message format is:

Byte: | 0  | 1 2 3 4 | 5 6 7 8 |
Type: |char|  int32  |  int32  |
Value:|'Q' | mintime | maxtime |

The first int32 is mintime, the earliest timestamp of the period.

The second int32 is maxtime, the latest timestamp of the period.

The server must compute the mean of the inserted prices with timestamps T, mintime <= T <= maxtime (i.e. timestamps in the closed interval [mintime, maxtime]). If the mean is not an integer, it is acceptable to round either up or down, at the server's discretion.

The server must then send the mean to the client as a single int32.

If there are no samples within the requested period, or if mintime comes after maxtime, the value returned must be 0.

For example, to query the mean price between T=1000 and T=100000, a client would send:

Hexadecimal: 51 00 00 03 e8 00 01 86 a0
Decoded: Q 1000 100000

And if the mean price during this time period were 5107 pence, the server would respond:

Hexadecimal: 00 00 13 f3
Decoded: 5107

(Remember that you'll receive 9 raw bytes, and send 4 raw bytes, rather than ASCII text representing hex-encoded data).

Example session

In this example, "-->" denotes messages from the server to the client, and "<--" denotes messages from the client to the server.

    Hexadecimal:                 Decoded:

<-- 49 00 00 30 39 00 00 00 65 I 12345 101
<-- 49 00 00 30 3a 00 00 00 66 I 12346 102
<-- 49 00 00 30 3b 00 00 00 64 I 12347 100
<-- 49 00 00 a0 00 00 00 00 05 I 40960 5
<-- 51 00 00 30 00 00 00 40 00 Q 12288 16384
--> 00 00 00 65                  101

The client inserts (timestamp,price) values: (12345,101), (12346,102), (12347,100), and (40960,5). The client then queries between T=12288 and T=16384. The server computes the mean price during this period, which is 101, and sends back 101.

Other requirements

Make sure you can handle at least 5 simultaneous clients.

Where a client triggers undefined behaviour, the server can do anything it likes for that client, but must not adversely affect other clients that did not trigger undefined behaviour.