Hi,
I'm planning to use protobuf for publishing tick data of the financial
instruments. The consumers can be any of the java/python/node.js
languages.The tick is expected to contain various fields like (symbol,
ask_price, bid_price, trade_price, trade_time, trade_size, etc). Basically,
it is sort of a map from field name to the value, where value type can be
any of the primitive types. I thought I can define the schema of the Tick
data structure, using map
<https://developers.google.com/protocol-buffers/docs/proto3#maps>and Any
<https://developers.google.com/protocol-buffers/docs/proto3#any>as follows
syntax = "proto3";
package tutorial;
import "google/protobuf/any.proto";
message Tick {
string subject = 1; // name of the financial instrument - something
like MSFT, GOOG, etc
uint64 timestamp = 2; //millis from epoch signifying the timestamp at
which the object is constructed at the publisher side.
map<string, google.protobuf.Any> fvmap = 3; // the actual map having
field name and values. Something like {ask_price: 10.5, bid_price: 9.5,
trade_price: 10, trade_size=5}
}
Though I'm able to generate the code in different languages for this
schema, I'm not sure how to populate the values in the *fvmap*.
public class TickTest
{
public static void main(String[] args)
{
Tick.Builder tick = Tick.newBuilder();
tick.setSubject("ucas");
tick.setTimestamp(System.currentTimeMillis());
Map<String, Any> fvMap = tick.getMutableFvmap();
// fvMap.put("ask", value); // Not sure how to pass values like
10.5/9.5/10/5 to Any object here.
}
}
Could you please let me know how to populate the fvMap with different
fields and values here? Please feel tree to tell me if using map
<https://developers.google.com/protocol-buffers/docs/proto3#maps>and Any
<https://developers.google.com/protocol-buffers/docs/proto3#any>is not the
right choice and if there are any better alternatives.
Thanks
Ranadheer
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