CSharpKDB 1.7.0

C# KDB

<a href="https://sonarcloud.io/dashboard?id=KxSystems_csharpkdb"><img src="https://sonarcloud.io/images/project_badges/sonarcloud-white.svg" width="125"></a>

The C# KDB library provides functionality for .NET applications to interface with a kdb+ process.

The library is compiled on .NET Standard 2.0, 2.1 and net8.0.

See https://dotnet.microsoft.com/platform/dotnet-standard for further details

Documentation

Documentation in 📂 docs

Client integration

NuGet releases

Latest release version can be downloaded from NuGet.

Client-applications can search and install "CSharpKDB" package either via

• Visual Studio

• Package Manager Console

Example

PM> Find-Package CSharpKDB

Id                                  Versions                                 Description                                                                                  
--                                  --------                                 -----------                                                                                  
CSharpKDB                                                                    "Provides functionality for .NET applications to interface with a kdb+ process.               "
Time Elapsed: 00:00:00.8274076

PM> Install-Package CSharpKDB
Restoring packages for ...
Installing NuGet package CSharpKDB ....

c.cs

The main entry point for client applications is the kx.c.cs class.

Example:

  public static void Main(string[]args)
  {
    //establish connection
    c connection = null;    
    try
    {
      connection = new c("localhost", 5001);
      connection.e = System.Text.Encoding.UTF8;

      Console.WriteLine("Unicode " + connection.k("`$\"c\"$0x52616e627920426ac3b6726b6c756e64204142"));
      
      //insert some data-rows
      object [] x = new object[]
      { 
        DateTime.Now.TimeOfDay,
        "xx",
        (double)93.5,
        300,
      };

      for (int i = 0; i < 1000; ++i)
      {
        connection.k("insert", "trade", x);
      }

      //read data
      Flip result = c.td(connection.k("select sum price by sym from trade"));
      
      Console.WriteLine("cols: " + c.n(result.x));
      Console.WriteLine("rows: "+ c.n(result.y[0]));
    }
    finally
    {
      //finally close connection
      connection.Close();
    }
  }

Examples

Supplied with the code is a series of code examples. The following describes each with an example of how to run from command prompt. Note minimum .NET Core SDK and Runtime should be installed.

QueryResponse demo

Instructs the remote kdb+ process to execute q code (kdb+ native language) and receives the result. The same principle can be used to execute q functions. Example of a sync request:

Prerequisite

A kdb+ server running on port 5001 on your machine i.e. q -p 5001

Run commands

REM Need to ensure nuget dependencies have been loaded
dotnet restore .\CSharpKdb.sln 

REM Build Release version of Demo application
dotnet msbuild Demos\QueryResponseDemo\QueryResponseDemo.csproj /p:Configuration="Release"

REM Run demo application
dotnet .\Demos\QueryResponseDemo\bin\Release\netcoreapp3.1\QueryResponseDemo.dll 

Serialization demo

Example of code that can be used to serialize/dezerialize a C# type (array of ints) to kdb+ format.

Prerequisite

A kdb+ server running on port 5001 on your machine i.e. q -p 5001

Run commands

REM Need to ensure nuget dependencies have been loaded
dotnet restore .\CSharpKdb.sln 

REM Build Release version of Demo application
dotnet msbuild Demos\SerializationDemo\SerializationDemo.csproj /p:Configuration="Release"

REM Run demo application
dotnet .\Demos\SerializationDemo\bin\Release\netcoreapp3.1\SerializationDemo.dll 

Feed demo

Example of creating an update function remotely (to capture table inserts), along with table creation and population of the table. Table population has an example of single row inserts (lower latency) and bulk inserts (better throughput and resource utilization).

Prerequisite

A kdb+ server running on port 5001 on your machine i.e. q -p 5001.

This example depends on a .u.upd function being defined and a table named mytable pre-existing, you may wish to run the following within the kdb+ server (in normal environments, these table and function definitions should be pre-created by your kdb+ admin).

q).u.upd:{[tbl;row] insert[tbl](row)}
q)mytable:([]time:`timespan$();sym:`symbol$();price:`float$();size:`long$())

Run commands

REM Need to ensure nuget dependencies have been loaded
dotnet restore .\CSharpKdb.sln 

REM Build Release version of Demo application
dotnet msbuild Demos\FeedDemo\FeedDemo.csproj /p:Configuration="Release"

REM Run demo application
dotnet .\Demos\FeedDemo\bin\Release\netcoreapp3.1\FeedDemo.dll 

Subscriber demo

Example app that subscribes to real-time updates from a table that is maintained in kdb+.

Prerequisite

A kdb+ server running on port 5001 on your machine. The instance must have the .u.sub function defined. An example of .u.sub can be found in KxSystems/kdb-tick, an example tickerplant.

This example will subscribe to updates to a table called 'mytable', filtering on the sym column for any updates using the symbol 'MSFT'.

Once the kdb-tick example is downloaded, create a file called sym.q in the tick folder with the following contents

mytable:([]time:`timespan$(); sym:`g#`symbol$(); price:`float$(); size:`int$(); side:`char$())

Run command

Create a kdb+ process which operates as a tickerplant by running q tick.q -p 5001 -t 0 (listening on port 5001, with real-time updates).

Run the C# subscriber example:

REM Need to ensure nuget dependencies have been loaded
dotnet restore .\CSharpKdb.sln 

REM Build Release version of Demo application
dotnet msbuild Demos\SubscriberDemo\SubscriberDemo.csproj /p:Configuration="Release"

REM Run demo application
dotnet .\Demos\SubscriberDemo\bin\Release\netcoreapp3.1\SubscriberDemo.dll 

Once the subscriber has connected to the tickerplant, the following can be run in the tickerplant to see that a client has connected and subscribing to the relevant data

q).u.w
mytable| 8i `MSFT

Run the following in the tickerplant to emulate an application publishing data to the tickerplant, via its in-build .u.upd function.

q).u.upd[`mytable;(.z.n;`MSFT;35.65;100;`B)]

As this is data for the table 'mytable', subscribed clients matching the criteria will be informed in real-time. The C# client will therefore be notified of the data for processing or enrichment.