Realtime Systems

Objective:

This assignment has been designed for students to investigate, apply and evaluate appropriate programming methods in the planning and design of a real-time systems.

Learning Outcomes

ON COMPLETION OF THIS ASSIGNMENT YOU SHOULD BE ABLE TO DEMONSTRATE THE FOLLOWING LEARNING OUTCOME(S):

Programme Outcomes (PO):

PLO2 - Cognitive skills

Cognitive skills relate to thinking or intellectual capabilities and the ability to apply knowledge and skills to solve problems.

PLO9 - Personal skills

Perssonal skills generally refer to the ability to engage effectively in self-directed lifelong learning and professional pathways.

Assignment Due Date : 26^th December 2022 (No Extensions!)

Individual Assignment

Assignment Scenario

Please watch the following video:

https://www.youtube.com/watch?v=z4nCTdQlH8w

High-frequency trading is a type of stock trading conducted in real-time. The basis of such trading systems are mission critical real-time systems providing low level latency of 1 millisecond or less. The efficiency of these trading platforms is dependent on a number of factors including the choice of operating system and programming language. For your assignment you are required to analyse, investigate and appraise 2 programming languages, so as to determine which language provides the best real-time performance for a high-frequency trading systems.

We define performance in terms of speed of execution, throughput, efficiency and reliability. For you assignment you can choose to focus on any one (or more) of these dimensions.

The title of your investigation is: Investigating the Suitability of Rust and Java as a Platform for High-Frequency Trading Systems.

You are require to perform an investigation and ultimately recommend a suitable language based on your evaluation.

Instructions

You are required to simulate a (high frequency) stock trading system comprising event (producer/s) and response (comsumers). For simulation will comprise 2 sets of code (ie you will simulate the system twice) and must make use of an Asynchronous Messaging Protocol (such as RabbitMQ or Kafka) to facilitate communication/message passing between components.

For the assignment you have to:

• Compare and contrast the performance of two programming languages.

You will simulate the system in two programming languages, making use of appropriate concurrent/RT concepts to compare the performance of the two languages.

You are required to evaluate your simulations by conducting appropriate tests, benchmarking and profiling. These tests/benchmarks will be conducted based on a thorough literature review, the results of which will help you to formulate an appropriate methodology.

You are required to write up your research in the form of an academic research paper which will discuss how appropriate real-time development (scheduling etc) can facilitate an improvement in task processing, response time, resource efficiency etc.

Assignment structure:

The assignment is divided into two main tasks:

Task 1: Simulation (50%)

1. Design the simulations (language A and B): You are looking to compare real-time performance between different languages Important: You must provide 2 simulations of the same scenario).

2. Test and evaluation the simulations: This will require some research in order to determine the best way to compare and evaluate your code. (this section is graded as part of the research paper).

Task 2: Research Paper/Documentation (40%) [CLO3] 3000 to 4000 words

The structure of the research paper is as follows (details of each section are on the next page)

• Abstract
• Introduction including problem statement and aim of the paper
• Background/ Literature review
• Methodology
• Results and discussion
• Conclusion
• References

Research Paper Structure:

TITLE

Your Name

Abstract

One (1) paragraph that is a brief summary of the entire proposal, typically ranging from 150 to 250 words. It is different from a problem statement in that the abstract summarizes the entire proposal, not just mentioning the studys purpose or hypothesis. A good abstract accurately reflects the content of the paper, while at the same time being coherent, readable, and concise.

Introduction

Introduce the reader to your paper, including a brief introduction to the general subject area and how your topic is related. Briefly point out why it is a significant topic and what contribution your work will make. .At the end of your introduction, you can add a paragraph to explain the outline of your paper. The outline is the skeleton of your document. It shows how various sections in your proposal are connected and gives the reader an indication of the logical development of your research paper.

Research Background / Literature Review

This section provides a brief literature review and the background for the research problem and illustrates to the reader that the researcher is knowledgeable about the scope of the theory. Research as many studies pertaining to the topic area as possible, and summarize them in a succinct manner. The literature review should focus on real-time considerations (latency etc) and their implications for programming languages. Your LR should look to discuss how real-time programming language performance is determined through an analysis of testing and (mirco)benchmarking techniques. In addition you should look to appraise the available external tools.

Methodology

Describe your proposed methods in sufficient detail so that the reader is clear about the following:

• What test(s) will you be conducting?
• What resources will you require (testing and evaluation tools/software)?
• What methodology will you be using (ie how will it be conducted)?
• Why have you selected this approach (what other approaches are available)?
• This section is essential to most good research papers. How you study a problem is often as
• important as the results you collect. This section includes a description of the general means through which the goals of the study will be achieved: methods, materials, procedures, tasks, etc. - You should also provide an outline of the structure of your 2 simulations here

Results and discussion

In this section you provide a detailed explanation of the results of your tests and discuss your findings. Include screen shots, source code extracts, tables and charts to support your discussion.

Conclusion

Provide qualified conclusion of your research by reflecting on what you have found out and its importance to real-time development.

References

List all publications cited in your proposal. Use the style recommended by the school or your supervisor. You should use the APA referencing system (see the library webpage of APU).

Use very recent and reliable references from journal articles, conference proceedings, books, theses, etc. it is recommended to use a reference manager (such as EndNote, Mendeley, etc) to help you in formatting the references and save your time.