Intro to Reactive Programming with Reactor and Spring

Introduction

What did I know last week about reactive programming? Nothing. That´s a fact. However, I started reading about and I find the topic really really interesting.

Unfortunately, there is not much documentation around (or at least, I had a hard time finding it) so I would like to share some resources with you along with an example that I have adapted to perform like our module Stokker (the module that used to fetch stock quotations from Yahoo Finance for us using Spring Integration).

What is Reactive Programming?

The best definition I could find was this amazing GitHub gist written by @andrestaltz that summarizes all the theoretical definitions to this line:

Reactive programming is programming with asynchronous data streams.

I really recommend to you its reading, but we can summarize it in:

• You will work with immutable event streams to which you will have to subscribe.
• Some operations will be provided to you, so you can transform these streams into new ones by filtering them, merging them o create new events from the previous ones.

The best way to understand this is, is to represent these operations graphically. For that purpose, we have this really cool web application implemented using JavaScript and RxObservables: RxMarbles (a must see!). For instance:

Two event streams: One with numbers, the other with each element multiplied by 10

The first line, represents an initial event stream. In the middle you can see the mapping function that is applied to every event in the stream and finally, the second stream with the results:

Note: Pay attention to the immutability here: Any transformation you apply to a stream creates a new one!

Let´s check out another transformation:

Two event streams: One with numbers, other with the average of the elements received

Look who is here! Our old friend, the moving average. Whenever a new event arrives in the original stream, a new value for the average will be calculated in the resulting stream.

Calculating and showing stock indicators with Spark & AngularJS

Summary

In a previous post, I showed how simple is to calculate a SMA (Simple Moving Average) indicator from your list of stock quotations. Today, let´s see how can we modify the code to calculate multiple indicators at once (for the moment, I could not implement it using several different sliding windows at once).

Also, let´s introduce a quick prototype coded in AngularJS in order to show the different indicators in a chart with the possibility of switching stocks and windows sizes live. This is just a debug feature as our aim is to use the indicators in our future home-made analysis algorithm.

Note: If you don´t know what SMAs are, you should read this before.

Live example?

This is much easier to understand if you see an actual example running, but unfortunately I'm having problems injecting an iframe here that shows the content properly. Instead, you can clone the repository and run the application with the test files included in it:

git clone https://github.com/victor-ferrer/sparkker

Note: The application requires a Java 8 JRE installed in your machine. Also, the JAR file is rather heavy as Spring Boot adds an embedded Tomcat Server and all the Spark dependencies...

Here is a screenshot of the application that will be accessible at http://localhost:8988/#/indicators

Chart showing the upward trend followed by one stock.
The different lines are the indicators calculated on a 200 days window.