Timebase-client library error when executing "OVER TIME" #255

ShivaniSK · 2023-09-27T13:21:53Z

ShivaniSK
Sep 27, 2023

NOTE: All the below queries work fine in the Timebase shell. Issue occurs only when executing using the code with timebase-client library. We are using timebase-client 6.1.17 version which is the latest version available in maven. Also we are using version 6.1.19 for Timebase server.

// https://mvnrepository.com/artifact/org.finos.timebase-ce/timebase-client
implementation group: 'org.finos.timebase-ce', name: 'timebase-client', version: '6.1.17'

The market_volume stream data is as below:

select * from market_volume where timestamp BETWEEN 1661471763000 AND 1661471999999 AND SYMBOL == 'EURUSD'

symbol	timestamp	MarketVolumeMessage.trade_type	MarketVolumeMessage.venue	MarketVolumeMessage.volume
EURUSD	2022-08-25T23:57:00.000Z	FxSpot	Market Colour	6.75
EURUSD	2022-08-25T23:58:00.000Z	FxSpot	Market Colour	26.63
EURUSD	2022-08-25T23:58:00.000Z	FxSpot	EBS	1
EURUSD	2022-08-25T23:59:00.000Z	FxSpot	Market Colour	1.38
EURUSD	2022-08-25T23:59:00.000Z	FxSpot	EBS	9

As seen in above data, the last record in the market_volume stream for symbol EURUSD is for venue EBS
We are currently facing issues when executing below query with venue=EBS where clause using the timebase-client library.

select sum{} (volume) as volume, venue from market_volume **OVER TIME (1m)** where timestamp BETWEEN 1661385600000 AND 1661471999999 AND SYMBOL == 'EURUSD' AND venue == 'EBS' GROUP BY venue

below is the code snippet used for executing the query

db.executeQuery(query, getSelectionOptions(resource, timeSpan)).use { cursor ->
            while (cursor.next()) {
                ..
                ..
            }
        }

On executing the above query even after reaching the last record, the timebase cursor stays open. And it gives back the first record again and goes into the loop. We are not getting any response here and the thread keeps running.

On debugging further I can see that even after reaching the last record the "while(cursor.next())" is not returning END_OF_STREAM.

Inside TickCursorClient.java file

private NextResult                  next (boolean throwable) {

..
..

if (nextStreamMsgState == NextMessageState.NOT_QUERIED) {
                result = queryStream();
				
	       // On reaching the last record, the above queryStream function should return NextResult.END_OF_CURSOR, 
however it returns NEXTRESULT.OK all the times.

}
}

NOTE: The query works fine with other venues in where clause like below:

select sum{} (volume) as volume, venue from market_volume OVER TIME (1m) where timestamp BETWEEN 1661385600000 AND 1661471999999 AND SYMBOL == 'ABC' AND venue == 'Market Colour' GROUP BY venue

It also works fine when we remove the "where clause" for "venue" like below (which is our default query which gets executed).

select sum{} (volume) as volume, venue from market_volume OVER TIME (1m) where timestamp BETWEEN 1661385600000 AND 1661471999999 AND SYMBOL == 'ABC' GROUP BY venue

Issue occurs only when adding where clause with the last record as value. In our case "venue=EBS"

Can you please look into this issue, as its resulting into lot of open cursors in timebase.

Regards,
Shivani