You are developing a high-frequency trading application that processes a stream of market data ticks. Each tick is represented by a Tick object with fields: long timestamp, String symbol, double price, int volume. Ticks arrive in real-time and must be processed in order. A bug is reported: the application occasionally processes a tick out of order, causing incorrect trade decisions. The processing logic uses a while loop to read from a blocking queue and process each tick. The code is:
BlockingQueue<Tick> queue = new LinkedBlockingQueue<>();
while (true) {
Tick tick = queue.take(); process(tick);
}
After investigation, you find that the queue is fed by multiple producer threads that sometimes reorder ticks due to network delays. Which course of action best ensures ticks are processed in the correct chronological order without sacrificing throughput?

Question

You are developing a high-frequency trading application that processes a stream of market data ticks. Each tick is represented by a Tick object with fields: long timestamp, String symbol, double price, int volume. Ticks arrive in real-time and must be processed in order. A bug is reported: the application occasionally processes a tick out of order, causing incorrect trade decisions. The processing logic uses a while loop to read from a blocking queue and process each tick. The code is:

BlockingQueue<Tick> queue = new LinkedBlockingQueue<>();

while (true) {

Tick tick = queue.take(); process(tick);

After investigation, you find that the queue is fed by multiple producer threads that sometimes reorder ticks due to network delays. Which course of action best ensures ticks are processed in the correct chronological order without sacrificing throughput?

Accepted Answer

Replace LinkedBlockingQueue with a PriorityBlockingQueue that orders by timestamp.. PriorityBlockingQueue maintains elements in natural order (or by a provided Comparator), so ticks are automatically ordered by timestamp when inserted. This ensures the consumer always processes the chronologically earliest tick first, even if producers add them out of order, without requiring additional sorting or blocking.

Answer

Use a SynchronousQueue and have producers wait for the consumer to acknowledge.

Answer

After taking from the queue, sort a batch of ticks before processing.

Answer

Add a delay before processing to allow out-of-order ticks to arrive.

1Z0-829 Controlling Program Flow Practice Question

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