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Query Router

The Query Router (QR) framework is designed to manage client requests and database availability by efficiently load-balancing queries across processes in a system. The aim of the framework is to queue and dispatch requests in a way that minimises wait times and contention for resources. For more information please see the KX Control documentation.

Process Interaction

Processes can interact with the QR in two ways; as a database or as a client. This can be configured by overwriting the INSTANCE_CONFIG setting for .qr.db.enabled and .qr.client.enable

Database

Processes will register with the QR framework in order to service requests. End-clients can then send requests to extract data. As part of this mode, the process can also register additional data coverage information with the QR to assist with routing decisions. APIs also exist to take processes offline with the QR to facilitate long-running operations without requests being routed to it.

Client

Processes can also register as an end-client in order to send requests to other processes via the QR without needing to maintain their own handles. The functionality is disabled by default but can be enabled as required. Sending requests involves targeting specific databases or groups. There are two modes of target

  • Specifying a single (symbol) value will use that target or any configured routings on the request
  • Specifying multiple (symbol list) values will send to multiple and override any routings

Additionally, all databases of a specific group/s can be targeted during a request using the targetAll opts parameter. This expands the groups to the underlying databases, generating a sub-request for each of them.

.qr.setQueryLogging

Sets query logging on or off for QR queries. By default queries are logged to .pm.querylog but this can be disabled by setting mode to false.

Parameter:

Name Type Description
mode boolean Query logging flag

Example: Enable query logging

 .qr.setQueryLogging[1b]

.qr.client.addPollingSub

Setup a polling request in the QR framework. Results will be received asynchronously after each poll with no action required on the client. All parameters have the same behavior as for standard requests through .qr.client.sendRequest & .qr.client.sendRequestExt.

Polling requests also support an additional parameter updatesOnly (boolean) in the opts dict. This supports managed requests where the results are only pushed from the framework if they have changed.

Parameters:

Name Type Description
request string|untyped Request object to be executed
target symbol Name of instance, connection or connection group to target
freq int Frequency of the polling (milliseconds)
callback fn Function or lambda to receive result callback. Can be any type once valence of function is one.
errCallback fn Function or lambda to receive error callbacks
opts dict Dictionary of optional parameters

Returns:

Type Description
long Unique identifier for request

Example: Poll every 10 seconds

 processResult:{[result] ... }
 processError:{[err] ... }
 .qr.client.addPollingSub["select from dfxTrade"; `ds_rdb_fx; 10000; processResult; processError; ()!()]
 /=> 1j

.qr.client.deregister

Disables QR client functionality.

Example: Disable client

 .qr.client.deregister[]

.qr.client.getTargets

Collect all targets available to the QR

Returns:

Type Description
table Table of targets

.qr.client.isRegistered

Check if the process is registered as a client

Example:

 .qr.client.isRegistered[]

.qr.client.register1

Registers instance as a QR client. This allows the process to query other processes. The callback parameter is a function or lambda with one parameter that gets called when the registration is complete.

Parameters:

Name Type Description
name symbol Name of client. If left blank, defaults to instance name
heartbeatF int Heartbeating frequency from client database to QR in seconds. If null, heartbeating is not enabled
callback symbol | fn Function or lambda called after registration

Example: Enable client

 callback:{[] qrAvailable::1b };
 .qr.client.register1[`Client1; 10i; callback]

.qr.client.register

Registers instance as a QR client. This allows the process to query other processes.

Parameters:

Name Type Description
name symbol Name of client. If left blank, defaults to instance name
heartbeatF int Heartbeating frequency from client database to QR in seconds. If null, heartbeating is not enabled

Example: Enable client

 .qr.client.register[`Client1; 10i]

.qr.client.removePollingSub

Unsubscribe from a polling request. The ID should correspond to the one returned from .qr.client.addPollingSub.

Parameter:

Name Type Description
runID long Polling request ID

Example:

 processResult:{[result] ... }
 processError:{[err] ... }
 0N!.qr.client.addPollingSub["select from dfxTrade"; `ds_rdb_fx; 10000; processResult; processError; ()!()]
 /=> 1j
 .qr.client.removePollingSub[1j]

.qr.client.removePollingSubs

Unsubscribe from multiple polling requests. The IDs should correspond to the ones returned from .qr.client.addPollingSub.

Parameter:

Name Type Description
runIDs long[] Polling request IDs

Example:

 processResult:{[result] ... }
 processError:{[err] ... }
 0N!.qr.client.addPollingSub["select from dfxTrade"; `ds_rdb_fx; 10000; processResult; processError; ()!()]
 /=> 1j
 0N!.qr.client.addPollingSub["select from dfxTrade"; `ds_rdb_fx; 10000; processResult; processError; ()!()]
 /=> 2j
 .qr.client.removePollingSubs[1 2j]

.qr.client.sendRequestExt

Send request to QR framework for execution. Extra parameter for error callback. If not specified will behave as .qr.sendRequest and the default callback will receive the error.

Parameters:

Name Type Description
request string|untyped Request object to be executed
targets symbol | symbol[] One or more instances, connections or groups to target
callback fn Function or lambda to receive result callback. Can be any type once valence of function is 1.
errCallback fn Function or lambda to receive error callbacks
opts dict Dictionary of optional parameters

Returns:

Type Description
long Unique identifier for request

Example:

 processResult:{[result] ... }
 processError:{[err] ... }
 .qr.client.sendRequestExt["select from dfxTrade"; `ds_rdb_fx; processResult; processError; ()!()]
 /=> 1j

.qr.client.sendRequest

Send request to QR framework for execution on specific target instances or connection groups. The callback parameter is a function or lambda to be triggered when the result is returned. Process must be registered as a client before calling.

The opts parameter provides some additional parameters.

name type Description
timeout int Override the default timeout for this request (in seconds)
clientTime timestamp Timestamp assigned by client when entering request. Used in QR timestamp logging
user symbol User to execute the request as
logCorr string Client assigned logging correlator
page int Number of rows to return (same behavior as sublist)
page int[] Two element list of start and number rows (same as sublist). If specified in this format, results will be returned in the Control paged format
cache boolean Whether to cache paged results
sort dict Sort result as part of paging. Keys are the column names (from most to least important) and values are booleans where 1b is ascending order.
qp symbol[] List of preferred QPs for the request
targetAll boolean Send request to all targets
noResult boolean Whether to send results back to the client

Parameters:

Name Type Description
request string|untyped Request object to be executed
targets symbol | symbol[] One or more instances, connections or groups to target
callback fn Function or lambda to receive result callback. Can be any type once valence of function is 1.
opts dict Dictionary of additional parameters

Returns:

Type Description
long Unique identifier for request

Example:

 processResult:{[myID; result] ... }
 .qr.client.sendRequest["select from dfxTrade"; `ds_rdb_fx; processResult[id;]; ()!()]
 /=> 1j

Example:

 processResult:{[result] ... }
 .qr.client.sendRequest[(`dfxGetDailyData; `$"EUR/USD"; .z.d-2; .z.d; ()!()); `ds_rdb_fx`ds_hdb_fx; processResult; ()!()]
 /=> 2j

Example:

 processResult:{[result] ... }
 .qr.client.sendRequest[(`dfxGetDailyData; `$"EUR/USD"; .z.d-2; .z.d; ()!()); `ds_rdb_fx`ds_hdb_fx; processResult; `page`qp!(100;`fx_qp_a`fx_qp_b)]
 /=> 3j

.qr.client.sendSyncRequest

Send sync request to QR framework for execution.

Parameters:

Name Type Description
request string|untyped Request object to be executed{string
targets symbol | symbol[] One or more instances, connections or groups to target
opts dict Dictionary of optional parameters
callback lambda|functional

.qr.client.setPreferredQRs

Publishes the list of preferred QRs. This influences the QR cluster to select a leader based on the preference list. The first available QR in the list will be selected.

In sharded mode, the user must provide the QR shard in the second parameter. This corresponds to the QR service class name. Should be null in non-sharded.

Parameters:

Name Type Description
prefs symbol[] QR preference order
shard symbol Shard name

Example: Non-sharded

 procs:`kx_qr_a`kx_qr_b`kx_qr_c`kx_qr_d;
 .qr.client.setPreferredQRs[procs; `];

Example: Sharded

 procs:`kx_qr_a`kx_qr_b`kx_qr_c`kx_qr_d;
 shard:`kx_qr;
 .qr.client.setPreferredQRs[procs; shard];

.qr.client.subTargets

Subscribe to available QR target entities

.qr.returnDeferredRequest

Returns the result of a deferred query back to the QP. When a query result has been deferred, this function is called to return the results when all required tasks have completed. Called using the original ID generated by the client code.

Parameters:

Name Type Description
clientID long Client ID generated when query was deferred. Must match input to .qr.setDeferred
success boolean Flag to indicate success of the tasks
result untyped Payload result from tasks

Example: Return result from deferred request

 .qr.returnDeferredRequest[10j; 1b; ([] time:.z.p; sym:`GOOG`IBM`FD; price:100f)]

.qr.setDeferred

Sets a query to execute as deferred. When a query is being executed on a database by the QP, by default it expects the result to be returned immediately. If the process wants to execute a query off-process, it needs to defer the result. This is done by the user-code of the query calling to .qr.setDeferred.

Parameter:

Name Type Description
clientID long Client generated ID to link client execution back to deferred query

Example: Set Deferred

 .qr.setDeferred[10j]

.qr.registerCoverage

Registers database coverage information with the QR. The coverage information is used for routing decisions. Can register coverage for an instance and/or connection group. Default coverage information are time intervals and symbols but a dictionary parameter allows users to specify more granular data. Type-checking is enforced but all tags are optional

Parameters:

Name Type Description
target symbol Database or connection group to register
startDate date Start date of data
endDate date End date
startTime time Start time
endTime time End time
symList symbol[] List of symbols covered
dict dict Additional coverage information to be used in routings. Any keys and values allowed

Example: Register time period and instruments

 .qr.registerCoverage[`ds_hdb_fx; 2017.01.10; 2017.01.23; 00:00:00.0; 23:59:59.9; `$("EUR/USD";"USD/JPY"); ()!()];

Example: Register with custom parameters

 .qr.registerCoverage[`ds_hdb_fx; 0Nd; 2017.01.23; 0Nt; 23:59:59.9; 0#`; `labels`clients!(`red`amber`green; `US`UK)];

.qr.registerProcessStatus

Updates the status of a database with the QR. Allows a registered database to enable or disable another process.

Parameters:

Name Type Description
process symbol Name of instance to update
available boolean Status to update to. Available for querying = 1b

Example: Set instance as available

 .qr.registerProcessStatus[`ds_gw_fx_eval; 1b]

.qr.registerStatus1

Updates the availability and leader status of this database with the QR.

Parameters:

Name Type Description
available boolean Status to update to. Available for querying = 1b
leader boolean Leader/follower status

Example: Set instance as available and leader

 .qr.registerStatus[1b; 1b]

.qr.registerStatus

Updates the availability of this database with the QR.

Parameter:

Name Type Description
available boolean Status to update to. Available for querying = 1b

Example: Set instance as unavailable

 .qr.registerStatus[0b]

Client

QR client APIs to register, deregister and send requests.

Deferred

The following APIs are used when executing deferred database queries. Standard QR requests hitting a database from the QR are executed and results returned immediately. In some cases, the database process will want to defer the returning of results until a later stage. This could be to wait for incoming data or submit a request to another process. This is supported by using deferred request APIs.

During execution of a request, the solution code should call .qr.setDeferred with a link ID. When the process is finished execution and wants to return results, the same link ID should be passed into .qr.returnDeferredRequest.

Registration

QR database APIs to register availability and coverage information.

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