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Send on delta

This processor implements an optimised send-on-delta algorithm using user defined fields to determine if a new event has a change in these fields. Only unique events are passed on to connected components.

Example

send on delta:
fields:
- symbol
- bid
- ask
expected unique events: 100000
fpp: 0.98
This will publish unseen delta events to the next processor.

Attributes

Attribute
Description
Data Type
Required
fields
Javascript expression that returns a boolean value
List<String>
expected unique events
Expected unique events. This must be calculated correctly otherwise false positives will be generated as the number approaches and breaches the provided number. Minimum number of events is 100 otherwise the filter cannot be created.
Long
fpp
The desired false positive probability. Must be positive and less than 1.0
Double
Default: 0.97
reset by time delay
Reset the bloom filter after a set number of seconds.
Long
Default: 0
reset by event count
Reset the bloom filter after a set number of events processed.
Integer
Default: 0

Filter replacement

The processor uses a BloomFilter to determine if an event has been seen before. Therefore the filter is automatically updated when there is a high probability of false positives being generated.
Any StreamEvent which has the deltaBreachedFPP field will signify a filter change once the event has been published.

Note

Both of the reset functions can be applied.
Last modified 10mo ago