Why kdb does not support sorting dynamically(like java TreeMap, sql

[NDTM_idea]

I want to use kdb to maintain my order book, I need to keep this order book always sorted. 

At this now, I always resort (`xasc,xdesc`)  my table after I change my table(insert/update/delete),

but I found this way is very slow when my data group to 10k rows.

[dotsch]

Maybe this can help: You can have a raw table and a sorted view on it. The view will sort it on demand iff the raw table changes. 

András

[sandy_bradley]

Maybe you can save a local state for the current updates so that you don't have to sort a table with other data.

msg.l2update:{

  /* handle level2 update messages */

  x:"SSZ*"$x;                                                                       //cast dictionary to relevant types

  s:.Q.id x`product_id;                                                             //extract sym, remove bad chars

  c:"SFF"$/:x`changes;                                                              //extract and cast changes

  {.[`.gdax.askst`.gdax.bidst y[0]=`buy;(x;y 1);:;y 2]}[s]'[c];                     //update state dict(s)

  sort.state[s];                                                                    //sort state dicts

  rec.book[x`time;s];                                                               //record current state of book

 }

sort.state:{[s]

  /* sort state dictionaries & drop empty levels */

  @[;s;{(where 0=x)_x}]'[`.gdax.bidst`.gdax.askst];                                 //drop all zeros

  @[`.gdax.askst;s;{stdepth sublist asc[key x]#x}];                                 //sort asks ascending

  @[`.gdax.bidst;s;{stdepth sublist desc[key x]#x}];                                //sort bids descending

 }

depth:5                                                                             //depth to maintain in book table

stdepth:100*depth                                                                    //depth to maintain in state dicts

exchange: "Gdax"

bidst😞`u#enlist`)!enlist(`float$())!`float$()                                      //bid state dict

askst😞`u#enlist`)!enlist(`float$())!`float$()                                      //ask state dict

lb😞`u#enlist`)!enlist(`bids`bsizes`asks`asizes!())                                 //last book state

/* Redefine publish function to pass to TP for real FH */

publish:upsert                                                                      //define publish function to upsert for example FH

rec.book:{[t;s]

  /* determine if book record needs published & publish if so */

  bk: `bids`bsizes!depth sublist'(key;value)@\:bidst[s];                            //get current bid book up to depth

  bk,:`asks`asizes!depth sublist'(key;value)@\:askst[s];                            //get current ask book up to depth

  if[not bk~lb[s];                                                                  //compare to last book

     publish[`book;@[bk;`ex`sym`time;:;(`Gdax;s;"p"$t)]];                                    //publish record if changed

     lb[s]:bk;                                                                      //record state of last book

   ];

 }

[carfield]

Probably because it is time-series DB?

[sturm]

On Fri, Jul 17, 2020 at 10:08 AM Carfield Yim wrote:>> Probably because it is time-series DB?I think the question is, "Why doesn't Q support mutable trees, so wecan have things like always sorted dictionaries, etc?"