Hello,
I am writing a class to calculate average of prices. We use it to generate
buy/sell signal for some financial instruments therefore latency is
crucial. Prices are sent via different threads therefore class needs to be
thread-safe.
Am I correct in understanding that I have to use a lock to make the two
operations (adding and incrementing) atomic? I have looked at
AtomicLong/LongAdder/LongAccumulator but looks like they can only sum the
numbers atomically.
*In other words, there is no way to do this in a lock-free manner? *
Thank you!
public final class Computer{
private ReentrantReadWriteLock rwLock;
private ReadLock readLock;
private WriteLock writeLock;
private BigDecimal sum;
private int count;
public AverageCalculatorThreadSafeImplementation2( ){
this.rwLock = new ReentrantReadWriteLock();
this.readLock = rwLock.readLock();
this.writeLock = rwLock.writeLock();
this.sum = new BigDecimal(0);
}
public final void add( double value ){
writeLock.lock();
try{
sum = sum.add( BigDecimal.valueOf(value) );
++count;
}finally{
writeLock.unlock();
}
}
public final double compute( ){
readLock.lock();
try{
return sum.divide(BigDecimal.valueOf(count)).doubleValue();
}finally{
readLock.unlock();
}
}
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