Order Book Snapshot

Overview

This example builds a full market snapshot using schema generated writers, then decodes it with flyweights. It also loads JSON snapshots from data/order_book_snapshot.json and maps them into repeated bids, asks, and metadata entries.

Clone and run

1. Install Java 25 and Git, then confirm the toolchain.

   java --version

2. Clone the examples repository.

   git clone https://github.com/mvp-express/examples.git

3. Move into the order book example folder.

   cd examples/myra-codec-orderbook

4. Generate sources and the lock file.

   ./gradlew codegen

5. Run the demo app.

   ./gradlew run

If you are on Windows, use gradlew.bat instead of ./gradlew.

Concepts highlighted

• Repeated bids and asks via LevelArrayWriter and flyweight readers.
• Optional fields such as tradingStatus and lastTrade with presence checks.
• Metadata key/value entries serialized as repeated fields.
• Zero copy decode path using OrderBookSnapshotFlyweight and MessageHeader.
• Pooled segments and scratch buffers for low allocation encoding.

Files to explore

• src/main/resources/schemas/order_book.myra.yml
• src/main/resources/data/order_book_snapshot.json
• src/main/java/express/mvp/myra/codec/examples/ExampleApp.java