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a word on the data model

We look at generating fake trades for financial instruments.

  • Every instrument has a unique identifier, the bbg_id and a bunch of others fields.
  • Every instrument belongs to a country and every country has its own market hours and phases.
  • The country condition codes are used to map out the trade condition codes into a human-readable phase (opening_auction, continuous, closing_auction)

build the producer

cd producer
docker build . -t producer

bring up the stack

vagrant up
vagrant ssh
cd /vagrant
docker-compose up -d

check that universe and condition_codes are populated in risingwave

connect to sqlpad by creating a risingwave data source

image

query universe

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check that data is being inserted into trade topic

http://localhost:8080/topics

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fake trade feed for testing and benchmarking

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