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`marketstore` tick ingest

Open goodboy opened this issue 3 years ago • 0 comments

Ties in with the many details from #142

TODO:

  • [ ] tick ingest support and an accompanying feed-style inter-actor API to pull feeds from ingestor re-broadcast system(s):

    • [ ] tick ingest to marketstore from brokerd feeds and experiment with techtonicdb schema (some tinkering was already done in #308 by @guilledk but is unfinished).
  • [ ] tick-to-ohlcv sampling:

    • [ ] we already know the built-in aggregator plugins are mostly broken/out of date plus they're likely slower then our existing storage layer async history loading subsys
    • [ ] got a feeling we'll need to write at least a 1Sec bucket in order for this to work looking at the code:
    • should we bother with a golang plugin/extension to do it from pure tick data or we can make this part of a "downsampler" piker actor (since likely some of these calcs will be relevant to graphics downsampling as well?)

goodboy avatar May 11 '22 13:05 goodboy