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marketstore integration

Open goodboy opened this issue 5 years ago • 0 comments

It works, that marketstore, and I gotta say it's not too bad.

I've got tick data from real-time feeds finally going and it seems pretty aight for latency even with the numpy.array() write inline with trio/tractor streaming code.

~Need to work on the schema a bit and figure out if using variable length column series is indeed a better fit.~ Misunderstood what isvariablelength meant, see https://github.com/alpacahq/marketstore/issues/325.

Here's the outstanding todos:

goodboy avatar May 26 '20 20:05 goodboy