piker
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marketstore integration
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:
- use trio-websocket to stream from the streaming trigger system
- automate the official docker image spinup using either docker-py or aiodocker
- capture and process the structured logging from the server which is using zap using a monitoring actor I guess?