@ANL my apologies for not sharing the full context. I have sectioned it in 3 phases.
1. Hot phase - this is the realtime tick data and realtime processing that needs to happen on it (something like rolling it up into OHLCV candles or any such custom…
@visasimbu perhaps you might want to approach this in an even driven manner. Instead of replicating positions, you can try to replicate orders. Just poll for order updates and replicate those.
Answering this in Sept 2024. I tried almost all of the options available. My choice is to use timescaledb (with compression enabled). Pretty fast and robust for storing ticks data. Dont need fancy servers too (I am running mine on a asus chromebox 3…
@aswin1231 while this might seem as duplicate considering just 3 fields, if you look at the data in full mode, you might see that bids or asks might have changed. The exchange will broadcast a tick even if there is change in bids or asks (market dep…
If someone is still looking for brokerage calculation logic, here is my version.
import { TRANSACTION_TYPE_FOR_TRANSACTION_COSTS_CALCULATION } from "../constants";
export abstract class TransactionCostsUtils {
public static calculateTotalTrans…
