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High performance stock market aggregator for parallel stock events analysis

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Market Aggregator

High performance stock market aggregator for parallel stock events analysis.

Aggregate stock events for many market assets in parallel and transform them into valuable insights from aggregated state in minutes.

Modules:

  • market-aggregator-core - provides core functionality for parallel market state creation, data scheduling and data input abstraction.
  • market-aggregator-average-price - simple market analysis module used for calculating average price of asset. Can be used as a good starting point for implementing your own market strategy.
  • market-aggregator-histogram - Abstraction for creating market order book histogram from data stream.

License:

Project is released under MIT license

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High performance stock market aggregator for parallel stock events analysis

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