fin¶ ↑

by

Arvicco

url

github.com/arvicco/fin

Domain models to represent Financial/DataFeed entities and basic data structures used to store and access them. Initial project scope is only limited to representation of RTS Plaza2 domain models. Next step will be generalization of domain models to encompass other markets and other data feed types.

Domain models represent distinct individual entities that appear in market data feeds (such as Quote, Order, Deal, Instrument, Position and whatnot). Intention is to keep model API very similar to ActiveModel, with a goal of full ActiveModel compatibility in the near future.

Enclosed data structures (Lists and such) are effectively containers for domain objects. They are used to accumulate, analyse and visualize sets of domain objects, received from market data feeds (such as RTS Plaza2 replication streams). These containers are required by client and gateway components (data adapters) that deal with actual market data feeds (DataStreams). In addition, they may be used downstream by intermediary and endpoint data analysers for storage and retrieval of domain objects passing through them.

Ideally, container data structures need to be:

1. memory-efficient

2. thread-safe (without too much synchronization penalty)

3. iteration-safe (adding new element while iterating should not raise exception)

$ sudo gem install fin

Copyright © 2011 Arvicco. See LICENSE for details.