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From Gaurav Arora <gauravswo...@gmail.com>
Subject Aggregating data when a base is already present
Date Mon, 16 Apr 2018 13:25:12 GMT
I'm new to kafka and have been going over the basic example of how
positions from trades are aggregated. However I am unable to get my head
around how this would work when a position already exists. As an example,
if I execute an initial trade on MSFT then my position will either be
created but what if I already have a position? How would this older
position be loaded?

The answer to me appears to be that either we first load base positions
into a table and then replay trades on top of this or alternatively load
all trades into kafka and let the aggregation handle this. However this
seems a bit of an overkill if I ever want to calculate an additional metric
for a position, say an average price.

Is there a better approach that I am missing?


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