ondiskagg

README

On-disk Aggregate Trigger

This module builds a MarketStore trigger which updates the downsample data upon the writes on the underlying timeframe. This is typical use case for long historical price data where you don't want to read all the minute level data for years but want to keep the consistency between timeframes. In a way, this provides materialized views.

Configuration

ondiskagg.so comes with the server by default, so you can simply configure it in MarketStore configuration file.

Options

Name	Type	Default	Description
on	string	none	The file glob pattern to match on
filter	string	none	Filters pushes to '1D' timeframes and above based on market hours. Only 'nasdaq' is supported at this time.
destinations	slice of strings	Downsample target time windows

Example

Add the following to your config file:

triggers:
  - module: ondiskagg.so
    on: */1Min/OHLCV
    config:
        filter: "nasdaq"
        destinations:
            - 5Min
            - 15Min
            - 1H
            - 1D

Build

If you need to change the code, you can build it from this directory by:

$ make all

It installs the new .so file to the first GOPATH/bin directory.

Caveat

Since this is implemented based on the Go's plugin mechanism, it is supported only on Linux & MacOS as of Go 1.10

Documentation

Overview

This is a shim package for buiding a plugin module wrapping the importable aggtrigger package. For more details, see aggtrigger.