slait

README

Slait Subscriber

This module builds a MarketStore background worker which subscribes to Slait (https://github.com/alpacahq/slait) and writes the data pushed through the websocket connection to the MarketStore database on disk.

Configuration

slait.so comes with the server by default, so you can simply configure it in the MarketStore configuration file as shown below:

bgworkers:
    - module: slait.so
      name: SlaitSubscriber
      config:
          endpoint: localhost:5000
          topic: bars_gdax
          attribute_group: OHLCV
          shape:
          - - Epoch
            - int64
          - - Open
            - float64
          - - High
            - float64
          - - Low
            - float64
          - - Close
            - float64
          - - Volume
            - float64

endpoint specifies the url where Slait is being hosted.

topic specifies the topic of data that the plugin should subscribe to. Note that this will subscribe to all partitions under a specific topic. See the Slait documentation in the link above to understand more about how topics and partitions work.

attribute_group specifies the type of data that MarketStore is going to store on disk. This is the same attribute group as in the TimeBucketKey. For OHLCV bars, the TimeBucketKey will look like "BTC-USD/1Min/OHLCV" where OHLCV is the attribute group.

shape specifies the data structure of the data being received by the plugin and written to disk. This shape needs to match the on-disk shape of the attribute_group in the MarketStore database. The first entry of each tuple is the column name, and the second is the data type. Note only the following data types are supported in this plugin as of now [int32, int64, float32, float64].

Build

If you need to change the subscriber, you can build it by:

make configure
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 as of Go 1.9