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.

Options

Name	Type	Default	Description
endpoint	string	none	Slait queue address to connect to
topic	string	none	Designates a slait data flow category
attribute_group	string	none	The MarketStore attribute group
shape	[string : string] map	none	Shape of data to write

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

This 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].

Example

Add the following to your config file:

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