Continuous processing over realtime data

[mbaev]

Hello everyone,

Issue The problem that I faced is related to realtime data processing. Let's assume I have an app connected to a market-data stream. It listens to data of a thousand of tickers. There are clients connected to the other end of the app. The app aggregates ticks into 1 min buckets and calculates indicators over the series. Clients receive real-time chart updates every 3 seconds.

So, currently, when a new tick comes the app has to re-run calculation of an indicator for entire series. This is the only way to get a new value for the very last bucket. (I'm hoping that I'm mistaken)

Possible solution I'm not sure what can be possible solution. I guess introducing second channel could make it possible.