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Next 90 Days of MD-API, Defining Requirements - Coggle Diagram
Next 90 Days of MD-API
Figure out data shapes
Normalisation layer
Which shapes we want
What data points we need to carry
Know the schema we need to support
Figure out what the outout of the andromeda domain needs to be
This will be what we build products off
Andromedised Normalied Form
Data shape we output on product endpoints
BDD against current feed format
Identify inputs and outputs
work through each data point
Prove out Operating MD-API Platform at scale
Understand and maintaining ordering
At Scale
First classs citizen
Data requirements
Produce a representative data set
Canned Data
how is this produced
Use the existing feed file app
Represent days worth of data
Include the fields we expect
Same sort of volume
NGM as a candidate (158) for stress test
Model against data shapes
data set to model the different business functionality
Predicatbale
Testable
Onborard Stream Native to replace our Pulsar cluster
Compliance aspect
Procurement of process
Kick off
Cost Estimate
Security Check list
Understand day to day operation
Migrating our pulsar cluster to a managed service
Add MD-API Features to satisfy IP Use Case
Quote Stream
Data Shape Req
Level 2 Stream
Data Shape
Close Stream
Dependancy on Source Data
Data Shape Req
How to organise Streams for the client experience
Snapshot Feature
Subscribe by Data Product ID
Stream all instruments
Stream all applicable data points
Define and Integrate User Entitlement
Define Data Products and Services
DB Schema Design
Keep concerns seperate
Requirements
Load users and the licences
Sketch out journey / Design
Insert Permission Codes
Insert User ID;s
What does Subs DB look like
Potentially replace
Add Data Products to MD-API Platform
Continue with US Equity
Toronto
Permissions
Licence Code ID's
Linking to the MD-API
Linking to instrument ID's
Linking to User ID's
Licences
Bridging
Use existing as is
refactor
Taking data from Data Lake
Pull data from DL
Defining Requirements
Example with another exchange
US Equtiy
easy
More complex
Euronext
Lanaguage
What is a service
What is a licence