At our most recent FINOS Open Source in Fintech Meetup, Andrew Stein of J.P. Morgan Chase, presented and demoed "How to Build an Order Book Simulation with Perspective".
This video is from a live virtual meetup conducted in New York on 31 March 2021.
Take a look at upcoming FINOS events like this and join us!
Learn how to build a real-time Order Book Dashboard from a simple Python market simulation using Perspective. Participants will learn how to use Perspective’s JupyterLab integration to first interactively develop, test and visualize a simple market model in a Jupyter Notebook; then, using that same model, we’ll develop a production-caliber, high-performance streaming server and interactive web client with Perspective and Apache Arrow.
BACKGROUND FOR THE FINOS PERSPECTIVE PROJECT
Perspective is an interactive visualization component for large, real-time datasets. Originally developed for J.P. Morgan's trading business, Perspective makes it simple to build real-time & user configurable analytics entirely in the browser, or in concert with Python and/or Jupyterlab. Use it to create reports, dashboards, notebooks and applications, with static data or streaming updates via Apache Arrow. As a library, Perspective provides both:
- A fast, memory efficient streaming query engine, written in C++ and compiled for both WebAssembly and Python, with read/write/stream/virtual support for Apache Arrow.
- A framework-agnostic User Interface Custom Element and Jupyterlab Widget, via WebWorker (WebAssembly) or virtually via WebSocket (Python/Node), and a suite of Datagrid and D3FC Chart plugins.
Andrew Stein, Executive Director, J.P. Morgan Chase
Andrew has been a web developer for 15 years. Despite winning the 2018 Nueske’s Bacon Night Award as a member of team “Lard and In Charge” at “Hogs for the Cause” BBQ festival, Andrew rejected a life of perennial BBQ fame and returned to programming full-time where he currently works on Perspective at JPMC.
This Week at FINOS Blog - See what is happening at FINOS each week.
FINOS Landscape - See our landscape of FINOS open source and open standard projects.
Community Calendar - Scroll through the calendar to find a meeting to join.
Project Status Dashboard - See a live snapshot of our community contributors and activity.
FINOS Virtual "Meetups" Videos & Slides - Access replays of our virtual "meetups" based around the FINOS Community and Projects since we can't all be in the same room right now.
FINOS Open Source in Fintech Podcasts - Subscribe and listen to the first open source in fintech and banking podcast for deeper dives on our virtual "meetup" and other topics.
Interested in FINOS open source projects? Click the link below to see how to get involved in the FINOS Community.