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How to Build an Order Book Simulation with Perspective - 31 March 21

April 01, 2021

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!

 

ANDREW'S PRESENTATION

 

FINOS Meetup - US - 31 MAR 21 - PERSPECTIVE
 

 

TALK ABSTRACT

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.

Website | GitHub Repo | Case Study 

 

SPEAKER BIO

1517666946611Andrew 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.

 

 

 

 

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