FINOS Events

FINOS Events

FINOS OPEN SOURCE IN FINTECH MEETUP - HOW TO BUILD AN ORDER BOOK SIMULATION WITH PERSPECTIVE

March 31, 2021, 11am EDT / 4pm BST
Online - Zoom

Join us Wednesday, March 31st at 11am EDT (4pm BST) via Zoom for our next FINOS Open Source in Fintech Meetup.

Guest Speaker: Andrew Stein of J.P. Morgan Chase, will be presenting on "How to Build an Order Book Simulation with Perspective"

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FINOS-MEETUP-guest-speaker-andrew-stein

Join for Andrew's Presentation: How to Build an Order Book Simulation with Perspective - March 31st, 2021

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.

 

 

NEW: FINOS is rolling out a Community wide single sign on (LFID)  based on the Linux Foundation LFX platform, so an LFID will be  required for this meetup. LF IDs can be created quickly and easily upon registration by authenticating with your Google, Facebook, GitHub, or LinkedIn account and allows managing all of your interactions and achievements across all Linux Foundation projects.

After registration, you will be sent the Zoom link for the Meetup, as well as a calendar invite as a reminder.

This session will be recorded. All normal FINOS Community Code of Conduct applications apply to this Meetup.

 

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