Real-time feature computation
A real-time feature pipeline that computes essential features (open-high-low-close prices) that you can pass to an ML-powered trading system for training and inference. This template was contributed by Pau Labarta Bajo.
Main project components
Trade producer
A source connector that reads Bitcoin trades from the Kraken Websocket API and writes them in a Kafka topic.
Trade to OHLC
A transformation that reads trading data from a Kafka topic, computes Open-High-Low-Close candles (OHLC) using Stateful Window Operators, and saves them in another Kafka topic.
OHLC to feature store
A sink connector that saves the computed OHLC data to Hopsworks—an external feature store.
Streamlit Dashboard: last 20-minutes
A dashboard that visualizes the last 20 minutes of the real-time OHLC data based on trading activity in Kraken (computed on 10-second windows)
Technologies used
Using this template
This project could be easily adapted for use cases such as:
- More advanced trading analysis
- Other window-based pipelines such as temperature analysis