FINOS Open Source in Fintech Meetup | Build an Order Book Simulation With Perspective | March 21
Channel: FINOS
Date: 2021-04-11

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.

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.

SPEAKER BIO
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.

►►Visit here for more FINOS Events https://finos.org/hosted-events

►►Visit the FINOS website https://finos.org/ and Get Involved https://finos.org/get-involved)
 
►►Join us for the FINOS & Linux Foundation Open Source Strategy Forum (OSSF)

London https://events.linuxfoundation.org/open-source-strategy-forum-london

New York https://events.linuxfoundation.org/open-source-strategy-forum-new-york/

►►Listen to all of our podcasts on these platforms as well as others: 

Apple Podcasts https://podcasts.apple.com/us/podcast/finos-open-source-in-fintech-podcast/id1512371068

Anchor.fm https://anchor.fm/finos

Spotify https://open.spotify.com/show/431XdfX2fBdCUsopwh8td3

Check it out, subscribe, and don’t forget to rate us (5 stars)!