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WHDL - 00016170
Submitted to the Department of Mathematics and Computer Science in partial fulfillment of the requirements for the degree of Bachelor of Science
Databases serve as a frequent medium for applications requiring the parsing of big-data. Concurrent cloud database services ease and expediate the sequence and complexity from datasource through the database to the application’s domain logic. Applications that require near real-time precision in the timing of their data acquisition, like the trading application explored, are overtly hindered by distance from their source and any additional machine-level complexity introduced by establishing new connections with external connections. We see efforts to mitigate such latency in stock trading with companies such as Polygon.io, that establish servers that are physically present and connected to the servers at the various stock exchanges. Where, therein, one disconnects latency inducing intermediaries to receive and parse the raw data is the problem addressed here. Here we utilize principles of computer architecture and operating systems to store the data in-memory, serving as a cache for the domain logic and user-interface. Once the cache reaches a specified capacity, the data is stored in a database for analysis and reference on a parallel thread. This resulted in a more than 7000x reduction in latency and simplify integration with future plug-ins.
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