Field notes / Building & debugging
Practical problems from collecting market data, with the investigation, the fix and what the checks established.
Systems reliability · 6 min read
Stopping a collector at the wrong moment can interrupt storage or leave background workers running. A dedicated Linux service needs to handle shutdown as carefully as collection.
Read noteMarket data engineering · 5 min read
A connection can reopen while the local order book still lacks updates from the interruption. Research can reach the wrong conclusion if that interval is treated as complete.
Read noteThese articles go deeper into the implementation. For a quick introduction to the work, start with the project overviews.