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How is this different from complex event processing (CEP)? High frequency trading has been using this from day 1. The real trick is working with historical eve
by canterburry 12y ago
How is this different from complex event processing (CEP)? High frequency trading has been using this from day 1.
The real trick is working with historical events and fetch them from disk, otherwise your reasoning time window is restricted to whatever fits in RAM.
- mattpodwysocki 12y agoUsing Rx, you can certainly do CEP as we have buffer and window operators, and the ability to so groupBy and other complex operators. For example we have one that analyzes stock streams https://github.com/Reactive-Extensions/NDC-Oslo-2014/blob/master/demos/WinJS/client/pages/stocks/stocks.js https://github.com/Reactive-Extensions/NDC-Oslo-2014/blob/ma...
- canterburry 12y agoSo, are you saying Rx is the superset and CEP is a subset of Rx functionality? What can you do in Rx that you can't do in CEP?
- mattpodwysocki 12y agoI would certainly say that Rx has a superset of the operators in standard CEP which largely deals with buffers and windows, yes. In addition, we have time-based join and group join behavior, join calculus eg: Rx.Observable.when( stream1.and(stream2).then(...), stream3.and(stream4).then(...) );