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Update Batch + Speed Layers to Use Trade Timestamps and Not API Call Timestamps #26

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njfritter opened this issue Mar 27, 2024 · 0 comments

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@njfritter
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Description

Currently both the Batch and Speed Layers are using the API call timestamp (or really the timestamp of the data being written to Kafka initially) as the unit of time being tracked.

This should ideally be based off of the trade timestamps themselves.

Definition of Done

Both the Batch and Speed Layers (and therefore the Serving Layer) now use the trade timestamps as the unit of time being tracked.

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