Metrics
Enrich events with pre-calculated metrics to facilitate further advanced processing
Last updated
enricher:
fields:
bid_ask_avg:
by metric family: AskBidMovingAverage
by key: symbol
with values: [avg_ask, avg_bid]
using: MetricsDB
market_depth_metrics:
by metric family: marketDepth
by key: symbol
all attributes: true
using: MetricsDB
trading_triggers:
by metric family: tradingTriggers
by key: symbol
as object: true
using: MetricsDB