Metrics Enrichment

Enrich events with computed in-memory metrics

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A key feature of the v1.2.0-SNAPSHOT release is to add computed metrics to events

Advanced use cases often require computed metrics as components for either further calculations, as event based triggers or for additional context for the emitted event.

The additional DSL attributes provides the feature to bind available computed metrics to events. This is all supported by the Metrics Engine subsystem which would need to be enabled at start up.

Metrics enrichment example

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

Key Attributes

To be able to direct the enricher to use the computed in-memory metrics database two attributes must be set correctly.

Attribute	Description	Data Type
by metric family	The metrics family to query against. This would have been defined in the use case.	String
using: MetricsDB	This directs the processor to bind to the Metrics Engine subsystem	String