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Real_Time_ML_System

Session 1 todos

  • Redpanda up and running
  • Push some fake data to Redpanda
  • Push real-time (real data) from Kraken

Session 2

  • Extract config parameters

  • Dockerize it

  • Homework --> adjust the code so that instead of a single product_id, the trade_producer produces data for several product_ids = ['BTC/USD', 'BTC/EUR'] My thoughts: you will need to update * the config types * the Kraken Websocket API class

  • Trade to ohlc service

  • Homework: Extract config parameters and dockerize the trade_to_ohlc service.

  • Topic to feature store service -> a Kafka consumer

  • Start the backfill

    • Implement a Kraken Historical data reader (trade producer)
    • Adjust timestamps used to bucket trades into windows (trade_to_ohlcv)
    • Save historical ohlcv features in batches to the offline store (topic_to_feature_store)

Session 4

  • Dockerize our real-time feature pipeline
  • Dockerize our backfill pipeline and run it
  • Build a functional training pipeline -[ ] Implement a class to read OHLC data from the feature store - [ ] Buid a dummy model to predict price into the future.

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