This project provides an example of how to create a Top N of Book table from a live stream of quotes data.
To run the project you will need to have docker installed and then run
./gradlew :jar
cd docker && docker-compose up --build-
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deephaven-examples/order-book-builder
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The Order Book Builder is an advanced example of using Deephaven table listeners to construct a Top N of book using a live order stream
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