Gryphon Data Service (GDS)¶
The Gryphon Data Service is astandalone executable that ingests high performance market data from the exchanges, feeds it to running strategies, and optionally archives it for later use in quantitative analysis or machine learning. Built in a producer-consumer model using RabbitMQ, it’s the most powerful upgrade your strategies can get.
To run the data service you must install gryphon from source, you cannot use the built distributions in pypi. To do this, follow the same steps in Install the library, but instead of
pip install gryphon, clone the repo from github and install the folder with the
mkdir gryphon && cd gryphon git clone firstname.lastname@example.org:TinkerWork/gryphon.git pip install -e .
GDS has it’s own library requirements which are kept in a requirements file. From the root of your source directory, install them with:
pip install -r requirements/gryphon+gds.txt
After this, make sure you have redis and RabbitMQ installed.
At this point you should be able to cd into the
gryphon/data_service directory and try to start GDS with the command:
This will not succeed, as you have not set up your GDS
.env yet, but that’s our next step.
Data Service .env¶
The minimum contents of you data service
.env are as follows:
GDS_DB_CRED= EXCHANGE_RATE_APP_ID= REDIS_URL= AMPQ_ADDRESS= AMPQ_USER= AMPQ_PASS= AMPQ_HOST= AMPQ_PORT=