Master plan:
- --Get the disruptor to work (build failing)-- DONE
- Learn use cases and get some intuition about how to use the disruptor - perhaps by looking into performance tests in the project
- Find something in our platform for which disruptor is a fit (valuations? Fx?)
- Move that piece of code to disruptor - after understanding how that code translates to the disruptor model
- Check for correctness of the results produced using the disruptor model - compare with the results from our systems
- Compare performance to our system
Subtasks:
-Figure out the best way to retrieve market data (e.g. fx rates for the previous day, Fx Forward rates) -Bug Eli about getting trade details + performance measures on the 800,000+ valuations overnight run a few weeks ago