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Capital markets

Collapse the tick store, the keyed state cache and the stream fan-out into one engine with deterministic ordering.

The problem

Where the usual stack breaks

  1. 01

    A trading platform is a chain of systems held together by reconciliation jobs: a tick store, a cache for live state, a stream processor for signals and a warehouse for research. Every boundary adds delay, and every copy is a source of disagreement.

  2. 02

    The boundary that decides outcomes is the one where a strategy reads state a fill just changed, and that is exactly the boundary a multi-system stack cannot make consistent.

  3. 03

    One engine that keeps every trade durable, derives keyed state from it continuously and serves both live removes the reconciliation problem instead of automating it.

Where NYXDB fits

Use-case journeys

Architecture

How NYXDB fits capital markets

Ticks land in one durable table and every committed write is published once, to the transformations that keep per-instrument state and to every STREAM SELECT consumer, so history, current state and derived signals share one runtime.

  1. 01

    Tick history

    Every tick, in an append-only table, in the write-ahead log before acknowledgement.

  2. 02

    Current state

    The latest row per instrument, kept current by transformations in an UPSERT table.

  3. 03

    Signals

    Sums, minimums, maximums and weighted averages such as VWAP, maintained as grouped folds.

  4. 04

    Research

    Every accepted version is kept, so research can reread a table exactly as it was at any commit, with AS OF COMMIT.

In practice

Representative query

The examples use the same two tables on every page. See the SQL reference for full syntax.

Current balances of one address
SELECT address, token, amount, updated_at
FROM balances
WHERE chain_id = 1 AND address = '0x9c2e4f1a';

Capabilities

What you get out of the box

Keyed current state

Latest row per instrument, maintained from the trade feed.

Deterministic ordering

Late and shuffled writes converge to the same state, with VALID BY and REVISION BY.

Streaming + history

One table serves the live feed and research reads.

One engine

Retire the cache and the stream processor.

Learn more

One engine for the trading stack

Explore the market-data solution or run a node.