# -------------------------------------------------------------------------------------------------- # AWS Settings # -------------------------------------------------------------------------------------------------- # Kinesis KINESIS_STREAM_NAME = 'IncomingDataStream' # DynamoDB Table and Column Names STATE_TABLE_NAME = 'StateTable' STATE_TABLE_KEY = 'id' DELTA_TABLE_NAME = 'ReduceTable' DELTA_TABLE_KEY = 'MessageId' AGGREGATE_TABLE_NAME = 'AggregateTable' AGGREGATE_TABLE_KEY = 'Identifier' MESSAGE_COUNT_NAME = 'message_count' PARAMETER_TABLE_NAME = 'ParameterTable' PARAMETER_TABLE_KEY = 'parameter' PARAMETER_COLUMN_NAME = 'value' ID_COLUMN_NAME = 'TradeID' VERSION_COLUMN_NAME = 'Version' VALUE_COLUMN_NAME = 'Value' TIMESTAMP_COLUMN_NAME = 'Timestamp' HIERARCHY_COLUMN_NAME = 'Hierarchy' HIERARCHY_DEFINITION = { 'RiskType' : ['PV', 'Delta'], 'Region' : ['EMEA', 'APAC', 'AMER'], 'TradeDesk' : ['FXSpot', 'FXOptions'] } TIMESTAMP_GENERATOR_FIRST = 'timestamp_generator_first' TIMESTAMP_GENERATOR_MEAN = 'timestamp_generator_mean' # -------------------------------------------------------------------------------------------------- # Aggregation Settings # -------------------------------------------------------------------------------------------------- # Definition of the Hierarchy AGGREGATION_HIERARCHY = ['RiskType', 'TradeDesk', 'Region']