# -------------------------------------------------------------------------------------------------- # AWS Settings # -------------------------------------------------------------------------------------------------- # Region REGION_NAME = INSERT_REGION_TOKEN # Scenario SCENARIO = INSERT_SCENARIO_TOKEN # Kinesis KINESIS_NAME = 'kinesis' KINESIS_STREAM_NAME = SCENARIO + 'RiskDataStream' # DynamoDB Table and Column Names DYNAMO_NAME = 'dynamodb' STATE_TABLE_NAME = SCENARIO + 'StateTable' STATE_TABLE_KEY = 'id' DELTA_TABLE_NAME = SCENARIO + 'ReduceTable' DELTA_TABLE_KEY = 'MessageHash' AGGREGATE_TABLE_NAME = SCENARIO + 'AggregateTable' AGGREGATE_TABLE_KEY = 'Identifier' MESSAGE_COUNT_NAME = 'message_count' 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' # -------------------------------------------------------------------------------------------------- # Generator Settings # -------------------------------------------------------------------------------------------------- # General GENERATOR_STORAGE_ACTIVE = True # Number of messages per Generator THREAD_NUM = 4 NUMBER_OF_BATCHES_PER_THREAD = 250 BATCH_SIZE = 10 # Risk Values MIN_VALUE_OF_RISK = 0 MAX_VALUE_OF_RISK = 100000 # Special Trades DUPLICATES_PER_BATCH = 0 PERCENTAGE_MODIFY = 0 PERCENTAGE_OUT_OR_ORDER = 0 SPECIAL_TRADES = False if SPECIAL_TRADES: DUPLICATES_PER_BATCH = 1 PERCENTAGE_MODIFY = 1 PERCENTAGE_OUT_OR_ORDER = 100 # Other TIME_INTERVAL_SPEED_CALCULATION = 3 # -------------------------------------------------------------------------------------------------- # Aggregation Settings # -------------------------------------------------------------------------------------------------- # Definition of the Hierarchy AGGREGATION_HIERARCHY = ['RiskType', 'TradeDesk', 'Region'] # -------------------------------------------------------------------------------------------------- # Lambda Settings # -------------------------------------------------------------------------------------------------- # Manually Introduced Failure of Lambdas FAILURE_STATE_LAMBDA_PCT = 0 FAILURE_MAP_LAMBDA_PCT = 0 FAILURE_STATELESS_MAP_LAMBDA_PCT = 0 FAILURE_REDUCE_LAMBDA_PCT = 0 FAILURES = False if FAILURES: FAILURE_STATE_LAMBDA_PCT = 1 FAILURE_MAP_LAMBDA_PCT = 2 FAILURE_STATELESS_MAP_LAMBDA_PCT = 0.2 FAILURE_REDUCE_LAMBDA_PCT = 2 # -------------------------------------------------------------------------------------------------- # Grafana / InfluxDB / Performance Tracker Settings # -------------------------------------------------------------------------------------------------- TRACK_PERFORMANCE = False # INFLUX_CONNECTION_STRING = '' # GRAFANA_INSTANCE_IP = ''