Use Case Time series
Hiperspace is well suited to Time-series requirements because it imposes a minimal overhead to write and is integrated with RocksDB which provides the highest performance for write intensive workloads. Four features enable Hiperspace to be used with streaming price tick data:
- When SetSpace.Bind() is used with ‘cache = false’ elements are not cached for re-read and released from memory.
- All SetSpace functions have an Asynchronous version that does not block the data producer.
- Functions are implemented in the host language ( see hours function, and sample usage in the Plan example ).
- Scoped SubSpaces release cached data as when they are closed.
For very large objects like volatility surfaces snappy compression (with Hiperspace.Rocks) provides very high throughput with low compression overhead.