Efficient processing of high-volume tick data with Apache Flink for the DEBS 2022 grand challenge

BSTRACTThe DEBS 2022 Grand Challenge (GC) focuses on real-time complex event processing of real-world high-volume tick data. The goal of the challenge is to efficiently compute specific trend indicators and detect patterns resembling those used by real-life traders to decide on buying or selling on the financial markets. Motivated by the exciting nature of the 2022 GC topic, we undertook the design and implementation of a system that addresses it. Our design features a custom windowing mechanism that leverages event semantics. This paper reports on our team's solution to the 2022 GC and reports on the performance we observed in the evaluation testbed.