Here is a presentation on designing stream processing systems which I uploaded to YouTube today. Recorded in ~2014, and given in one form or another a few times since about 2005, it is how I "model with streams", something I learned designing market making and algo systems. What I like most about this old deck is how it stays aligned with modern abstraction expressed in higher-order FP semantics.
I wrote a bit on stream processing here in 2011. I see also that I have a draft for publishing this presentation in 2013. Yet I had wanted to add Scala or Haskell code that captured the "nice figures" of this presentation, and that is why I held back from sharing it earlier.
All original content copyright James Litsios, 2021.
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