Fin-Lambda

Migrate data processing to AWS Lambda. There are two key area would be implemented with AWS lambda.

Docker environment to simulate AWS Lambda runtime

• mlupin/docker-lambda:python3.10-build
• create LambdaShell for python Lambda development

Market Data during market open

• Last, bid, ask, update periodically update during market open
• The products updated includes US ETF, US Stock, US Stock options

Daily closing pricess

Serverless framework configure file Ops/fin-cron-data/serverless.yml

• iam: to default the permission required in the cron tasks
• cronb tasks
  • cronhandler : to capture snapshoot of stock/etf prices during market hour and also pre-market + post-market hours
    • opt_handler : to capture options snapshoot of last, open-interest, volume ONLY in market hour
  • fffHandler : to download Fama French Factors data
  • usrateHandler : to download daily US Fed interest

Making layers of python packages for the cron jobs

• finCronLib : required by cronhandler, opt_handler, usratehandler.

  At the project folder, do

  $ make finCron.zip

  Then upload to AWS and install the finCron.zip as layer