Hi I am very new to Flink and in fact never used it. My task (which I currently solve using home grown Redis-based solution) is quite simple - I have a system which produces some events (trades, it is a financial system) and computational chain which computes some measure accumulatively over these events. Those events form a long but finite stream, they are produced as a result of end of day flow. Computational logic forms a processing DAG which computes some measure over these events (VaR). Each trade is processed through DAG and at different stages might produce different set of subsequent events (like return vectors), eventually they all arrive into some aggregator which computes accumulated measure (reducer).
Ideally I would like to process trades as they appear (i.e. stream them) and once producer reaches end of portfolio (there will be no more trades), I need to write final resulting measure and mark it as “end of day record”. Of course I also could use a classical batch - i.e. wait until all trades are produced and then batch process them, but this will be too inefficient. If I use Flink, I will need a sort of watermark saying - “done, no more trades” and once this watermark reaches end of DAG, final measure can be saved. More generally would be cool to have an indication at the end of DAG telling to which input stream position current measure corresponds. I feel my problem is very typical yet I can’t find any solution. All examples operate either on infinite streams where nobody cares about completion or classical batch examples which rely on fact all input data is ready. Can you please hint me. Thank you vm Anton
