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ICE Order Book Accelerator Quickstart Guide

The ICE Order Book Accelerator is an FSI Accelerator package which comes with ready made Pipelines, Views, and Schemas out of the box.

Prerequisites

This quickstart guide is not intended to be a comprehensive KDB Insights Install Guide, for more information regarding KDB Insights installation refer to the kdb Insights Enterprise documentation). This guide assumes the following pre-requisites:

  • KDB Insights Enterprise 1.9.0 (minimum version) installed
  • Necessary credentials obtained and configured:
    • Insights Users:
      • GUI User
      • API Client
  • Nexus username & password to download packages/charts (represented by NEXUS_USER and NEXUS_PASS in this guide).
  • ICE Credentials:
    • ICE Consolidated Feed Username & Password
    • ICE Consolidated Feed IP Address & Port Number
  • Necessary Tools Used:
    • Access to *nix command-line
    • KDB Insights CLI - kxi
  • Kubernetes tools:
    • kubectl
    • K9s
  • Helm installed and logged in to nexus
  • VSCode with the following plugins:
    • KX kdb
    • Jupyter

Quick Start Guide

Download the required FSI packages from Nexus: 

# Download fsi-lib - the Core FSI Library
curl -s --fail-with-body -D /dev/stderr -u ${PORTAL_USER}:${PORTAL_TOKEN} -L -OJ https://portal.dl.kx.com/assets/raw/kxi-accelerators/fsi/fsi-lib/packages/1.0.0/fsi-lib-1.0.0.kxi


# Download fsi-app-ice-orderbook - the ICE Orderbook Accelerator
curl -s --fail-with-body -D /dev/stderr -u ${PORTAL_USER}:${PORTAL_TOKEN} -L -OJ https://portal.dl.kx.com/assets/raw/kxi-accelerators/fsi/fsi-ice-orderbook/packages/1.0.0/fsi-app-ice-orderbook-1.0.0.kxi

Unpack fsi-app-ice-orderbook: 

kxi package unpack fsi-app-ice-orderbook-1.0.0.kxi

Update the example ICE Feedhandler Config File to include your credentials and preferences.

Note

  • The config file contains a lot of commonly pre-populated default values.
  • Any values that are expected to require updating on a per-deployment bases have been marked with a TODO comment, for example:
    • Connection Details
    • Subscription List
vi fsi-app-ice-orderbook/config/feed/ice-feed-values.yaml

Push the packages to Insights and Deploy the fsi-ice-orderbook-assembly:

# Install the packages
kxi package push --force fsi-lib/1.0.0
kxi package push --force fsi-app-ice-orderbook/1.0.0

# Deploy the assembly
kxi package deploy fsi-app-ice-orderbook/1.0.0

Note

At this point you should be able to see the pipelines booting up on the GUI or on k9s.

Add the kx nexus repository: 

helm repo add kx-ext https://nexus.dl.kx.com/repository/kx-helm-charts-dev --username **** --password ****

Download the ICE Feedhandler from helm: 

helm fetch kx-ext/rt-ice-pub --version  1.8.0-rc.1  --untar --devel

Add your ICE Username & Password as a kubernetes secret:

Note

The secret name, in this case my-ice-secrets, should match the ice.secrets.name value in the example config file you previously edited - fsi-app-ice-orderbook/feed/ice-feed-values.yaml.

kubectl create secret generic my-ice-secrets --from-literal=username=<INSERT_ICE_USERNAME> --from-literal=password=<INSERT_ICE_PASSWORD> -n <YOUR_NAMESPACE>

Install the ICE Feedhandler Helm Chart using our config file: 

helm install rt-ice-pub ./rt-ice-pub -f fsi-app-ice-orderbook/config/feed/ice-feed-values.yaml -n <INSERT_YOUR_NAMESPACE>

Verify the ICE FH is running using kubectl:

kubectl describe pod rt-ice-pub-0

Expected Output from above command on successful install:

Events:
  Type    Reason                  Age   From                     Message
  ----    ------                  ----  ----                     -------
  Normal  Created                 24s   kubelet                  Created container rt-ice-pub
  Normal  Started                 24s   kubelet                  Started container rt-ice-pub

Now that you have the ICE Feedhandler running you should be able to see data flowing in realtime via the Realtime-Orderbook View:

Realtime-Orderbook-View