I am a ML programmer, and I am building a High-Frequency trading model. Once I am in production, I need to capture data directly from the market. I am using an influxdb database, i.e. a time series database (TSDB), but I don't know how to capture data in real-time. I know there exists a design pattern we can probably use which is called Change Data Capture (CDC). Could we work with CDC in InfluxDB-Python? If so, how can I such thing? Is it a better solution that InfluxDB works with Debezium or alone?
from Working with Change Data Capture in InfluxDB-Python?
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