Hi Streamlit Community, 
I’m excited to share another project that showcases real-time option Greeks calculation using Streamlit, Pathway, and Databento.
App Template Link: Pathway App Template with Explainer. Primarily put together by my friends Olivier Ruas and Luca Metehau.
Overview:
This app processes live options data from Databento and computes option Greeks (Delta, Gamma, etc.) in real-timeusing Pathway, a Pythonic framework powered by a low-latency Rust engine.
The app template also allows you to easily switch between batch and streaming modes. With Pathway, it’s straightforward to move from batch to streaming, so as a Python developer you don’t need prior streaming expertise to get started. Check out this quick guide if needed: Switching from Batch to Streaming.
Key Features:
- Real-Time Risk Management: Traders can monitor portfolios with live data, avoiding outdated batch-processed metrics.
- Flexible Models: The template uses the Black-76 model, but is model-agnostic and adaptable to other models.
- Detailed Workflow: Includes comprehensive mathematics and computations for clarity.
- Streamlit UI: Quickly build a dashboard for real-time visualization.
Technical Details:
- Data: Live market data sourced from Databento.
- Processing: Powered by Pathway for streaming with low-latency using Python.
- Frontend: Streamlit for easy dashboard creation as Python developers.
Running the App:
Containerized with Docker for easy deployment.
Looking forward to your feedback!