Based on paper Modeling high-frequency limit order book dynamics with support vector machines
Source code for blog post:
By default tests are running with Spark in local mode
sbt test
In the root directory run:
sbt assembly
The application fat jars will be placed in:
target/scala-2.10/order-book-dynamics.jar
First you need to run assembly in sbt and then run java cmd
java -Dspark.master=spark://spark-host:7777 order-book-dynamics.jar