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February 16, 20261 citations

A Lambda Lakehouse Architecture Bridging Streaming and Batch Intelligence in Volatile and Scalable Financial Data Processing

MMMaryam MaatallahMFMourad FarissHAHakima Asaidi

Key Points

  • The aim is to develop an architecture that unifies real-time and batch processing for financial data analytics.
  • Developed a Lambda-Lakehouse architecture for data processing.
  • Utilized Apache Kafka for capturing live Bitcoin market data.
  • Implemented Spark Structured Streaming for real-time processing.
  • Stored historical data in Amazon S3 and reprocessed it periodically.
  • Employed advanced predictive models like LSTM, GRU, ARNN, and XGBoost for forecasting.
  • LSTM model achieved the best performance with RMSE values of 2383.9, 539.3, and 144.9 for different granularity levels.
  • The architecture allows convergence of streaming and batch processing paths at Delta Lakehouse.
  • Improvements in analytical consistency were noted compared to conventional platforms.

Abstract

The vast growth of digital financial market data necessitates new kinds of analytical infrastructure which can process large volumes of data continuously, while maintaining reliability for use over extended periods as part of a long-term historical processing requirement. Batch based platforms have difficulty meeting both these needs, whereas pure streaming platforms often sacrifice analytical consistency with respect to their analysis. To address this limitation our paper proposes a Unified Lambda-Lakehouse Architecture which allows Real-Time and Batch Processing to be performed together in a single, ACID compliant. Apache Kafka captures live Bitcoin markets and performs the real-time processing via Spark Structured Streaming, while the periodic storage of historical records and subsequent periodic reprocessing of those records is accomplished via Amazon S3. Ultimately both the real-time and batch processing paths converge at a Delta Lakehouse; thereby enabling schema enforcement, versioning, and time-travel queries. The proposed architecture places the emphasis on combining the Speed Layer, Batch Layer, and Serving Layer into a single operational workflow atop a transactional Lakehouse foundation. Advanced predictive models including LSTM, GRU, ARNN, and XGBoost are used to forecast Bitcoin prices at daily, hourly, and minute granularities. Results from experiments indicate that the LSTM model consistently produced the best results (RMSE = 2383.9, 539.3, 144.9) at the three respective levels.

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Cite This Study

Maatallah et al. (2025) studied this question.

synapsesocial.com/papers/6992b45f9b75e639e9b09423https://doi.org/10.19139/soic-2310-5070-3222
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