I think it will be a really useful feature to have an ability to combine MEMORY engine with brilliant BRIGHTHOUSE engine.
Intra-day data that requires real-time querying/analytics will be stored in-memory, at the end of a cycle (day) it can be loaded into on-disk storage.
Of course it might require a lot of free memory on a box.
Native MySQL MEMORY engine is really fast but it takes such a long time to create indexes that it is not practically usable for real-time tasks.
Thank you for all your dedication.

This is a great idea!

Since this is not implemented, as an experiment I would point the brighthouse cache folder to a RAMDISK assuming the system has lot of memory. Cachefolder keeps intermediate results for queries if necessary. This way persistent data stays (datafolder) in physical drive and fast accessible data stays in fast disk (RAM). I should say I never tried RAMDISK and do not know if this is feasible or not. just an idea.