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Trimalchio was the protagonist in Satyricon, by Petronius. He was a freedman who gained prestige and power through sheer tenacity and hard work. Once he attained his wealth, he enjoyed throwing lavish parties that were meant to impress his variety of guests.
The comparison of Gatsby and Trimalchio is obvious. Both were newly rich, and trying to get the right attention. Fitzgerald's early version of Gatsby was actually titled "Trimalchio in West Egg".