trading-platform/apps/data-service

Data Service

Market data service for the OrbiQuant IA Trading Platform.

Features

• REST API: FastAPI-based endpoints for market data
• WebSocket Streaming: Real-time price updates
• Multi-Provider Support: Polygon.io, Binance, MT4/MT5
• Historical Data: OHLCV candles with multiple timeframes
• Spread Tracking: Broker spread monitoring and statistics
• Price Adjustment: ML-based price adjustment models

Quick Start

# Install dependencies
pip install -r requirements.txt

# Set environment variables
cp .env.example .env

# Run development server
python -m uvicorn src.app:app --reload --port 8001

# Or with Docker
docker-compose up -d

API Endpoints

Health

• GET /health - Service health status
• GET /ready - Kubernetes readiness probe
• GET /live - Kubernetes liveness probe

Symbols

• GET /api/v1/symbols - List trading symbols
• GET /api/v1/symbols/{symbol} - Get symbol info

Market Data

• GET /api/v1/ticker/{symbol} - Current price
• GET /api/v1/tickers - Multiple tickers
• GET /api/v1/candles/{symbol} - Historical OHLCV
• GET /api/v1/orderbook/{symbol} - Order book snapshot
• GET /api/v1/trades/{symbol} - Recent trades

Admin

• POST /api/v1/admin/backfill/{symbol} - Trigger data backfill
• POST /api/v1/admin/sync - Trigger sync

WebSocket

Connect to /ws/stream for real-time data.

const ws = new WebSocket('ws://localhost:8001/ws/stream');

ws.onopen = () => {
  // Subscribe to ticker updates
  ws.send(JSON.stringify({
    action: 'subscribe',
    channel: 'ticker',
    symbols: ['EURUSD', 'BTCUSD']
  }));
};

ws.onmessage = (event) => {
  const data = JSON.parse(event.data);
  console.log(data);
};

Channels

• ticker - Real-time price updates
• candles - OHLCV candle updates (specify timeframe)
• orderbook - Order book snapshots
• trades - Recent trades
• signals - ML trading signals

Architecture

src/
├── app.py              # FastAPI application
├── main.py             # Scheduler-based service
├── config.py           # Configuration
├── api/
│   ├── routes.py       # REST endpoints
│   └── dependencies.py # FastAPI dependencies
├── websocket/
│   ├── manager.py      # Connection management
│   └── handlers.py     # WebSocket routes
├── models/
│   └── market.py       # Pydantic models
├── providers/
│   ├── polygon_client.py  # Polygon.io client
│   ├── binance_client.py  # Binance client
│   └── mt4_client.py      # MT4/MetaAPI client
└── services/
    └── price_adjustment.py # Price adjustment service

Environment Variables

# Database
DB_HOST=localhost
DB_PORT=5432
DB_NAME=orbiquant_trading
DB_USER=orbiquant_user
DB_PASSWORD=orbiquant_dev_2025

# Polygon.io
POLYGON_API_KEY=your_api_key
POLYGON_TIER=basic

# Binance
BINANCE_API_KEY=your_api_key
BINANCE_API_SECRET=your_secret
BINANCE_TESTNET=false

# MetaAPI (MT4/MT5)
METAAPI_TOKEN=your_token
METAAPI_ACCOUNT_ID=your_account_id

# Service
SYNC_INTERVAL_MINUTES=5
BACKFILL_DAYS=30
LOG_LEVEL=INFO

Development

# Run tests
pytest

# Code formatting
black src/
isort src/

# Type checking
mypy src/

API Documentation

When running, visit:

• Swagger UI: http://localhost:8001/docs
• ReDoc: http://localhost:8001/redoc