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- Set up Docusaurus with pnpm and TypeScript - Structured docs for multi-application portfolio - Added Stock Market Professional documentation: - Architecture & system design - Data monitoring module - Technical analysis engine - Signal generation with constraints (max 3/day, 30min hold) - Added platform architecture overview - Added getting started guide - Added Gitea Actions CI/CD pipeline (build + artifact)
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Data Monitoring
Overview
The data monitoring module is responsible for acquiring, normalizing, and storing market data that feeds into the analysis engine.
Requirements
- Latency: Near real-time (< 1 minute delay)
- Coverage: Forex major pairs + selected stocks/indices
- Granularity: 1-minute candles, tick data where available
- History: Minimum 30 days rolling window for backtesting
- Reliability: Automatic reconnection, data gap detection
Watched Instruments
Forex Pairs (Initial)
| Pair | Session | Notes |
|---|---|---|
| EUR/USD | London + NY | Most liquid, tight spreads |
| GBP/USD | London + NY | High volatility windows |
| USD/JPY | Tokyo + London | Trend-following opportunities |
| AUD/USD | Sydney + London | Commodity correlation |
Indices (Future)
| Index | Session | Notes |
|---|---|---|
| S&P 500 (SPX) | NY | Broad market sentiment |
| NASDAQ 100 (NDX) | NY | Tech sector proxy |
Data Pipeline
┌──────────────┐ ┌──────────────┐ ┌──────────────┐
│ API Source │────▶│ Normalizer │────▶│ Storage │
│ │ │ │ │ │
│ • REST poll │ │ • OHLCV fmt │ │ • SQLite/TS │
│ • WebSocket │ │ • Timestamps │ │ • Partitioned│
│ • Fallback │ │ • Validation │ │ • Indexed │
└──────────────┘ └──────────────┘ └──────────────┘
Data Schema
CREATE TABLE candles (
id INTEGER PRIMARY KEY,
symbol TEXT NOT NULL,
timeframe TEXT NOT NULL, -- '1m', '5m', '15m', '1h'
timestamp DATETIME NOT NULL,
open REAL NOT NULL,
high REAL NOT NULL,
low REAL NOT NULL,
close REAL NOT NULL,
volume REAL,
created_at DATETIME DEFAULT CURRENT_TIMESTAMP,
UNIQUE(symbol, timeframe, timestamp)
);
CREATE INDEX idx_candles_symbol_time ON candles(symbol, timeframe, timestamp DESC);
Health Checks
- Data freshness monitoring (alert if > 5 min stale)
- Gap detection and backfill
- Source failover (primary → secondary API)
- Rate limit tracking per API key