Market Stream
Trade ingestion and high-frequency input buffering for market event streams.
Market Data Processing Demo
Real-Time Market Data Processing System
A multi-process pipeline that transforms raw market streams into structured analytical states through deterministic data processing and evaluation logic.
This frontend demo presents the system as an engineering architecture: real-time ingestion, canonical data ownership, structured analysis, and deterministic condition evaluation. It is designed to explain data processing behavior, not trading automation or financial outcomes.
01
Market Stream
02
Canonical Data
03
Analysis Engine
04
State Evaluation
05
Outputs
system-replay.log
idle
Click "Run System Replay" to simulate the processing sequence.
Canonical Data Layer
OHLCV ownership, gap repair, and multi-timeframe consistency checks.
Analysis Engine
Segmentation, quantile regression, and analytical channel construction.
State Evaluation
Deterministic state machine logic for HTF/LTF gates and condition classification.
Output Systems
Structured alert logic, Pine export targets, and chart artifacts for review.
Engineering Features
- Multi-process architecture
- Deterministic state machine
- Canonical data consistency
- Queue-based processing
- Fault-tolerant design
- System-level deployment
Research Pipelines
Separate research flows support pivot-based analysis, feature pipelines, rule evaluation, and ML-ready datasets without coupling exploratory work to the replayed processing path.
This is a replay-based demonstration of a data processing system. It does not execute trades or interact with live markets.