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Market data

Lachesis

Collects and stores cryptocurrency market data for backtesting, with historical imports, live ingestion, and gap recovery.

  • Python
  • FastAPI
  • Pydantic
  • WebSocket
  • PostgreSQL
  • ClickHouse
  • RabbitMQ
  • Docker
  • Clean Architecture
  • Lightweight Charts
  • React
  • TypeScript
  • Vite

Key features

  • Historical candle imports and live exchange data collection.
  • Automatic reconnection, gap detection, and recovery of missing data.
  • Background data collection and live update delivery through RabbitMQ.
  • API and WebSocket access to historical and live data.
  • Interactive candlestick charts with market, timeframe, and time-range selection.

Architecture

Architecture

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A worker stores exchange history in ClickHouse and publishes live updates through RabbitMQ. PostgreSQL stores strategy definitions for backtesting. The backend connects these components to the frontend.