b57df47ddc
Create 8 missing READMEs (config, ctrader-openapi, market-data, ml-data, model_loader, risk-data, trading-data, training_uploader). Update 9 existing READMEs to standard template format. Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
35 lines
1.3 KiB
Markdown
35 lines
1.3 KiB
Markdown
# data
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Market data ingestion, broker integration, and feature extraction.
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## Providers
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- **Databento** — historical and real-time market data via DBN format
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- **Benzinga** — news and fundamentals feed
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## Broker Integrations
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- **IB TWS** — Interactive Brokers TWS/Gateway socket connection
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- **ICMarkets** — FIX 4.4 protocol integration
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## Key Modules
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- `brokers` — broker adapters (IB TWS, ICMarkets FIX)
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- `providers` — data provider clients (Databento, Benzinga)
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- `parquet_persistence` — Parquet read/write for tick and bar data
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- `replay` — market data replay for backtesting
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- `training_pipeline` — data preparation for ML model training
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- `features` — technical indicator and feature computation
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- `validation` — data quality checks and schema validation
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## Cargo Features
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| Feature | Default | Description |
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|---------------|---------|-------------------------------|
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| `databento` | yes | Databento provider support |
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| `benzinga` | yes | Benzinga provider support |
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| `icmarkets` | yes | ICMarkets FIX 4.4 integration |
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| `redis-cache` | no | Redis caching layer |
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| `ib` | no | Interactive Brokers adapter |
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| `mock` | no | Mock providers for testing |
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