Overview
Receives and normalizes real-time and historical market data from external providers via the Market Data Adapter Interface.
Navigation
Architecture
- contains CsvReplayAdapter Design
- contains IMarketDataAdapter Design
- contains SimulatedMarketDataAdapter Design
Contracts
- contains Market Data Adapter Interface Interface
Documents
Market Data Feed Handler
Responsibilities
Ingests market data from a pluggable adapter and publishes MarketTick events on the EventBus.
IMarketDataAdapter Implementations
| Adapter | Description |
|---|---|
SimulatedMarketDataAdapter |
Synthetic random-walk ticks (default, no external dependency) |
CsvReplayAdapter |
Replay historical ticks from a CSV file |
LiveMarketDataAdapter |
Real-time feed (future milestone) |
Interface
| Method | Description |
|---|---|
emit_ticks(ticks_per_symbol) |
Emit ticks from adapter and publish to EventBus; returns count |
Event Flow
IMarketDataAdapter.stream() → MarketDataFeedHandler.emit_ticks() → MarketTick (published)Source
src/components/market_data_feed_handler.py