Trading Platform

Multi-tenant crypto algorithmic trading platform. Binance WebSocket ticks flow through a Kafka event pipeline (Python) into OMS/EMS microservices (C# .NET 8) backed by PostgreSQL + TimescaleDB, with full observability via Prometheus, Grafana, and Jaeger.

Architecture

flowchart TD
    BW["Binance WebSocket\n(100 ms ticks)"]
    EC["Exchange Connector\n(Python)"]
    CA["Candle Aggregator\n(Python · 5 m OHLCV)"]
    SP["Signal Pipeline\n(Python)"]
    ML["MLSignalSource\nLightGBM"]
    LLM["LLMSignalSource\nClaude / GPT"]
    SR["Signal Router\n(Python · per-tenant)"]
    OMS["OMS\n(C# .NET 8)"]
    EMS["EMS\n(C# .NET 8)"]
    BRest["Binance REST\n(testnet)"]

    BW -->|market-data-raw| EC
    EC -->|market-data-candles| CA
    CA -->|candles| SP
    SP --> ML
    SP --> LLM
    ML -->|"trade-signals (source=ml)"| SR
    LLM -->|"trade-signals (source=llm)"| SR
    SR -->|order-requests| OMS
    OMS -->|validated-orders| EMS
    EMS --> BRest
    EMS -->|order-fills| OMS

Loading

Signal sources are pluggable — select via SIGNAL_SOURCE=ml|llm|both. LLM signals are generated by Claude or GPT analysing recent candle data and technical indicators, running at a configurable slower cadence (default 15 min) to manage API cost.

Repository Structure

traading_system/
├── pipeline/                   # Python services
│   ├── exchange_connector/     # Binance WS → Kafka
│   ├── candle_aggregator/      # Raw ticks → 5m OHLCV candles
│   ├── signal_pipeline/        # ML signal generation
│   ├── signal_router/          # Per-tenant order routing
│   └── shared/                 # Kafka, DB, logging, models
├── engine/                     # C# .NET 8 microservices
│   └── src/
│       ├── OMS/                # Order Management Service
│       ├── EMS/                # Execution Management Service
│       └── TradingPlatform.Shared/
├── db/migrations/              # PostgreSQL + TimescaleDB schemas
├── infra/                      # Docker Compose + Kafka topics
├── observability/              # Prometheus, Grafana, Jaeger configs
└── scripts/                    # Dev helpers

Service Ports

Service	Port	Notes
OMS API	5001	Order placement/query
EMS API	5002	Execution status
Kafka	9092	External access
PostgreSQL	5432
Redis	6379
Prometheus	9090
Grafana	3000	admin / admin
Jaeger UI	16686	Distributed tracing

Quick Start

# 1. Configure environment
cp .env.example .env
# Edit .env — set POSTGRES_PASSWORD, BINANCE_API_KEY, BINANCE_SECRET_KEY

# 2. Start the full stack
cd infra
docker-compose up -d

# 3. Seed tenant data
docker exec -i infra-postgres-1 psql -U trading -d trading \
  < ../scripts/seed-tenants.sql

# 4. Verify Kafka flow
bash ../scripts/verify-kafka-flow.sh

Or use the dev script:

bash scripts/start-dev.sh

Running Tests

# Python — from repo root
cd pipeline
ruff check . && ruff format --check .
mypy shared/ exchange_connector/src/ candle_aggregator/src/ signal_router/src/ signal_pipeline/src/
PYTHONPATH=$(pwd) pytest

# C# — from repo root
cd engine
dotnet build --warnaserror
dotnet test

Kafka Topics

Topic	Producer	Consumer
market-data-raw	exchange_connector	candle_aggregator
market-data-candles	candle_aggregator	signal_pipeline
trade-signals	signal_pipeline	signal_router
order-requests	signal_router	OMS
validated-orders	OMS	EMS
order-fills	EMS	OMS

Environment Variables

Variable	Required	Default	Description
POSTGRES_PASSWORD	Yes	—	PostgreSQL password
BINANCE_API_KEY	Yes	—	Binance (testnet) API key
BINANCE_SECRET_KEY	Yes	—	Binance (testnet) secret key
BINANCE_BASE_URL	No	https://testnet.binance.vision	Use testnet for local dev
KAFKA_BROKERS	No	kafka:9092
TRADE_SYMBOLS	No	btcusdt,ethusdt	Comma-separated symbols
CANDLE_TIMEFRAME_MINUTES	No	5
SIGNAL_MIN_CONFIDENCE	No	0.7	Min ML confidence to emit a signal
SIGNAL_TTL_SECONDS	No	90	Signal staleness cutoff
SIGNAL_INTERVAL_SECONDS	No	300	ML signal generation cadence
SIGNAL_SOURCE	No	ml	ml, llm, or both
LLM_PROVIDER	No	anthropic	anthropic or openai
ANTHROPIC_API_KEY	Only if LLM_PROVIDER=anthropic	—	Anthropic API key
OPENAI_API_KEY	Only if LLM_PROVIDER=openai	—	OpenAI API key
LLM_SIGNAL_INTERVAL_SECONDS	No	900	LLM signal cadence (s) — manage API cost
LLM_CANDLE_WINDOW	No	20	Candles sent in LLM prompt
LOG_LEVEL	No	INFO

Completeness Status

Component	Status
Exchange Connector	Complete
Candle Aggregator	Complete
Signal Pipeline (ML + LLM sources)	Complete
Signal Router	Complete
OMS Microservice	Complete
EMS Microservice	Complete
Database Migrations (007)	Complete
Docker Compose + healthchecks	Complete
Kafka topic provisioning	Complete
Observability (Prometheus/Grafana/Jaeger)	Complete
CI — GitHub Actions (Python + .NET)	Complete
OMS Domain ValueObjects	Empty — placeholder dirs only
React Dashboard	Not started