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Market Microstructure Analyzer Backend

This backend powers the Market Microstructure Analyzer dashboard.
It provides a WebSocket API that streams live market data, caches recent history, and integrates machine learning predictions using NumPy and other libraries.


🚀 Features

  • WebSocket Server: Real-time streaming of market ticks.
  • Rolling Cache: Keeps the last 30 minutes of data in memory or Redis.
  • ML Predictions: Uses NumPy/scikit-learn for trend forecasting and analytics.
  • Frontend Integration: Designed to work with a React frontend hosted on GitHub Pages.
  • Deployable on Render: Runs as a Render Web Service with optional Redis Key Value instance.

🛠 Tech Stack

Frontend

  • Language: JavaScript (ES6+)
  • Framework: React
  • Charts: Recharts / Chart.js (for line and candlestick charts)
  • State Management: React hooks + Context API
  • Deployment: GitHub Pages (static hosting)
  • WebSocket Client: Native WebSocket API for live data

Backend

  • Language: Python 3.9+
  • Framework: FastAPI + Uvicorn
  • Data & ML:
    • NumPy, pandas (data processing)
    • scikit-learn (basic ML models)
    • Optional: PyTorch/TensorFlow (advanced ML)
  • Caching:
    • In-memory buffer (default)
    • Redis (Render Key Value instance for persistence)
  • Deployment: Render Web Service

About

Python backend for real-time financial market microstructure analysis with AI/ML predictions. Built using FastAPI, WebSockets, Redis caching, NumPy, pandas, scikit-learn, and TypeScript integration. Deployed on Render for cloud availability.

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