FinTech
Signal Forge Predictive Market Engine
Machine Learning Market Prediction & WebSocket Orderbook Ticker
Real-time
Data Pipeline
Top 5
Exchanges Synced
<8ms
Inference Lag
The Problem Statement
Manual traders fail to compute real-time orderbook depth discrepancies and statistical arbitrage signals within microsecond windows.
Architected Solution
Built a Python FastAPI service utilizing CCXT WebSocket streams to compute technical indicators, trained on historical tick data with LightGBM models deployed on Azure VMs.
Architectural Implementation Details
- CCXT Pro concurrent WebSocket connection pool to Binance, Bybit, and Kraken
- Rolling-window feature engineering for volumetric orderbook imbalance
- LightGBM inference pipeline producing directional confidence scores
- Next.js high-frequency charting dashboard with zero layout thrash
Technologies Deployed
PythonFastAPILightGBMCCXTNext.jsWebSocketsAzure VMs