mpquant/Ashare
Ashare
Ashare is a market data aggregator and financial time-series table generator designed to provide a stable stream of price and volume data for quantitative analysis. It functions as a multi-provider data proxy that converts raw asset price feeds into structured tables for immediate processing.
The system ensures high availability for data feeds through a failover mechanism that automatically switches between primary and backup market data sources. This provider-agnostic layer allows the tool to maintain continuous data availability without altering the underlying analysis logic.
The project covers financial data integration and algorithmic trading infrastructure by normalizing raw stock feeds into consistent formats. It supports the retrieval of real-time and historical market data across multiple timeframes to facilitate mathematical research and quantitative trading.
Features
- Financial Time-Series Generators - Converts raw asset price feeds into structured time-series tables for immediate processing.
- Algorithmic Trading Platforms - Provides stable data pipeline infrastructure for live algorithmic trading systems.
- Market Data Provider Adapters - Provides modular interfaces to select and switch between multiple market data providers at runtime.
- Provider Abstraction Layers - Provides a provider abstraction layer that standardizes data formats from multiple sources into a unified API.
- Financial Data Connectors - Integrates multiple external financial exchanges to consolidate stock prices into unified tables.
- Market Data Providers - Provides interfaces for fetching both real-time and historical financial market data.
- Market Data Aggregators - Aggregates, standardizes, and merges heterogeneous financial data streams from multiple providers.
- Market Data Normalizers - Converts raw stock price and volume feeds from diverse external providers into a consistent structured table format.
- Provider Failover Mechanisms - Implements an automatic failover mechanism to switch between primary and backup market data sources.
- Quantitative Data Extraction - Processes raw financial quotes into structured quantitative datasets optimized for trading analysis.
- Data Feeds - Consumes real-time data from external APIs and maintains a continuous stream for live trading.
- High Availability Architectures - Implements a high-availability architecture to ensure uninterrupted access to market data.
- Market Data Availability Layers - Switches automatically between multiple data providers to maintain a stable stream of market information.
- Table Data Processing - Converts raw stock price and volume information into structured tables for quantitative processing.
- Quantitative Analysis Engines - Structures real-time and historical stock price data for use in quantitative analysis engines.
- Timeframe Sampling - Processes market data by organizing price points into specific time intervals for quantitative analysis.
- Market Data Polling Engines - Uses polling engines to fetch real-time and historical financial market data at regular intervals.
