I am happy to share and article and code base of a dear friend project
Algo-Trader Open Source Project by Idan Yahel, short summary:
Algo-trader is a project focused on creating a dynamic trading system that can be used for various assets, including stocks, options, and crypto. The code base is being open-sourced in order to allow the community to contribute to its development and add more use cases to it. The system is designed as a stream processing system that utilizes a pipeline to process incoming data from a source and move it to different processors. The pipeline consists of a source, processors, and a shared context or attachments. Processors can do whatever the user wants, from calculating statistics and technical indicators to utilizing outside data sources for comparisons and correlations. The shared context allows for processors to share data between them, and the attachments allow processors to attach data to a candle, which can be accessed by other processors. The system is implemented in Python 3 and uses MongoDB as a storage backend. The ultimate goal of algo-trader is to create a flexible and dynamic trading system that can be used for various use cases and continuously improved upon by the community.
Here is the code repo: