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Scrip or Instrument Scanner App Diagram

|| श्री ||

 Scanner App Diagram


Long time back I have a plan to execute the scanner for finding the right stock utilizing OHLC information. I couldn't make sense of how I should process the information on various stocks as numerous stocks should sweep and discover a chance to exchange.
I attempted various methodologies however somehow it couldn't function. While executing application I was confronting issue to telling if any open door is found. On the off chance that any open door discovered, at that point, my scanner simply tells UI and proceeds with the pending checking. Past I couldn't make it approximately coupled things yet I just went over where they utilizing arbiter design which helps me to break tight coupling.







TradingDB- SQL database to store OHLC information.

Data Access Layer- This layer is going to operate on DB using Dapper Library. As we have multiple entities like OHLC, Instruments, Watcher List, etc. 

Data Services- Multiple classes to deal with data like historical information, daily OHLC information, Data Conversion to Multiple timeframes.

Historical Service- It deals with Historical API,  It works on multiple things Auto Sync database, Updated only selected stock data from UI.

Ticker Service -It deals with live data for stocks and updates into DB.

Scanner Service - It deals with scanning stock on the basis of OHLC and check moving average cross over, checks RIS, and MCAD. and notify UI if any opportunity.  Yet to be completed on the indicator part.


Mediator Service- This is the actual mediator between my UI and underlying service. UI send message to the mediator to start any activity and notify once completed. This helps to send and receive a notification.  



Please share your thoughts, suggestions in a comment if any.



Comments

  1. Thanks for coming up with this architecture. Major comment..

    Instead of scanner service, I would call it a analytics service.

    Minor comment:

    1. Few of the data paths are bidirectional.
    2. I would have a Live OHLC database, Historical OHLC database that are separate
    3. Interface to Auto trading mechanism is not clear. I think, that would require a separate block diagram.

    ReplyDelete
  2. Thanks sar nifty.
    I will consider you comments.

    ReplyDelete

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