Ark Streams
Sensory System & Quantitative Ingestion Pipeline (Nexus Quant)
Project Overview
Serves as the acquisition and primary processing layer (the 'Sensory System') of Nexus Quant. It consumes high-frequency feeds (Order Book L2/L3, trades, and liquidations) via parallel WebSockets from Binance, OKX, and Bitget. The pipeline calculates advanced analytical indicators by Bill Williams (Alligator, AO, AC, MFI) within microseconds and emits operational signals to feed the rest of the quantitative trading infrastructure and the Nexus Terminal.
Architecture & Implementation
Concurrent collectors written in Go connect directly to exchange APIs and stream market data into NATS JetStream queues. The FractalEngine consumes these low-latency queues in-memory, computes mathematical indicators on-demand, and publishes operational signals and logs to specialized NATS subjects for execution and time-series archiving in InfluxDB.
Live Demo
Access the online demo or project page.