OmegaFin

This open-source project is designed for gathering, processing, and analyzing financial data. Whether you're interested in real-time tick data, historical OHLC data, or using processed data to train machine learning models, OmegaFin offers the tools you need.

Overview

OmegaFin is composed of several components that work together to manage and analyze financial data:

Main App

The core of OmegaFin handles the following processes:

• Live Data via FIX Protocol:

  • Data Collection: Retrieves live tick data using the FIX protocol and stores it in Redis.
  • Data Cleaning: Cleans the live data and saves the cleaned version in another Redis instance.

• Data Engineering:

  • Processes both live and historical data, performs feature engineering, and stores the processed data in a PostgreSQL database with TimescaleDB for efficient time-series management.

• Historical Data Handling:

  • Item Listing: Generates a list of all available items, such as forex pairs.
  • Pair Enabling: Users can enable specific pairs, prompting the system to retrieve all historical OHLC (Open, High, Low, Close) data for all timeframes.
  • Data Storage: Historical data is saved to Redis, where it undergoes feature engineering.

• Scheduler: Runs every minute to update historical OHLC data, ensuring that the system always has up-to-date information.

• Windows Agent Integration:

  • Socket Connection: The main app can connect to a Windows Agent via socket. The agent serves as a bridge to MetaTrader 5 (MT5), sending data from MT5 to the server.
  • Order Management: The agent also accepts requests from the server to place orders, enabling seamless trading operations.

Ctrader Open API Credentials

To access historical data, you need credentials from the Ctrader Open API. The process to obtain these credentials is free:

1. Visit the Ctrader Open API.
2. Sign up for an account if you don't have one.
3. Create an application to obtain your Client ID and Client Secret.
4. set credentials as environment variables in .env.