Work-in-progress: An algorithmic trading system consisting of 8 repos:

• algo_system_deployment
• backtesting_ms
• stonk-value-forecasting-model
• market_sentiment_ms
• market_data_ms
• LiveCoinWatch
• algo-trader-ms
• algo_trading_ui

Flask, SciKit, Backtesting.py, TA, TA-Lib, Angular, SQLite3, and Docker:

• ui: Angular UI presents performance of cryptocurrencies
• backtesting_microservice: Flask API to run backtesting of strategy - libraries/dependencies: backtesting.py, and technical analysis: TA/TA-Lib.
• mdi_microservice: MDI (Market data and indicators) Microservice - Flask API to fetch market data from OKX, CoinGecko, and my LiveCoinWatch library which is an interface to the LiveCoinWatch API, deployed to PyPi.
• sentiment_microservice: Flask API to scrape X/Twitter and determine sentiment.

There are 4 Docker containers:

• 3 x Flask/Uwsgi - Flask web application with uwsgi
• 1 x Angular/Nginx - Angular web client

These containers built by separate Dockerfiles, created and connected with Docker Compose, and expand upon the respective official images from Docker Hub.

• The Docker Compose file is used to build and host app: docker-compose.yml to create containers and run the app. Several versions, i.e. for different environments.
• External requests hit the nginx web server's port 80, and the response is by Angular or Flask depending on the URL. Reverse proxy (nginx) - web server, and reverse proxy. External user hits the nginx - distributes request to UI or a microservice.
• /api is sent to Flask docker container (port 5000; as per the nginx.conf file. nginx is aware of both the Angular and Flask services.)
• Flask container connects via port 1234 to the database.

NB. Setup the UI before Docker Compose: [Angular Prerequisites] (https://github.com/angular/angular-cli#prerequisites) - that being, Docker, node, npm and angular-cli.

• Navigate to the ui directory.
• Execute ng build; and with --prod to create a production build for Angular.

Execute following commands:

• Run with (watch): docker compose up --build --wait && docker compose alpha watch
• docker compose watch docker-compose.yml && docker compose up
• docker-compose -f docker-compose.yml up --build
• Without cache docker-compose build --no-cache

Open Browser and type following URLs:

• localhost - the welcome message from Angular and a backend default message.
• localhost/api - the welcome message from Flask.
• localhost/api/ping - sample json from Flask.

Cleaning Docker: Prune Docker regularly:

• docker system prune
• docker rmi $(docker images | awk '/^<none>/ {print $3}')

Seperated to improve load time (thus if changes are made, not always need to reload whole back-end, or install to container dependencies of other microservices.) WIP: Sentiment scraping, sentiment analysis, LLM, etc..

There are 3 Flask apps, each of which includes tests setup, configs and settings files, Dockerfile for running the Flask container, etc..

• Flask - Back-End Python framework.
• .env variable: Environment variables for Flask and SQLite3. Several versions, i.e. for different environments.
• Optimised for large scale app structure, with Blueprints, application factory and several configs that can be extended from this seed project to any Prod-ready app.
• uwsgi - WSGI server - direct support for popular NGINX web
• Flask code Testing.

Dependencies Setup (Mac)

TA-LIB:

brew install ta-lib
export TA_INCLUDE_PATH="$(brew --prefix ta-lib)/include"
export TA_LIBRARY_PATH="$(brew --prefix ta-lib)/lib"
pip install ta-lib