Quantitative financeProject record · Sep 2026

Quantitative Finance & Markets

Market-signal ingestion and replay

A multi-source signal-ingestion, replay and alerting layer for prediction-market research.

PythonhttpxWebSocketsREST APIsReplayDashboards
Why it sits here. Placed by the scope of implementation, the available contribution evidence, and the distinct technical capability it demonstrates.
06 / Two sides. One uncertain future.STUDY IN SPACE

01 / IMPLEMENTATION & CONTRIBUTION

What the work involves

Donald built source adapters, stream capture and replay, downstream alert sinks, and a live-source dashboard.

Technical depth

REST/WebSocket adapters, normalized source ingestion, reconnect/authentication handling, stream capture, replay and downstream alert interfaces.

The project family

poly

02 / RESULTS

What came out of it

Normalized REST/WebSocket ingestion covers prediction markets, trading venues, and public disclosures, with reconnect handling and replayable streams for downstream research.

03 / SUPPORTING EVIDENCE

Follow the source

Implementation notes, project records, and supporting artifacts.

Source context & project scope

A downstream trading engine is explicitly outside this repository. No signal quality, commercial access entitlement or trading-performance claim. Do not expose session tokens or account integration details publicly.

Defines ingestion scope and explicitly excludes downstream trading.

SOURCE · 2026-09-17

Replay entrypoint exists.

SOURCE · 2026-09-17

394c517 records dashboard; bec372a records replay and alert sinks.

SOURCE · 2026-09-17
CONTINUE IN QUANTITATIVE FINANCE & MARKETS

Technical-indicator evaluation workbench