Overview

Events/sec
14,832
↑ +2.3%
p99 Latency
67ms
✓ healthy
Consumer Lag
42
✓ normal
Anomalies Today
7
⚠ 2 active

Pipeline Architecture

WebSocket feed · live trades & quotes · 5 tickers Polygon.io 6 partitions · idempotent producer · exactly-once Kafka Pydantic schema validation · invalid → SQS DLQ Validation Stream processing · VWAP · z-score · momentum · exactly-once Faust Hot storage · ticker#shard key · 48hr TTL · conditional writes DynamoDB 5 endpoints · rate limited · 1s cache · custom dashboard FastAPI Failed messages · 3 retries → DLQ · 5 DLQ retries → S3 archive SQS DLQ Isolation Forest · rolling retrain · 0.3ms inference Anomaly ML Precomputed features · DynamoDB · 7-day TTL Feature Store Cold storage · Hive partitioning · Snappy compression · Athena S3 Parquet 60s temporal join News polling · 60s interval · 5 tickers · deduplication Finnhub API Separate topic · low frequency · independent scaling Kafka market.news <1ms inference · compound score -1.0 to +1.0 VADER Sentiment Joins sentiment + volume z-score · 60s temporal window Correlator Sentiment store · 30-day TTL · strong correlation flagging DynamoDB market_sentiment
Python 3.11Apache KafkaFaustAWS DynamoDBAWS S3AWS SQSScikit-learnFastAPIDocker
Recent Anomalies All →
System Health

API Reference

GET/quotes/{ticker}
GET/aggregations/{ticker}
GET/anomalies/{ticker}
GET/features/{ticker}
GET/health
GET/sentiment/{ticker}

GET /quotes/{ticker} Try it ▶

Returns the latest trade for a given ticker symbol.

Parameters

ticker — string, required — Stock ticker (e.g. AAPL)

Response 200

{
  "ticker": "AAPL",
  "price": 250.12,
  "volume": 1250,
  "timestamp": "2025-02-22T14:32:01.123Z",
  "sequence_number": 8472910
}

Live Data

AAPL NVDA MSFT AMZN TSLA

Latest Quote — AAPL

$250.12
↑ +0.34% · 14:32:01
Vol: 1,250 · VWAP: $249.84

Aggregations

VWAP (1min) $249.84
VWAP (5min) $249.31
Volume Z-Score +1.84
Momentum +0.18%

Feature Vector

vwap_5min $249.31
volume_zscore +1.84
price_momentum +0.18%
trade_frequency 47/min
bid_ask_spread $0.02
updated_at 14:32:01
News Sentiment

Price (last 60s)

Pipeline Status

Polygon.io
WebSocket: UP · Events: 14,832/sec
Kafka Broker
Lag: 42 msgs · 6 partitions
Faust Worker
Processing · 14,832 e/s
DynamoDB
Write p99: 18ms · Throttles: 0
S3 Storage
Last flush: 3m · 2.3 GB
Dead Letter Q
Depth: 0 · Retries: 0

Throughput (last 10 min)

Consumer Lag

Anomalies

Total Anomalies: 7 · High Severity: 2 · Most Active: TSLA (3)
All AAPL NVDA MSFT AMZN TSLA