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Live market data via redis



  • I have a redis instance that has market data candles in Redis Streams format. Say for now, it has 15m candles.

    It seems like I need to write my own live market data feed to consume this data. Is there an easy to follow example that shows what exactly I need to do to write a live market data feed? Furthermore, how does the feed "trigger" the strategy?

    I saw oanda however that is really complicated example, and it seems like it uses a Store to get the actual data, and there is no documentation on how a Store interacts with a Feed and what I'm supposed to do if I want to implement a Store. Can this just be done in a feed, given consuming redis is really straightforward?

    Furthermore, what's the best way to schedule these runs? Typically, asyncio is ideal here however, it backtrader does not utilize that. How would I "poll" redis every X minute to check if there is new data, in a way that is compatible with backtrader?

    Greatly appreciate any help.



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