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.