High-Performance Market Data Infrastructure for Trading Systems

Why We Built It

Trading systems require more than speed. They demand precision, scale, and architectural resilience. To meet these needs, we engineered the EdgeCore Database Module, a high-performance, enterprise-ready data layer designed to store, transform, and serve time-series trading data at scale.

Built on PostgreSQL with TimescaleDB extensions, this module supports everything from real-time execution to historical strategy testing across millions of trades.

Enterprise-First Architecture

EdgeCore's dual-database architecture separates raw trade data from aggregated OHLCV candles, optimizing for both granularity and query performance. TimescaleDB hypertables allow efficient time-series operations, while our connection pooling infrastructure ensures consistent performance under heavy read/write load.

Key components include:

  • TimescaleDB for hypertable-based time-series optimization.
  • Trade and Candle Models to support both tick-level and timeframe-based storage.
  • SQLAlchemy + psycopg2 dual interfaces for flexible querying.
  • DatabaseConnectionManager to orchestrate pooled, fault-tolerant connections.

Performance at Scale

Designed for high-volume ingestion and access, the module supports:

  • Real-time synchronization of tick and OHLCV data from exchanges like Binance.
  • Resampling of raw trades into timeframes (e.g. 1m, 5m, 1h).
  • Candle cleaning utilities to sanitize, fill, and de-duplicate records.
  • Bulk insertions to improve efficiency and minimize write latency.

Data Pipeline & Flow

Ingestion: Exchange data is fetched and categorized into trades or OHLCV formats.
Transformation: Tick data is resampled into candles; incomplete or duplicate data is removed.
Storage: Trades and candles are stored in separate hypertables, indexed by timestamp and symbol.
Retrieval: The strategy engine accesses this data via optimized queries for backtesting and live trading.

Governance & Maintainability

  • Database migrations are handled with precision using SQLAlchemy and a modular schema directory.
  • Singleton access patterns ensure safe, shared access to persistent storage.
  • Detailed logging and exception handling make debugging and rollback seamless.

Real-World Use Cases

  • Enables historical and live trading for our institutional-grade EdgeCore engine.
  • Supports real-time dashboards, AI model training, and strategic backtests.
  • Powers Truso and AlgoEdge with fast, reliable access to multi-asset trade and candle data.

Why It Matters

This is more than a database. It’s the foundation for informed decision-making, accurate PnL tracking, and scalable trading automation. With EdgeCore’s Database Module, we bridge the gap between raw data and real intelligence—with speed, clarity, and enterprise-grade reliability.

Ready to Start Your Project?

At Deploi, we're ready to turn your vision into reality efficiently and transparently. Contact us today to discuss your project needs and discover how we can help you achieve your goals within your budget.

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