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ruflo-market-data

Market data ingestion -- feed normalization, OHLCV vectorization, and HNSW-indexed pattern matching.

Overview

Ingests market data from REST APIs and WebSocket feeds, normalizes to OHLCV vectors with consistent scaling, and vectorizes candlestick patterns for HNSW similarity search. Detects single-candle (doji, hammer) and multi-candle (engulfing, morning star, head & shoulders) formations with reliability scoring.

Installation

claude --plugin-dir plugins/ruflo-market-data

Agents

Agent Model Role
data-engineer sonnet Ingest market feeds, normalize OHLCV, vectorize candlestick patterns, HNSW-indexed pattern matching

Skills

Skill Usage Description
market-ingest /market-ingest <symbol> [--source api] Ingest and normalize market data into OHLCV vectors with HNSW indexing
market-pattern /market-pattern <symbol> [--period 1D] Detect and classify candlestick patterns from ingested data

Commands (5 subcommands)

market ingest <symbol> [--period 1D]    # Ingest and normalize OHLCV data
market patterns <symbol>                 # Detect candlestick patterns
market search <pattern-name>             # Search historical pattern occurrences
market history <symbol>                  # Show ingestion history and data coverage
market compare <sym1> <sym2>             # Compare pattern profiles between symbols

OHLCV Normalization

Field Normalization
Open Relative to previous close: (open - prev_close) / prev_close
High Relative to open: (high - open) / open
Low Relative to open: (low - open) / open
Close Relative to open: (close - open) / open
Volume Z-score: (vol - mean_vol) / std_vol

Pattern Library

Pattern Type Candles Reliability
Doji Reversal 1 Medium
Hammer Reversal 1 Medium-High
Engulfing Reversal 2 High
Morning/Evening Star Reversal 3 High
Three White Soldiers Continuation 3 High
Head & Shoulders Reversal 5-7 Very High
Double Top/Bottom Reversal Variable High

Each pattern is encoded as a 64-dimension padded vector for HNSW indexing.

Compatibility

  • CLI: pinned to @claude-flow/cli v3.6 major+minor.
  • Verification: bash plugins/ruflo-market-data/scripts/smoke.sh is the contract.

Namespace coordination

This plugin owns two AgentDB namespaces (kebab-case, follows the convention from ruflo-agentdb ADR-0001 §"Namespace convention"):

  • market-data — normalized OHLCV vectors per symbol+date
  • market-patterns — detected candlestick patterns with reliability scores

Both accessed via memory_* (namespace-routed). Reserved namespaces (pattern, claude-memories, default) MUST NOT be shadowed.

Routing note: Earlier versions of these skills used agentdb_hierarchical-* and agentdb_pattern-* with namespace arguments — those tool families route by tier/ReasoningBank and ignore namespace strings. ADR-0001 fixed the skills to use memory_* for namespaced reads/writes.

Verification

bash plugins/ruflo-market-data/scripts/smoke.sh
# Expected: "11 passed, 0 failed"

Architecture Decisions

Related Plugins

  • ruflo-agentdb — namespace convention owner; defines the routing rules ADR-0001 fixes violations of
  • ruflo-neural-trader -- Consumes market patterns as strategy signals
  • ruflo-ruvector -- HNSW indexing engine for pattern similarity search
  • ruflo-observability -- Data feed health and ingestion latency dashboards

License

MIT