Upstox Market Data Backend

Overview

This backend service provides APIs and automated processes to fetch, aggregate, and store important market data metrics for financial instruments using Upstox market data.

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Current Features

1. Sync 52-Week Stats (/sync-52week-stats)

• Fetches historical candle data (1 year) for a list of instruments.
• Calculates 52-week high and low prices for each instrument.
• Computes technical metrics such as 10-day, 21-day, and 50-day Exponential Moving Averages (EMA).
• Aggregates and stores these statistics in a PostgreSQL database.
• Uses upsert operations to keep the data updated.

2. Daily Sync API for Current Day Candles (/sync-daily-stats)

• Accepts current day candle data per instrument.
• Updates 10/21/50 day EMA values incrementally using previous day's EMA from DB.
• Checks and updates 52-week high/low if today's prices exceed stored values.
• Enables precise daily updates without re-fetching full historical data.

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Upcoming Features / Enhancements (Placeholders)

• [ Ref ] - For daily sync kindly check the syncup already happened or not.
• [ Ref ] - To reduce Read/Write cost, take the sync locally and import the data directly through mongo compass
• [ Func ] - Add one more column called +-4% moves in last 21 days
• [ Func ] - Add one more column dollar volume trade value -> closePrice * volume