Real-Time FastAPI Backend for Market Data & AI Analytics by Fedor GorbunovReal-Time FastAPI Backend for Market Data & AI Analytics by Fedor Gorbunov

Real-Time FastAPI Backend for Market Data & AI Analytics

Fedor Gorbunov

Fedor Gorbunov

Real-Time FastAPI Backend for Market Data & AI Analytics

I designed and built a private real-time backend for collecting, validating, storing, and monitoring minute-level market data. The project is not presented as a trading-profit system. The value is in reliable data infrastructure: source trust, time-series integrity, recovery, observability, and repeatable operational reports.

Problem

Raw data ingestion is not enough for analytical or AI workflows. A live pipeline can silently fail in many ways:
duplicate rows;
missing time ranges;
stale runtime buffers;
broken WebSocket reconnects;
corrupted calculated fields;
partial history after restart;
no clear proof that downstream data is safe to use.
For AI analytics, reports, or decision-support interfaces, this is dangerous. If the data layer is unreliable, every model, dashboard, or report above it becomes questionable.

What I Built

The system ingests external market data, stores both base and calculated rows, maintains ML-ready history, and exposes health/status surfaces for operation and review.
Core flow:
External WS/REST source -> Redis runtime buffers -> MongoDB collections -> Parquet / ML-ready storage -> reports and review UI
I implemented the pipeline around practical reliability concerns:
WebSocket and REST source handling.
Redis runtime buffers for live state.
MongoDB storage for base and derived time-series rows.
Parquet snapshots for offline analysis and ML-ready workflows.
Duplicate/gap controls.
Recovery and recalculation paths after restart or missing history.
Data freshness checks.
Health monitoring for API, WebSocket, Redis, MongoDB, calculation services, and runtime state.
Machine-generated reports for pipeline status and review.

Reliability Model

The system treats the external source as a trust reference. If stored base candles fail validation against source truth, downstream calculations are blocked and recovery/recalculation starts instead of silently continuing with questionable data.
Startup checks verify that runtime dependencies are available before the system is considered healthy:
Redis readiness.
MongoDB readiness.
storage coverage.
service status.
data freshness.
time/sequence continuity.
This creates an operational contour where problems are visible early and can be repaired before they contaminate later analysis.

Stack

Python FastAPI Asyncio REST API WebSocket Redis MongoDB / Motor Parquet Docker Linux / systemd Prometheus / Grafana / Loki concepts ZeroMQ AI-assisted documentation and review

My Role

I handled the architecture and implementation as a systems architect, backend developer, and data pipeline operator.
My work included:
data lifecycle design;
pipeline architecture;
backend/API implementation;
validation and recovery logic;
monitoring and health surfaces;
operational reports;
documentation and run logic.

Result

The result is a continuous time-series backend with source-trust guards, anti-duplicate controls, gap recovery, ML-ready storage, validation views, and operational reporting.
The same engineering pattern is useful outside market data:
API data synchronization;
analytics backends;
internal reporting pipelines;
AI/LLM data preparation;
monitoring and freshness checks;
workflow automation where silent data errors are expensive.

Relevant Services

This project directly supports the services I offer:
AI/API Integration Diagnostic.
OpenAI / FastAPI MVP Fix.
Python Automation for Reports, Docs, or Data Checks.
Backend / Data Pipeline Monitoring Audit.

Not Disclosed

Trading rules, strategy thresholds, proprietary formulas, private calculations, credentials, account data, and sensitive strategy details are intentionally not disclosed.
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Posted May 20, 2026

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