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Market-Stream

This is a proof-of-concept for building a low-latency stream processing service on Raspberry-Pi with Docker. The project is deployed via docker-compose and builds a TimescaleDB record store, Grafana dashboard, and async websocket client that pulls market/crypto data from Alpaca. Feed latency is approximately 100ms, but could be massively improved with some simple code improvements.

Dashboard

Deployment

  1. Replace the keys values in the secrets/*.env.placeholder files with your environment secrets/configs/tokens. The Alpaca API token will require you to set up a free account with Alpaca
  2. Install Docker and docker-compose on your Raspberry Pi
  3. Create a docker volume to match the docker-compose file (e.g. market-data)
  4. From the project directory, run docker-compose build && docker-compose up -d
    • The first time I ran the docker-compose script, I changed the alpaca-client entrypoint to "poetry run python /app/main.py reset-database" to initialize the database tables. Once the tables are built, change the entrypoint back to python /app/main.py start_crypto_client
  5. Once deployed, grafana will start a service on <machine_ip>:3000.