Lorne's Avengers

app-orchestration-plan.md

1. Orchestration for Algorithmic FX trading system

Hulk

Abstract layer for Forex Broker integration (already support FXCM and OANDA)

1. Broker and account
2. Instrument and constants
3. Real-time price streaming
4. History price data
5. Order & trade execution
6. Fix protocol trader (phase 2)

Quicksilver

Event-driven trading platform

1. Event type definition
2. Support runtime pluggable event handler
3. Support runtime debug
4. Tick price streaming with Hulk
5. Broker account integration
6. Backtesting
7. Provide launcher to Vision

Vision

Portfolio & investment management, brain of whole FX trading ecosystem

1. Broker
2. Account
3. instrument
4. Order
5. Report
6. Strategy management(with Ironman)

Ironman

Jupyter-notebook works to develop trading strategy by Machine Learning

1. History data get via Hulk
2. Data clean, outlier remove
3. Feature engineering
4. Model training
5. Hyper-parameters optimization via tpot and optunity
6. Experiment management via MLFlow (phase 2)

JARVIS

Notification service via SMS,EMail,Telegram, Weixin

1. API integration with Telstra, Aliyun, Telegram Bot, Weixin MP
2. Token protected REST API (phase 2)
3. RPC interface which could be invoked by other application

2. Orchestration for ASX prediction & ranking system

Hawkeye

1. Weekly ranking platform for Australia share market
2. Split data scraping into SpiderMan
3. Integrate notification with JARVIS

SpiderMan

1. Stock data scraping and ETL for each markets

Orchestration for AU-CN Ecommerce platform

Thor

E-commerce shop mall support Weixin & Weibo login

Antman

AU-CN parcel tracking system.