Real-Time Market Scanner
A scanner that ingests live market data and surfaces setups as they form — the tool I wished existed off the shelf, built correctness-first.
Stack
Problem
Off-the-shelf scanners only match a fixed menu of setups, run on a delay, and quietly fire on bad ticks. I couldn't define my own rules or trust the data.
Idea
A streaming pipeline where I define setups as composable rules, evaluated in real time on a feed I've made trustworthy first.
Why I'm building it
I wrote up the thinking behind this in Building My Own Market Scanner. Short version: a great scanner is a data-engineering project with a trading skin, and I wanted one I could actually trust and extend.
Current state
- ✅ WebSocket ingest with reconnect + gap detection
- ✅ Bar alignment and split/halt handling
- 🔨 Incremental indicator engine (VWAP, RSI, relative volume)
- ⏳ Rule matcher + alert delivery
- ⏳ Web UI for defining setups
Development log
2026-08-08 — Reconnects were silently dropping the first few seconds of ticks. Fixed by rehydrating per-symbol state before resuming evaluation.
2026-07-30 — Moved indicators from batch recompute to incremental updates. ~40x less CPU intraday.
Lessons so far
The data layer is 80% of the work and 100% of the trust. Every "bug" so far has been a data-correctness problem wearing a strategy costume.