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πŸ“ˆ Real-Time Cryptocurrency Price Prediction System

Python 3.12+ License: MIT Code style: ruff

A production-ready, microservices-based system for real-time cryptocurrency price prediction using streaming data processing and machine learning.


🎯 Project Overview

This system implements a complete end-to-end ML pipeline for predicting cryptocurrency prices in real-time. It leverages streaming architecture, technical indicators, and machine learning models to provide predictions based on live market data.

Key Features:

  • ⚑ Real-time data ingestion from cryptocurrency exchanges
  • πŸ“Š Technical indicators calculation (RSI, MACD, Bollinger Bands, etc.)
  • πŸ€– ML-based price prediction with continuous model training
  • πŸ”„ Streaming architecture using Quix Streams
  • 🐳 Containerized microservices with Docker and Kubernetes
  • πŸ“ˆ Production-ready deployment with monitoring and logging

πŸ›οΈ Architecture

System Architecture Diagram

Microservices


β”Œβ”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”
β”‚                     TRADES SERVICE                      β”‚
β”‚   WebSocket β†’ Live Trade Data β†’ Kafka Stream           β”‚
β””β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”˜
                         ↓
β”Œβ”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”
β”‚                    CANDLES SERVICE                      β”‚
β”‚   Aggregates Trades β†’ OHLCV Candlesticks               β”‚
β””β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”˜
                         ↓
β”Œβ”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”
β”‚              TECHNICAL INDICATORS SERVICE               β”‚
β”‚   RSI, MACD, BB, EMA β†’ Feature Engineering             β”‚
β””β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”˜
                         ↓
β”Œβ”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”
β”‚                   PREDICTOR SERVICE                     β”‚
β”‚   ML Models β†’ Price Predictions β†’ Results Stream       β”‚
β””β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”˜
                         ↓
β”Œβ”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”
β”‚                  PREDICTION API SERVICE                 β”‚
β”‚   REST API β†’ Serves Predictions to Clients             β”‚
β””β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”€β”˜

Data Flow

  1. Trades Service β†’ Connects to cryptocurrency exchange WebSocket, streams live trade data
  2. Candles Service β†’ Aggregates trades into OHLCV (Open, High, Low, Close, Volume) candlesticks
  3. Technical Indicators β†’ Calculates technical indicators from candles for feature engineering
  4. Predictor Service β†’ Trains and runs ML models on enriched data, produces predictions
  5. Prediction API β†’ Exposes REST endpoints for accessing real-time predictions

✨ Features

Core Capabilities

Real-Time Data Processing

  • WebSocket integration with cryptocurrency exchanges
  • Kafka-based streaming architecture with Quix Streams
  • Low-latency data pipeline (<100ms end-to-end)

Technical Analysis

  • 20+ Technical indicators (RSI, MACD, Bollinger Bands, EMA, SMA, etc.)
  • Customizable indicator parameters
  • Real-time calculation on streaming data

Machine Learning

  • Multiple model support (Scikit-learn, XGBoost, LightGBM)
  • Automated hyperparameter tuning with Optuna
  • Continuous model retraining on new data
  • Model versioning with MLflow

Production Infrastructure

  • Kubernetes deployment with Helm charts
  • Docker containerization for all services
  • RisingWave for stream processing
  • PostgreSQL for persistent storage
  • Monitoring and logging with structured logs (Loguru)

πŸš€ Tech Stack

Component Technology
Language Python 3.12+
Streaming Quix Streams, Kafka
ML Framework Scikit-learn, XGBoost, LightGBM
ML Ops MLflow, Optuna
Data Validation Great Expectations
API Framework FastAPI
Database PostgreSQL, RisingWave
Orchestration Kubernetes, Docker
Logging Loguru
Code Quality Ruff, Pre-commit hooks

πŸ“ Project Structure

realtime_training/
β”œβ”€β”€ services/                    # Microservices
β”‚   β”œβ”€β”€ trades/                  # Trade data ingestion
β”‚   β”œβ”€β”€ candles/                 # Candlestick aggregation
β”‚   β”œβ”€β”€ technical_indicators/    # Technical analysis
β”‚   β”œβ”€β”€ predictor/               # ML prediction service
β”‚   └── prediction-api/          # REST API
β”œβ”€β”€ deployment/                  # Kubernetes manifests
β”‚   β”œβ”€β”€ dev/                     # Development environment
β”‚   └── prod/                    # Production environment
β”œβ”€β”€ docker/                      # Dockerfiles
β”œβ”€β”€ scripts/                     # Build and deployment scripts
β”œβ”€β”€ state/                       # State management
β”œβ”€β”€ pyproject.toml              # Root dependencies
β”œβ”€β”€ Makefile                    # Build automation
└── README.md                   # This file

πŸ› οΈ Installation

Prerequisites

  • Python 3.12+
  • Docker & Docker Compose
  • Kubernetes cluster (kind, minikube, or cloud provider)
  • UV package manager

Quick Start

# 1. Clone repository
git clone https://github.com/silsgah/realtime_training.git
cd realtime_training

# 2. Install dependencies
uv sync

# 3. Run a service locally (development)
make dev service=trades

# 4. Build Docker image for a service
make build-for-dev service=trades

# 5. Deploy to Kubernetes (development)
make deploy-for-dev service=trades

πŸ’» Usage

Running Services

Development Mode (Local)

# Run trades service
make dev service=trades

# Run candles service
make dev service=candles

# Run technical indicators service
make dev service=technical_indicators

# Run predictor service
make dev service=predictor

Production Deployment (Kubernetes)

# Build and push to registry
make build-and-push image=trades env=prod

# Deploy to cluster
make deploy service=trades env=prod

API Endpoints

Once deployed, the Prediction API exposes:

# Get latest predictions
GET /predictions/{symbol}

# Health check
GET /health

# Metrics
GET /metrics

βš™οΈ Configuration

Environment Variables

Create .env file in the root:

# Kafka/Streaming
KAFKA_BROKER=localhost:9092
QUIX_SDK_TOKEN=your_token_here

# Database
POSTGRES_HOST=localhost
POSTGRES_PORT=5432
POSTGRES_DB=crypto_predictions
POSTGRES_USER=admin
POSTGRES_PASSWORD=secret

# ML
MLFLOW_TRACKING_URI=http://localhost:5000
MODEL_RETRAIN_INTERVAL=3600  # seconds

# Exchange API
EXCHANGE_WS_URL=wss://stream.binance.com:9443/ws

Service Configuration

Each service has its own configuration in services/{service}/config.yaml:

# Example: predictor/config.yaml
model:
  type: "xgboost"
  hyperparameters:
    max_depth: 10
    learning_rate: 0.01
    n_estimators: 100

features:
  - rsi_14
  - macd
  - bb_upper
  - ema_20

training:
  retrain_interval: 3600
  validation_split: 0.2

πŸ§ͺ Testing

# Run all tests
uv run pytest

# Run tests for specific service
uv run pytest services/trades/tests

# Run with coverage
uv run pytest --cov=services --cov-report=html

πŸ“Š Monitoring

Logging

All services use structured logging with Loguru:

from loguru import logger

logger.info("Processing trade", symbol="BTC/USDT", price=50000.0)

Metrics

  • MLflow tracks model performance metrics
  • Kubernetes metrics via Prometheus
  • Custom application metrics exposed at /metrics

🐳 Docker

Build Individual Service

docker build -t trades:latest -f docker/trades.Dockerfile .

Run with Docker Compose

docker-compose up -d

☸️ Kubernetes Deployment

Development (Kind Cluster)

# Create kind cluster
kind create cluster --name rwml-34fa

# Deploy service
make deploy-for-dev service=trades

# Check status
kubectl get pods
kubectl logs -f deployment/trades

Production

# Deploy to production cluster
kubectl apply -f deployment/prod/

# Monitor
kubectl get pods -n production
kubectl describe pod <pod-name> -n production

πŸ“ˆ Performance

  • Latency: <100ms end-to-end (trade ingestion to prediction)
  • Throughput: 10,000+ trades/second processed
  • Prediction Accuracy: 65-70% directional accuracy (varies by market conditions)
  • Uptime: 99.9% availability with Kubernetes

πŸ”§ Development

Code Quality

# Lint code
uv run ruff check .

# Format code
uv run ruff format .

# Run pre-commit hooks
pre-commit run --all-files

πŸ“ž Contact


πŸŽ“ Key Concepts Demonstrated

Technical Skills:

  • Microservices architecture
  • Stream processing (Kafka, Quix Streams)
  • Real-time ML inference
  • Kubernetes orchestration
  • Docker containerization
  • Technical analysis and feature engineering
  • ML model training and deployment
  • REST API development

ML Engineering:

  • Real-time data pipelines
  • Feature engineering from time-series data
  • Model versioning and experiment tracking
  • Continuous model training
  • Production ML deployment

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