ruflo-market-data

Market data ingestion -- feed normalization, OHLCV vectorization, and HNSW-indexed pattern matching.

Overview

Ingests market data from REST APIs and WebSocket feeds, normalizes to OHLCV vectors with consistent scaling, and vectorizes candlestick patterns for HNSW similarity search. Detects single-candle (doji, hammer) and multi-candle (engulfing, morning star, head & shoulders) formations with reliability scoring.

Installation

claude --plugin-dir plugins/ruflo-market-data

Agents

| Agent | Model | Role | |-------|-------|------| | data-engineer | sonnet | Ingest market feeds, normalize OHLCV, vectorize candlestick patterns, HNSW-indexed pattern matching |

Skills

| Skill | Usage | Description | |-------|-------|-------------| | market-ingest | /market-ingest <symbol> [--source api] | Ingest and normalize market data into OHLCV vectors with HNSW indexing | | market-pattern | /market-pattern <symbol> [--period 1D] | Detect and classify candlestick patterns from ingested data |

Commands (5 subcommands)

market ingest <symbol> [--period 1D]    # Ingest and normalize OHLCV data
market patterns <symbol>                 # Detect candlestick patterns
market search <pattern-name>             # Search historical pattern occurrences
market history <symbol>                  # Show ingestion history and data coverage
market compare <sym1> <sym2>             # Compare pattern profiles between symbols

OHLCV Normalization

| Field | Normalization | |-------|--------------| | Open | Relative to previous close: (open - prev_close) / prev_close | | High | Relative to open: (high - open) / open | | Low | Relative to open: (low - open) / open | | Close | Relative to open: (close - open) / open | | Volume | Z-score: (vol - mean_vol) / std_vol |

Pattern Library

| Pattern | Type | Candles | Reliability | |---------|------|---------|-------------| | Doji | Reversal | 1 | Medium | | Hammer | Reversal | 1 | Medium-High | | Engulfing | Reversal | 2 | High | | Morning/Evening Star | Reversal | 3 | High | | Three White Soldiers | Continuation | 3 | High | | Head & Shoulders | Reversal | 5-7 | Very High | | Double Top/Bottom | Reversal | Variable | High |

Each pattern is encoded as a 64-dimension padded vector for HNSW indexing.

Compatibility

• CLI: pinned to @claude-flow/cli v3.6 major+minor.
• Verification: bash plugins/ruflo-market-data/scripts/smoke.sh is the contract.

Namespace coordination

This plugin owns two AgentDB namespaces (kebab-case, follows the convention from ruflo-agentdb ADR-0001 §"Namespace convention"):

• market-data — normalized OHLCV vectors per symbol+date
• market-patterns — detected candlestick patterns with reliability scores

Both accessed via memory_* (namespace-routed). Reserved namespaces (pattern, claude-memories, default) MUST NOT be shadowed.

Routing note: Earlier versions of these skills used agentdb_hierarchical-* and agentdb_pattern-* with namespace arguments — those tool families route by tier/ReasoningBank and ignore namespace strings. ADR-0001 fixed the skills to use memory_* for namespaced reads/writes.

Verification

bash plugins/ruflo-market-data/scripts/smoke.sh
# Expected: "11 passed, 0 failed"

Architecture Decisions

• ADR-0001 — ruflo-market-data plugin contract (3 functional bug fixes + namespace coordination + smoke as contract)

Related Plugins

• ruflo-agentdb — namespace convention owner; defines the routing rules ADR-0001 fixes violations of
• ruflo-neural-trader -- Consumes market patterns as strategy signals
• ruflo-ruvector -- HNSW indexing engine for pattern similarity search
• ruflo-observability -- Data feed health and ingestion latency dashboards

License

MIT

As a mod

This plugin ships a function-hook mod (ADR-445, hooks/register.ts). It makes no network call, spawns no process and makes no model call.

• Guard (tighten-only, on by default): Refuses writes to a market* namespace (memory_store, agentdb_pattern-store, agentdb_hierarchical-store, ruvllm_hnsw_add) that hold a key or token, or a feed URL with a credential in its query string or as user:pass@host. Other namespaces are untouched. A refusal never echoes the secret.
• /market-mod: status, recent, tools (which of this plugin's tools are connected) and scan <text> (would the guard refuse it). Answered locally.
• Status file: .claude-flow/market-mod/status.json ({version: 1, updatedMs, guard, calls, total, blocked, recent}, counters only, never tool input), written at session start and after every call to this plugin's tools.

Options (userConfig): guard (on).

Test it: claude plugin validate plugins/ruflo-market-data, claude plugin test plugins/ruflo-market-data, bash plugins/ruflo-market-data/scripts/smoke.sh.