Prototype
2026Self-reported, private repository. The 500+ ticks/s and sub-50 ms figures have no public benchmark script yet.

Divergence Detector (Advanced)

Event-driven market scanner built on WebSocket feeds

Media & Demos

Role

Developer

Period

2026

Category

trading

Overview

An event-driven market scanner that reads WebSocket feeds and flags divergences between price and momentum indicators, with a dashboard built on TradingView Lightweight Charts. Throughput figures are self-reported from my own runs (see the evidence note).

Key Highlights

  • Multi-indicator analysis: compares momentum indicators against price for conflicting signals
  • Signal generation from raw WebSocket feeds (latency figure self-reported, not independently measured)
  • Filtering rules intended to reduce false positives in ranging markets
  • Dashboard with chart integration
  • A long continuous backtest was run on a 16 vCPU VM; results are not published

Tech Stack

Python / FastAPI
React / Tailwind
TradingView Lightweight Charts
WebSockets
Redis
Pandas / NumPy

What I Learned

Market data is messy and regimes change, so a backtest is evidence about the past, not a promise about the future. The backtest for this scanner ran for almost a month on a 16 vCPU VM. No profitability claim is made here, and I have not published the results.