go-fdp & go-trade — Finance Data Proxy and Market Model
Binance historical klines from public S3, DuckDB + Parquet cache, unified cross-exchange market data model.
go-fdp & go-trade — Finance Data Proxy and Market Model
Two complementary Go libraries for market data: a finance data proxy and a unified trading data model.
Repositories:
- github.com/eSlider/go-fdp — Binance historical klines & aggTrades from public S3 → DuckDB + Parquet cache → REST API
- github.com/eSlider/go-trade — cross-exchange model for candles, trades, orders, instruments, symbols, currencies
go-fdp architecture
- Fetch Binance public S3 archives (klines, aggTrades)
- Normalize and cache in DuckDB with Parquet on disk
- Expose REST API for downstream consumers (charts, backtests, sync jobs)
go-trade role
Provides a single Go type system so exchange-specific payloads map to shared structs — used by sync services and trading frontends without duplicating model definitions.
Tech stack
Go · DuckDB · Parquet · Binance API · REST
This post is licensed under CC BY 4.0 by the author.