E9sMetaStore - Trading Actors Metastore

E9sMetaStore is a comprehensive management system for trading actors, their parameters, backtest results, and live trading data. Built with Node.js, TypeScript, and PostgreSQL.

Features

• Complete CRUD operations for trading actors
• Parameter management for different actor configurations
• Backtest results storage and analysis
• Live trading tracking and monitoring
• RESTful API for integration with other systems

Stuff Used

• Backend: Node.js, Express, TypeScript
• Database: PostgreSQL with JSONB for flexible schema components
• Authentication: JWT-based authentication
• Logging: Winston
• Security: Helmet middleware, CORS, input validation

Prerequisites

• Node.js (v16 or higher)
• PostgreSQL (v12 or higher)
• npm or yarn

Installation

1. Wake up

2. Install dependencies:

   npm install
   

3. Create a PostgreSQL database:

   CREATE DATABASE e9s_metastore;

4. Set up environment variables:

   cp .env.example .env
   

   Then edit the .env file with your PostgreSQL credentials.

5. Run the database migrations:

    psql -U your_postgres_user -d e9s_metastore -f src/db/migrations/001_init.sql
   

   example

   psql postgres://user:pass@localhost:5432/e9s_metastore -f src/db/migrations/001_init.sql
   

6. Build the TypeScript code:

   npm run build
   

7. Start the server:

   npm start
   

   For development with hot-reload:

   npm run dev
   

API Routes

Actors

• GET /api/actors - Get all actors (with filtering options)
• GET /api/actors/:id - Get a single actor
• POST /api/actors - Create a new actor
• PUT /api/actors/:id - Update an actor
• DELETE /api/actors/:id - Delete an actor

Parameters

• GET /api/parameters - Get all parameters (with filtering)
• GET /api/parameters/:id - Get a single parameter set
• POST /api/parameters - Create a new parameter set
• PUT /api/parameters/:id - Update a parameter set
• DELETE /api/parameters/:id - Delete a parameter set

Backtests

• GET /api/backtests - Get all backtest results (with filtering)
• GET /api/backtests/:id - Get a single backtest result
• POST /api/backtests - Create a new backtest result
• DELETE /api/backtests/:id - Delete a backtest result

Live Trading

• GET /api/live-trades - Get all live trading instances
• GET /api/live-trades/:id - Get a single live trading instance
• POST /api/live-trades - Create a new live trading instance
• PUT /api/live-trades/:id - Update a live trading instance
• DELETE /api/live-trades/:id - Delete a live trading instance

Example Usage

Creating a new actor

curl -X POST http://localhost:5000/api/actors \
  -H "Content-Type: application/json" \
  -d '{
    "name": "MA Crossover Actor",
    "description": "Moving average crossover trading actor",
    "author": "trading_team",
    "version": 1.0,
    "status": "development",
    "tags": ["trend-following", "technical", "equities"],
    "risk_profile": {
      "maxDrawdown": 15,
      "sharpeTarget": 1.5,
      "maxPositionSize": 5
    }
  }'

Structure

src/
├── config/
│   ├── database.ts        # PostgreSQL connection configuration
│   ├── server.ts          # Server configuration
│   └── logger.ts          # Logging configuration
├── db/
│   ├── migrations/        # SQL migrations for database schema
│   │   ├── 001_init.sql   # Initial schema creation
│   │   └── ...            # Future migrations
│   ├── pool.ts            # PostgreSQL connection pool
│   └── queries/           # SQL query helper functions
│       ├── actors.ts      # Actor-related queries
│       ├── parameters.ts  # Parameters-related queries
│       ├── backtests.ts   # Backtest-related queries
│       └── live_trades.ts # Live trade-related queries
├── types/
│   ├── actor.ts           # Actor types
│   ├── parameter.ts       # Parameter types
│   ├── backtest.ts        # Backtest types
│   └── live_trade.ts      # Live trade types
├── controllers/
│   ├── actorController.ts     # Controllers for actor operations
│   ├── parameterController.ts # Controllers for parameters operations
│   ├── backtestController.ts  # Controllers for backtest operations
│   └── liveTradeController.ts # Controllers for live trading operations
├── routes/
│   ├── actorRoutes.ts     # API routes for actors
│   ├── parameterRoutes.ts # API routes for parameters
│   ├── backtestRoutes.ts  # API routes for backtest results
│   └── liveTradeRoutes.ts # API routes for live trading
├── middleware/
│   ├── auth.ts            # Authentication middleware
│   ├── validation.ts      # Request validation middleware
│   └── errorHandler.ts    # Error handling middleware
├── services/
│   ├── actorService.ts    # Business logic for actors
│   ├── backtestService.ts # Business logic for backtests
│   └── analyticsService.ts # Performance analytics service
├── utils/
│   └── helpers.ts         # Helper functions
├── app.ts                 # Express application setup
└── server.ts              # Server entry point