ruvnet--ruflo/plugins/ruflo-market-data

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