TA-Crypto -- Data Inventory (Mar 28, 2026)

Status: FULLY BUILT -- Binance data flowing, all indicators + proprietary metrics computing

Data Source

• Binance REST API -- 12 symbols x 6 timeframes (1m, 5m, 15m, 1H, 4H, Daily)
• Replaced CoinGecko (panel-mandated: CoinGecko lacked volume, multi-TF, had rate limits)
• OHLCV with volume collected on cron, stored as ta-crypto-ohlcv

Active Indicators (ta-core shared library)

All 15 standard indicators computing:

• RSI, MACD, ATR, Bollinger Bands, Keltner Channels, Stochastic, ADX
• VWAP (midnight UTC anchor for 24/7 markets), OBV, CMF
• SMA, EMA, Pivot Points
• Dual SuperTrend (10/2 + 10/3) with flip detection + outcome backfill
• Volume analysis

Active Signal Engines (ta-core shared)

• RSI cross signals: 8 pairs, 16 lines, dual stop tracking (initial + trailing)
• Pullback monitor: 5 methods x multiple parameter sets
• S&R Zone Engine: 6 methods (multi-touch, polarity flip, period H/L, volume profile, order blocks, liquidity sweeps), scoring 0-100+, decay + lifecycle
• Closed-period structure: candle anatomy + structure score
• Regime detection: Hurst exponent + autocorrelation + volatility clustering + ATR forecast
• Liquidity sweep detection (stop-hunt patterns)
• Fair value gap detection (body gaps + fill tracking)
• Order block detection (last opposing candle before impulse >2 ATR)
• Candlestick patterns at zones (6 patterns, zone-triggered only)
• RSI divergences (4 types + z-score strength)
• Confluence scoring (-35 to +35 composite)
• Additional entry signals (5 types)

Crypto-Specific Active

• Binance funding rates (perpetual futures)
• Binance open interest (aggregate OI per symbol)
• FRA -- Funding Rate Acceleration
• LCP -- Liquidation Cascade Probability
• PBTSS -- Perp Basis Term Structure Slope
• Deribit IV / VRP (implied vs realized volatility premium)
• BTC dominance tracking
• Stablecoin peg monitoring (USDT/USDC deviation)
• CME gap tracking (weekend gap detection + fill probability)

Proprietary Metrics

Cross-Market (shared data layer)

• FRED yields (treasury_daily)
• VIX
• Synthetic DXY
• Economic calendar

Foundation Models

• Chronos-T5 ensemble (Small + Base) -- running on Python sidecar port 5050

Lead-Lag Analysis

• Cross-crypto correlation active (BTC vs alts)

Still Pending / Needs External Data

• Whale accumulation signals (needs Glassnode or similar on-chain provider)
• Stablecoin flow velocity (needs on-chain data)
• DeFi liquidity health (needs DeFi Llama API)
• Exchange flow velocity (needs Glassnode)
• S&R methods not yet built: Fibonacci, round numbers, ZigZag, dynamic-to-static (4 of 10 deferred)

Target Assets

• Primary: BTCUSDT, ETHUSDT, SOLUSDT
• Secondary: DOGEUSDT, ADAUSDT, AVAXUSDT, LINKUSDT, MATICUSDT, ARBUSDT, OPUSDT, NEARUSDT, SUIUSDT