Initial commit: Gold Trading Simulator with AI-powered analysis

backend/.env.example

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+# Database
+DATABASE_URL=postgresql://postgres:postgres@localhost:5432/gold_trading_db
+
+# API Keys (Required)
+ALPHA_VANTAGE_API_KEY=your_alpha_vantage_key_here
+OPENROUTER_API_KEY=your_openrouter_key_here
+
+# Optional News API Keys (for enhanced news coverage)
+FINNHUB_API_KEY=
+NEWS_API_KEY=
+
+# Application
+APP_ENV=development
+DEBUG=True
+CORS_ORIGINS=http://localhost:3000,http://127.0.0.1:3000
+
+# Server
+HOST=0.0.0.0
+PORT=8000

backend/app/__init__.py

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+# Gold Trading Simulator Backend
+__version__ = "1.0.0"

backend/app/api/__init__.py

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+# API routes package

backend/app/api/account.py

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+from __future__ import annotations
+
+from fastapi import APIRouter
+from typing import Any, Dict, List
+from datetime import datetime, timezone
+
+from app.api.trading import simulation_state
+from app.streaming.live_store import live_store
+
+router = APIRouter(prefix="/account", tags=["Account"]) 
+router_positions = APIRouter(tags=["Positions"]) 
+
+
+def _latest_close(symbol: str, timeframe: str = "1m") -> float | None:
+    try:
+        history = live_store.get_history(symbol, timeframe)
+        if history:
+            return float(history[-1]["close"])
+    except Exception:
+        pass
+    return None
+
+
+@router.get("")
+async def get_account() -> Dict[str, Any]:
+    cash = float(simulation_state.get("cash", 0.0))
+    initial = float(simulation_state.get("initial_capital", 0.0))
+    pos = simulation_state.get("position")
+    position_value = 0.0
+    exposure: Dict[str, float] = {}
+    if pos:
+        symbol = pos.get("symbol", "XAU/USD")
+        last = _latest_close(symbol) or float(pos["avg_price"])
+        position_value = float(pos["quantity"]) * last
+        exposure[symbol] = position_value
+    equity = cash + position_value
+    return {
+        "time": datetime.now(timezone.utc).isoformat(),
+        "cash": cash,
+        "equity": equity,
+        "initial_capital": initial,
+        "margin_used": 0.0,
+        "exposure": exposure,
+    }
+
+
+@router.get("/positions")
+@router_positions.get("/positions")
+async def get_positions() -> List[Dict[str, Any]]:
+    pos = simulation_state.get("position")
+    if not pos:
+        return []
+    symbol = pos.get("symbol", "XAU/USD")
+    last = _latest_close(symbol)
+    return [
+        {
+            "symbol": symbol,
+            "quantity": float(pos["quantity"]),
+            "avg_price": float(pos["avg_price"]),
+            "last_price": float(last) if last is not None else None,
+            "market_value": float(pos["quantity"]) * (float(last) if last is not None else float(pos["avg_price"]))
+        }
+    ]

backend/app/api/admin.py

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+from __future__ import annotations
+
+from fastapi import APIRouter
+
+from app.streaming.binance_hub import hub as binance_hub
+from app.streaming.alpha_hub import alpha_hub
+
+router = APIRouter(prefix="/admin", tags=["Admin"]) 
+
+
+@router.get("/streams")
+async def streams_status():
+    """Return current streaming hubs status (Binance and Alpha Vantage)."""
+    return {
+        "binance": binance_hub.get_status(),
+        "alpha_vantage": alpha_hub.get_status(),
+    }

backend/app/api/ai.py

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+from fastapi import APIRouter, HTTPException
+from app.services.openrouter import openrouter_service
+from app.schemas.schemas import AIAnalysisRequest, AIAnalysisResponse
+from app.services.decisions import log_decision
+
+router = APIRouter(prefix="/ai", tags=["AI Analysis"])
+
+
+@router.post("/analyze", response_model=AIAnalysisResponse)
+async def analyze_scenario(request: AIAnalysisRequest):
+    """
+    Analyze trading scenario using AI (Claude 3.5 Sonnet via OpenRouter)
+
+    Provides:
+    - Trading recommendation (BUY/SELL/HOLD)
+    - Confidence level
+    - Detailed reasoning
+    - Support and resistance levels
+    - Risk assessment
+    """
+    try:
+        analysis = await openrouter_service.analyze_scenario(request)
+        # Log decision (best-effort) with minimal metadata
+        try:
+            log_decision(
+                symbol="XAU/USD",
+                timeframe="unknown",
+                style="unknown",
+                recommendation=analysis.recommendation.value if hasattr(analysis, 'recommendation') else str(analysis.recommendation),
+                confidence=float(analysis.confidence),
+                risk_level=analysis.risk_level.value if hasattr(analysis, 'risk_level') else str(analysis.risk_level),
+                rationale=analysis.reasoning,
+                inputs_hash=None,
+                cost={},
+            )
+        except Exception:
+            pass
+        return analysis
+
+    except Exception as e:
+        raise HTTPException(
+            status_code=500, detail=f"AI analysis failed: {str(e)}"
+        )

backend/app/api/decisions.py

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+from __future__ import annotations
+
+from fastapi import APIRouter, Query
+from typing import List, Dict, Any
+
+from app.services.decisions import store
+
+router = APIRouter(prefix="/decisions", tags=["Decisions"]) 
+
+
+@router.get("/latest")
+async def latest_decisions(limit: int = Query(20, ge=1, le=100)) -> List[Dict[str, Any]]:
+    return store.latest(limit=limit)

backend/app/api/market.py

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+from fastapi import APIRouter, HTTPException, Query
+from typing import List
+from app.services.price_simulator import gold_simulator
+from app.schemas.schemas import PriceData, MarketDataResponse
+
+router = APIRouter(prefix="/market", tags=["Market Data"])
+
+
+@router.get("/gold/current", response_model=MarketDataResponse)
+async def get_current_gold_price():
+    """Get current gold (XAU/USD) market data - simulated live feed"""
+    try:
+        # Get current simulated price
+        current_price = gold_simulator.get_current_price()
+
+        # Generate recent data for 24h high/low calculation
+        recent_data = gold_simulator.generate_historical_data(interval="60min", points=24)
+
+        if len(recent_data) > 0:
+            # Calculate 24h stats
+            high_24h = max(candle.high for candle in recent_data)
+            low_24h = min(candle.low for candle in recent_data)
+            
+            latest = recent_data[-1]
+            previous = recent_data[-2] if len(recent_data) > 1 else latest
+
+            change = latest.close - previous.close
+            change_percent = (change / previous.close) * 100
+
+            return MarketDataResponse(
+                symbol="XAU/USD",
+                price=current_price,
+                change=change,
+                change_percent=change_percent,
+                high_24h=high_24h,
+                low_24h=low_24h,
+                volume=0.0,
+            )
+        else:
+            raise HTTPException(status_code=500, detail="Unable to generate market data")
+
+    except Exception as e:
+        raise HTTPException(status_code=500, detail=str(e))
+
+
+@router.get("/gold/history", response_model=List[PriceData])
+async def get_gold_historical_data(
+    interval: str = Query("daily", description="Time interval: daily, 1min, 5min, 15min, 30min, 60min"),
+    output_size: str = Query("compact", description="compact (100 points) or full (500 points)"),
+):
+    """Get historical gold (XAU/USD) price data - simulated"""
+    try:
+        # Determine number of points based on output_size
+        points = 500 if output_size == "full" else 100
+        
+        # Generate historical data using simulator
+        data = gold_simulator.generate_historical_data(interval=interval, points=points)
+
+        return data
+
+    except Exception as e:
+        raise HTTPException(status_code=500, detail=str(e))
+
+
+@router.get("/gold/live", response_model=PriceData)
+async def get_live_gold_price(
+    interval: str = Query("1min", description="Time interval for rounding: 1min, 5min, 15min, 30min, 60min")
+):
+    """Get latest live gold price tick - simulated real-time feed (no external API calls)"""
+    try:
+        # Use the simulator to generate a live candle
+        live_candle = gold_simulator.get_live_candle(interval=interval)
+        return live_candle
+        
+    except Exception as e:
+        raise HTTPException(status_code=500, detail=str(e))

backend/app/api/news.py

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+from fastapi import APIRouter, HTTPException, Query
+from typing import List
+from app.services.news_service import news_service
+from app.services.alert_service import alert_service
+from app.schemas.schemas import (
+    NewsFeedResponse,
+    EconomicCalendarResponse,
+    AlertsResponse,
+    CorrelationAnalysisResponse,
+)
+
+router = APIRouter(prefix="/news", tags=["News & Sentiment"])
+
+
+@router.get("/feed", response_model=NewsFeedResponse)
+async def get_news_feed(
+    limit: int = Query(50, description="Maximum number of articles to return"),
+):
+    """
+    Get aggregated news feed from multiple sources with sentiment analysis
+
+    Features:
+    - Fetches from Alpha Vantage News Sentiment API
+    - Fetches from Finnhub (if API key provided)
+    - Filters for gold-relevant news
+    - Performs sentiment analysis
+    - Categorizes by impact type
+    - Calculates relevance scores
+    - Provides overall market sentiment
+    """
+    try:
+        news_feed = await news_service.get_aggregated_news_feed()
+
+        # Limit articles
+        news_feed.articles = news_feed.articles[:limit]
+
+        # Generate alerts for high-impact news
+        for article in news_feed.articles:
+            if article.impact_on_gold == "HIGH":
+                alert_service.add_news_alert(
+                    news_title=article.title,
+                    impact=article.impact_on_gold,
+                    sentiment=article.sentiment.value,
+                )
+
+        return news_feed
+
+    except Exception as e:
+        raise HTTPException(
+            status_code=500,
+            detail=f"Failed to fetch news feed: {str(e)}"
+        )
+
+
+@router.get("/economic-calendar", response_model=EconomicCalendarResponse)
+async def get_economic_calendar():
+    """
+    Get upcoming economic events that may impact gold prices
+
+    Includes:
+    - Federal Reserve meetings
+    - Employment reports
+    - Inflation data (CPI, PPI)
+    - GDP releases
+    - Central bank decisions
+    """
+    try:
+        calendar = await news_service.get_economic_calendar()
+        return calendar
+
+    except Exception as e:
+        raise HTTPException(
+            status_code=500,
+            detail=f"Failed to fetch economic calendar: {str(e)}"
+        )
+
+
+@router.get("/alerts", response_model=AlertsResponse)
+async def get_alerts(
+    limit: int = Query(50, description="Maximum number of alerts to return"),
+):
+    """
+    Get recent alerts for price movements and news events
+
+    Alert Types:
+    - PRICE_SPIKE: Significant upward price movement
+    - PRICE_DROP: Significant downward price movement
+    - NEWS_BREAKING: High-impact breaking news
+    - SUPPORT_BREACH: Price broke below support level
+    - RESISTANCE_BREACH: Price broke above resistance level
+    - HIGH_VOLATILITY: Unusual price volatility detected
+    - ECONOMIC_EVENT: Upcoming important economic release
+    """
+    try:
+        alerts = alert_service.get_alerts(limit=limit)
+        return alerts
+
+    except Exception as e:
+        raise HTTPException(
+            status_code=500,
+            detail=f"Failed to fetch alerts: {str(e)}"
+        )
+
+
+@router.get("/correlation", response_model=CorrelationAnalysisResponse)
+async def get_news_price_correlation():
+    """
+    Analyze correlation between news events and price movements
+
+    Shows:
+    - How price reacted to specific news
+    - Time delay between news and price change
+    - Correlation strength (STRONG/MODERATE/WEAK)
+    - Average price impact from news
+    """
+    try:
+        # Get recent news and price data
+        news_feed = await news_service.get_aggregated_news_feed()
+
+        # Would need price data here - for MVP return empty
+        # In full implementation, fetch from market service
+        correlation = alert_service.analyze_news_price_correlation(
+            news_articles=news_feed.articles[:20],
+            price_data=[],  # Would pass actual price data
+        )
+
+        return correlation
+
+    except Exception as e:
+        raise HTTPException(
+            status_code=500,
+            detail=f"Failed to analyze correlation: {str(e)}"
+        )
+
+
+@router.post("/alerts/clear")
+async def clear_old_alerts():
+    """Clear alerts older than 24 hours"""
+    try:
+        alert_service.clear_old_alerts(hours=24)
+        return {"message": "Old alerts cleared successfully"}
+
+    except Exception as e:
+        raise HTTPException(
+            status_code=500,
+            detail=f"Failed to clear alerts: {str(e)}"
+        )

backend/app/api/ohlcv.py

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+from __future__ import annotations
+
+from fastapi import APIRouter, Query, HTTPException
+from typing import List, Dict, Any
+
+from app.services.crypto.binance_rest import fetch_klines as binance_klines
+from app.services.metals.alpha_fx import fetch_fx_intraday, fetch_fx_daily
+from app.utils.cache import TTLCache
+from app.streaming.live_store import live_store
+
+router = APIRouter(prefix="/ohlcv", tags=["OHLCV"])
+
+_cache = TTLCache(default_ttl=60, maxsize=128)
+
+
+def _resample(data: List[Dict[str, Any]], timeframe: str) -> List[Dict[str, Any]]:
+    # data is ascending, 1m or 5m depending on source
+    import math
+    seconds_map = {"1m": 60, "5m": 300, "1h": 3600, "4h": 14400, "1d": 86400}
+    tf_sec = seconds_map.get(timeframe, 60)
+    buckets: Dict[int, Dict[str, Any]] = {}
+    for d in data:
+        b = (d["time"] // tf_sec) * tf_sec
+        cur = buckets.get(b)
+        if cur is None:
+            buckets[b] = {
+                "time": b,
+                "open": d["open"],
+                "high": d["high"],
+                "low": d["low"],
+                "close": d["close"],
+                "volume": d.get("volume", 0.0),
+            }
+        else:
+            cur["high"] = max(cur["high"], d["high"])
+            cur["low"] = min(cur["low"], d["low"])
+            cur["close"] = d["close"]
+            cur["volume"] = cur.get("volume", 0.0) + d.get("volume", 0.0)
+    out = list(buckets.values())
+    out.sort(key=lambda x: x["time"]) 
+    return out
+
+
+def _ttl_for(sym: str, timeframe: str) -> int:
+    # Tune TTL based on timeframe and provider characteristics
+    if sym.startswith("XAU"):
+        # Alpha Vantage free tier ~ 1/min practical cadence
+        if timeframe in ("1m", "5m"): return 60
+        if timeframe in ("1h", "4h"): return 300
+        return 3600
+    else:
+        # Binance updates are frequent; cache briefly
+        if timeframe == "1m": return 10
+        if timeframe in ("5m",): return 20
+        if timeframe in ("1h", "4h"): return 120
+        return 900
+
+
+@router.get("")
+async def get_ohlcv(
+    symbol: str = Query(..., description="e.g., BTCUSDT, ETHUSDT, XAUUSD"),
+    timeframe: str = Query("1m", description="1m,5m,1h,4h,1d"),
+    limit: int = Query(500, ge=10, le=1000),
+) -> List[Dict[str, Any]]:
+    try:
+        sym = symbol.upper().replace("/", "")
+        key = (sym, timeframe)
+        cached = _cache.get(key)
+        if cached is not None:
+            return cached[-limit:]
+
+        if sym.startswith("XAU"):
+            # Prefer live store 1m if available (ingested by alpha_hub)
+            live_1m = live_store.get_history(sym, "1m")
+            if live_1m:
+                if timeframe == "1m":
+                    return live_1m[-limit:]
+                data = _resample(live_1m, timeframe)
+                return data[-limit:]
+            # Fallback to Alpha Vantage REST
+            if timeframe in ("1m", "5m"):
+                base_tf = timeframe
+                data = await fetch_fx_intraday(sym, interval="1min" if timeframe == "1m" else "5min")
+            elif timeframe in ("1h", "4h"):
+                base_tf = "5m"
+                data = await fetch_fx_intraday(sym, interval="5min")
+            else:  # daily
+                base_tf = "1d"
+                data = await fetch_fx_daily(sym)
+            if timeframe != base_tf:
+                data = _resample(data, timeframe)
+            ttl = _ttl_for(sym, timeframe)
+            _cache.set(key, data, ttl=ttl)
+            return data[-limit:]
+        else:
+            # Binance
+            if timeframe not in ("1m", "5m", "1h", "4h", "1d"):
+                raise HTTPException(status_code=400, detail="Unsupported timeframe")
+            # Prefer live store for 1m data if available
+            live_1m = live_store.get_history(sym, "1m")
+            if live_1m:
+                if timeframe == "1m":
+                    return live_1m[-limit:]
+                # Resample from 1m to requested timeframe
+                data = _resample(live_1m, timeframe)
+                return data[-limit:]
+            # Fallback to REST
+            data = await binance_klines(sym, interval=timeframe, limit=1000)
+            ttl = _ttl_for(sym, timeframe)
+            _cache.set(key, data, ttl=ttl)
+            return data[-limit:]
+    except HTTPException:
+        raise
+    except Exception as e:
+        raise HTTPException(status_code=500, detail=str(e))

backend/app/api/performance.py

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+from __future__ import annotations
+
+from fastapi import APIRouter, Query
+from typing import Any, Dict, List, Optional
+import math
+
+from app.api.trading import simulation_state
+from app.streaming.live_store import live_store
+
+router = APIRouter(tags=["Performance"])  # paths mounted at /api
+
+
+def _equity_from_live(symbol: str = "XAU/USD", timeframe: str = "1m", limit: int = 300) -> List[Dict[str, Any]]:
+    bars = live_store.get_history(symbol, timeframe)
+    if not bars:
+        return []
+    if limit > 0:
+        bars = bars[-limit:]
+    cash = float(simulation_state.get("cash", 0.0))
+    qty = float(simulation_state.get("position", {}).get("quantity", 0.0) if simulation_state.get("position") else 0.0)
+    out: List[Dict[str, Any]] = []
+    for b in bars:
+        out.append({
+            "time": int(b["time"]),
+            "equity": cash + qty * float(b["close"]),
+        })
+    return out
+
+
+@router.get("/equity-history")
+async def equity_history(symbol: str = Query("XAU/USD"), timeframe: str = Query("1m"), limit: int = Query(300, ge=1, le=5000)) -> List[Dict[str, Any]]:
+    # Prefer recorded equity history if available
+    hist = simulation_state.get("equity_history") or []
+    if hist:
+        if limit > 0:
+            hist = hist[-limit:]
+        return hist
+    # Fallback: derive from current cash and open qty over historical closes
+    return _equity_from_live(symbol, timeframe, limit)
+
+
+def _max_drawdown(eqs: List[float]) -> float:
+    max_peak = -math.inf
+    max_dd = 0.0
+    for v in eqs:
+        if v > max_peak:
+            max_peak = v
+        dd = (max_peak - v) / max_peak if max_peak > 0 else 0.0
+        if dd > max_dd:
+            max_dd = dd
+    return max_dd
+
+
+@router.get("/performance")
+async def performance(symbol: str = Query("XAU/USD"), timeframe: str = Query("1m"), limit: int = Query(300, ge=10, le=5000)) -> Dict[str, Any]:
+    series = await equity_history(symbol=symbol, timeframe=timeframe, limit=limit)
+    if not series or len(series) < 2:
+        return {"available": False}
+
+    eq = [float(x["equity"]) for x in series]
+    rets = []
+    for i in range(1, len(eq)):
+        prev = eq[i-1]
+        curr = eq[i]
+        if prev > 0:
+            rets.append(curr/prev - 1.0)
+    if not rets:
+        return {"available": False}
+
+    avg = sum(rets) / len(rets)
+    var = sum((r - avg)**2 for r in rets) / (len(rets) - 1) if len(rets) > 1 else 0.0
+    std = math.sqrt(var)
+    downside = [r for r in rets if r < 0]
+    if downside:
+        d_avg = sum(downside) / len(downside)
+        d_var = sum((r - d_avg)**2 for r in downside) / (len(downside) - 1) if len(downside) > 1 else 0.0
+        d_std = math.sqrt(d_var)
+    else:
+        d_std = 0.0
+
+    periods_per_year = {
+        "1m": 365*24*60,
+        "5m": 365*24*12,
+        "1h": 365*24,
+        "4h": 365*6,
+        "1d": 365,
+    }.get(timeframe, 365)
+
+    sharpe = (avg/std*math.sqrt(periods_per_year)) if std > 0 else None
+    sortino = (avg/d_std*math.sqrt(periods_per_year)) if d_std > 0 else None
+    total_return = (eq[-1]/eq[0] - 1.0) if eq[0] > 0 else None
+    mdd = _max_drawdown(eq)
+
+    return {
+        "available": True,
+        "count": len(eq),
+        "total_return": total_return,
+        "sharpe": sharpe,
+        "sortino": sortino,
+        "max_drawdown": mdd,
+    }

backend/app/api/prompts.py

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+from __future__ import annotations
+
+from fastapi import APIRouter, HTTPException
+from typing import Any, Dict, List
+
+from app.services.prompts import list_templates, get_template
+
+router = APIRouter(prefix="/prompt-templates", tags=["Prompts"]) 
+
+
+@router.get("")
+async def list_prompt_templates() -> List[Dict[str, Any]]:
+    return list_templates()
+
+
+@router.get("/{name}")
+async def get_prompt_template(name: str) -> Dict[str, Any]:
+    try:
+        return get_template(name)
+    except KeyError:
+        raise HTTPException(status_code=404, detail="Template not found")

backend/app/api/settings_api.py

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+from __future__ import annotations
+
+from fastapi import APIRouter
+from typing import Any, Dict
+
+from app.services.settings import get_models, update_models, get_exchanges, update_exchanges
+
+router = APIRouter(prefix="/settings", tags=["Settings"]) 
+
+
+@router.get("/models")
+async def models_get() -> Dict[str, Any]:
+    return get_models()
+
+
+@router.put("/models")
+async def models_put(patch: Dict[str, Any]) -> Dict[str, Any]:
+    return update_models(patch)
+
+
+@router.get("/exchanges")
+async def exchanges_get() -> Dict[str, Any]:
+    return get_exchanges()
+
+
+@router.put("/exchanges")
+async def exchanges_put(patch: Dict[str, Any]) -> Dict[str, Any]:
+    return update_exchanges(patch)

backend/app/api/status.py

@@ -0,0 +1,32 @@
+from __future__ import annotations
+
+from fastapi import APIRouter
+from datetime import datetime, timezone
+
+from app.config import settings
+from app.api.trading import simulation_state
+from app.streaming.binance_hub import hub as binance_hub
+from app.streaming.alpha_hub import alpha_hub
+
+router = APIRouter(prefix="/status", tags=["Status"]) 
+
+
+@router.get("")
+async def get_status():
+    pos = simulation_state.get("position")
+    eq = float(simulation_state.get("cash", 0.0)) + (
+        float(pos["quantity"]) * float(pos["avg_price"]) if pos else 0.0
+    )
+    return {
+        "time": datetime.now(timezone.utc).isoformat(),
+        "app": {"name": settings.APP_NAME, "version": settings.APP_VERSION},
+        "simulation": {
+            "cash": float(simulation_state.get("cash", 0.0)),
+            "equity_est": eq,
+            "open_position": bool(pos),
+        },
+        "streams": {
+            "binance": binance_hub.get_status(),
+            "alpha_vantage": alpha_hub.get_status(),
+        },
+    }

backend/app/api/stream.py

@@ -0,0 +1,84 @@
+from __future__ import annotations
+
+import asyncio
+import json
+from typing import List
+import contextlib
+
+from fastapi import APIRouter, WebSocket, WebSocketDisconnect, Query
+
+from app.streaming.binance_hub import hub as binance_hub
+from app.streaming.alpha_hub import alpha_hub
+
+router = APIRouter(prefix="/stream", tags=["Stream"])
+
+
+@router.websocket("/klines")
+async def stream_klines_ws(
+    websocket: WebSocket,
+    symbols: str = Query("BTCUSDT,XAUUSD"),
+    timeframe: str = Query("1m"),
+):
+    await websocket.accept()
+
+    syms: List[str] = [s.strip().upper().replace("/", "") for s in symbols.split(",") if s.strip()]
+
+
+    async def forward_alpha(sym: str):
+        queue, unsubscribe = await alpha_hub.subscribe(sym, timeframe="1m")
+        try:
+            while True:
+                evt = await queue.get()
+                if evt is None:
+                    break
+                try:
+                    await websocket.send_text(json.dumps(evt))
+                except WebSocketDisconnect:
+                    break
+                except Exception:
+                    await asyncio.sleep(0)
+        finally:
+            try:
+                await unsubscribe()
+            except Exception:
+                pass
+
+    async def forward_binance(sym: str):
+        queue, unsubscribe = await binance_hub.subscribe(sym, timeframe="1m")
+        try:
+            while True:
+                evt = await queue.get()
+                if evt is None:
+                    break
+                # evt already normalized with iso timestamps
+                try:
+                    await websocket.send_text(json.dumps(evt))
+                except WebSocketDisconnect:
+                    break
+                except Exception:
+                    await asyncio.sleep(0)
+        finally:
+            try:
+                await unsubscribe()
+            except Exception:
+                pass
+
+    tasks: List[asyncio.Task] = []
+    try:
+        for s in syms:
+            if s == "XAUUSD" or s.startswith("XAU"):
+                tasks.append(asyncio.create_task(forward_alpha("XAUUSD")))
+            else:
+                tasks.append(asyncio.create_task(forward_binance(s)))
+
+        # Wait for disconnect
+        done, pending = await asyncio.wait(tasks, return_when=asyncio.FIRST_EXCEPTION)
+    except WebSocketDisconnect:
+        pass
+    finally:
+        for t in tasks:
+            t.cancel()
+            with contextlib.suppress(Exception):
+                await t
+        with contextlib.suppress(Exception):
+            await websocket.close()

backend/app/api/stream_sse.py

@@ -0,0 +1,87 @@
+from __future__ import annotations
+
+import asyncio
+import contextlib
+import json
+from typing import List, Callable, Awaitable
+
+from fastapi import APIRouter, HTTPException
+from fastapi.responses import StreamingResponse
+
+from app.streaming.binance_hub import hub as binance_hub
+from app.streaming.alpha_hub import alpha_hub
+
+router = APIRouter(prefix="/stream", tags=["Stream"]) 
+
+
+@router.get("/sse")
+async def stream_sse(symbols: str = "BTCUSDT,XAUUSD", timeframe: str = "1m"):
+    """
+    Server-Sent Events (SSE) multiplexer for multiple symbols over a single connection.
+    - Supports 1m timeframe (server streams 1m updates; clients can resample locally).
+    - symbols: comma-separated list (e.g., BTCUSDT,ETHUSDT,XAUUSD)
+    """
+    if not symbols:
+        raise HTTPException(status_code=400, detail="symbols must not be empty")
+    if timeframe != "1m":
+        raise HTTPException(status_code=400, detail="Only timeframe=1m is supported")
+
+    syms: List[str] = [s.strip().upper().replace("/", "") for s in symbols.split(",") if s.strip()]
+    if not syms:
+        raise HTTPException(status_code=400, detail="No valid symbols provided")
+
+    out_queue: asyncio.Queue = asyncio.Queue(maxsize=1000)
+    tasks: List[asyncio.Task] = []
+    unsubscribers: List[Callable[[], Awaitable[None]]] = []
+
+    async def add_subscription(sym: str):
+        if sym.startswith("XAU"):
+            q, unsubscribe = await alpha_hub.subscribe(sym, timeframe="1m")
+        else:
+            q, unsubscribe = await binance_hub.subscribe(sym, timeframe="1m")
+        unsubscribers.append(unsubscribe)
+
+        async def worker():
+            try:
+                while True:
+                    evt = await q.get()
+                    if evt is None:
+                        break
+                    try:
+                        await out_queue.put(evt)
+                    except Exception:
+                        await asyncio.sleep(0)
+            except asyncio.CancelledError:
+                pass
+        tasks.append(asyncio.create_task(worker()))
+
+    for s in syms:
+        await add_subscription(s)
+
+    async def event_generator():
+        try:
+            while True:
+                try:
+                    evt = await asyncio.wait_for(out_queue.get(), timeout=15.0)
+                    data = json.dumps(evt, separators=(",", ":"))
+                    yield f"event: kline\n".encode("utf-8")
+                    yield f"data: {data}\n\n".encode("utf-8")
+                except asyncio.TimeoutError:
+                    # Keep-alive comment
+                    yield b": ping\n\n"
+        finally:
+            for t in tasks:
+                t.cancel()
+            for t in tasks:
+                with contextlib.suppress(Exception):
+                    await t
+            for u in unsubscribers:
+                with contextlib.suppress(Exception):
+                    await u()
+
+    headers = {
+        "Cache-Control": "no-cache",
+        "Connection": "keep-alive",
+        "X-Accel-Buffering": "no",
+    }
+    return StreamingResponse(event_generator(), media_type="text/event-stream", headers=headers)

backend/app/api/trading.py

@@ -0,0 +1,133 @@
+from fastapi import APIRouter, HTTPException
+from typing import Dict
+from datetime import datetime, timezone
+
+from app.services.risk import validate_order
+
+router = APIRouter(prefix="/trading", tags=["Trading"])
+
+
+# In-memory simulation state (for MVP - will use DB in future)
+simulation_state = {
+    "cash": 100000.0,
+    "initial_capital": 100000.0,
+    "position": None,
+    "trades": [],
+    "equity_history": [],  # list of {time: epoch_sec, equity: float}
+}
+
+
+def _compute_equity_at_price(price: float) -> float:
+    pos = simulation_state.get("position")
+    qty = pos["quantity"] if pos else 0.0
+    return float(simulation_state.get("cash", 0.0) + qty * price)
+
+
+@router.post("/execute")
+async def execute_trade(trade: Dict):
+    """
+    Execute a trade in the simulation.
+
+    - Validates simple risk rules (position cap, anti-stacking)
+    - Updates cash/position
+    - Records trade with timestamp
+    - Appends equity snapshot after execution
+    """
+    try:
+        action = trade.get("action")
+        quantity = float(trade.get("quantity")) if trade.get("quantity") is not None else None
+        price = float(trade.get("price")) if trade.get("price") is not None else None
+
+        if not all([action, quantity is not None, price is not None]):
+            raise HTTPException(status_code=400, detail="Missing required fields")
+
+        # Risk validation prior to execution
+        try:
+            validate_order(simulation_state, action, quantity, price)
+        except ValueError as ve:
+            raise HTTPException(status_code=400, detail=str(ve))
+
+        total = quantity * price
+
+        if action == "BUY":
+            if total > simulation_state["cash"]:
+                raise HTTPException(status_code=400, detail="Insufficient funds")
+
+            simulation_state["cash"] -= total
+
+            if simulation_state["position"] is None:
+                simulation_state["position"] = {
+                    "symbol": "XAU/USD",
+                    "quantity": quantity,
+                    "avg_price": price,
+                }
+            else:
+                # Update average price for additional buy
+                pos = simulation_state["position"]
+                new_qty = pos["quantity"] + quantity
+                new_avg = (
+                    pos["avg_price"] * pos["quantity"] + price * quantity
+                ) / new_qty
+                pos["quantity"] = new_qty
+                pos["avg_price"] = new_avg
+
+        elif action == "SELL":
+            if (
+                simulation_state["position"] is None
+                or quantity > simulation_state["position"]["quantity"]
+            ):
+                raise HTTPException(status_code=400, detail="Insufficient position")
+
+            simulation_state["cash"] += total
+            pnl = (price - simulation_state["position"]["avg_price"]) * quantity
+
+            simulation_state["position"]["quantity"] -= quantity
+
+            if simulation_state["position"]["quantity"] == 0:
+                simulation_state["position"] = None
+
+            trade["pnl"] = pnl
+        else:
+            raise HTTPException(status_code=400, detail="Unsupported action")
+
+        now_ts = int(datetime.now(timezone.utc).timestamp())
+        trade["id"] = len(simulation_state["trades"]) + 1
+        trade["timestamp"] = now_ts
+        simulation_state["trades"].append(trade)
+
+        # Append equity snapshot post trade using trade price
+        equity = _compute_equity_at_price(price)
+        simulation_state["equity_history"].append({"time": now_ts, "equity": equity})
+
+        return trade
+
+    except HTTPException:
+        raise
+    except Exception as e:
+        raise HTTPException(status_code=500, detail=str(e))
+
+
+@router.get("/portfolio")
+async def get_portfolio():
+    """Get current portfolio state"""
+    return simulation_state
+
+
+@router.post("/reset")
+async def reset_simulation():
+    """Reset simulation to initial state"""
+    global simulation_state
+    simulation_state = {
+        "cash": 100000.0,
+        "initial_capital": 100000.0,
+        "position": None,
+        "trades": [],
+        "equity_history": [],
+    }
+    return {"message": "Simulation reset successfully"}
+
+
+@router.get("/history")
+async def get_trade_history():
+    """Get trade history"""
+    return simulation_state["trades"]

backend/app/config.py

@@ -0,0 +1,50 @@
+from pydantic_settings import BaseSettings
+from typing import List
+
+
+class Settings(BaseSettings):
+    # Application
+    APP_NAME: str = "Gold Trading Simulator API"
+    APP_VERSION: str = "1.0.0"
+    APP_ENV: str = "development"
+    DEBUG: bool = True
+
+    # Database
+    DATABASE_URL: str = "postgresql://postgres:postgres@localhost:5432/gold_trading_db"
+
+    # API Keys (all optional now - using simulated data)
+    ALPHA_VANTAGE_API_KEY: str = ""  # Optional - not needed for simulator
+    OPENROUTER_API_KEY: str = ""  # Optional - for AI features only
+    FINNHUB_API_KEY: str = ""  # Optional
+    NEWS_API_KEY: str = ""  # Optional
+
+    # CORS
+    CORS_ORIGINS: List[str] = ["http://localhost:3000", "http://127.0.0.1:3000"]
+
+    # Server
+    HOST: str = "0.0.0.0"
+    PORT: int = 8000
+
+    # OpenRouter
+    OPENROUTER_BASE_URL: str = "https://openrouter.ai/api/v1"
+    OPENROUTER_MODEL: str = "anthropic/claude-3.5-sonnet"
+    OPENROUTER_SITE_URL: str = "https://gold-trading-simulator.local"
+    OPENROUTER_SITE_NAME: str = "Gold Trading Simulator"
+
+    # Alpha Vantage
+    ALPHA_VANTAGE_BASE_URL: str = "https://www.alphavantage.co/query"
+
+    # News APIs
+    FINNHUB_BASE_URL: str = "https://finnhub.io/api/v1"
+    NEWS_API_BASE_URL: str = "https://newsapi.org/v2"
+
+    # Alert Settings
+    PRICE_ALERT_THRESHOLD: float = 1.0  # Percentage change for alerts
+    NEWS_REFRESH_INTERVAL: int = 300  # Seconds (5 minutes)
+
+    class Config:
+        env_file = ".env"
+        case_sensitive = True
+
+
+settings = Settings()

backend/app/config/settings.py

@@ -0,0 +1,31 @@
+from __future__ import annotations
+
+from pydantic_settings import BaseSettings, SettingsConfigDict
+from pydantic import Field
+
+
+class Settings(BaseSettings):
+    """Application settings (dev defaults). Bind to a .env later if needed."""
+
+    app_env: str = "development"
+    debug: bool = True
+
+    # CORS - default dev origins; can tighten later
+    cors_origins: list[str] = Field(
+        default_factory=lambda: [
+            "http://localhost:3000",
+            "http://127.0.0.1:3000",
+        ]
+    )
+
+    # API keys (optional here; use backend/.env in dev)
+    alpha_vantage_api_key: str | None = None
+    openrouter_api_key: str | None = None
+
+    # Providers
+    binance_ws_url: str = "wss://stream.binance.com:9443/ws"
+
+    model_config = SettingsConfigDict(env_file=".env", extra="ignore")
+
+
+settings = Settings()

backend/app/db/__init__.py

@@ -0,0 +1 @@
+# Database package

backend/app/db/database.py

@@ -0,0 +1,22 @@
+from sqlalchemy import create_engine
+from sqlalchemy.ext.declarative import declarative_base
+from sqlalchemy.orm import sessionmaker
+from app.config import settings
+
+engine = create_engine(settings.DATABASE_URL, pool_pre_ping=True)
+SessionLocal = sessionmaker(autocommit=False, autoflush=False, bind=engine)
+Base = declarative_base()
+
+
+def get_db():
+    """Dependency for database session"""
+    db = SessionLocal()
+    try:
+        yield db
+    finally:
+        db.close()
+
+
+def init_db():
+    """Initialize database tables"""
+    Base.metadata.create_all(bind=engine)

backend/app/main.py

@@ -0,0 +1,76 @@
+from fastapi import FastAPI
+from fastapi.middleware.cors import CORSMiddleware
+from app.config import settings
+from app.api import market, ai, trading, news, stream, ohlcv
+from app.api import admin, stream_sse, decisions
+from app.streaming.live_store import periodic_flush, periodic_maintenance
+import asyncio
+
+# Newly added routers
+from app.api import account, performance, status, settings_api, prompts
+
+app = FastAPI(
+    title=settings.APP_NAME,
+    version=settings.APP_VERSION,
+    description="AI-Powered Gold Trading Scenario Simulator",
+)
+
+# CORS middleware
+app.add_middleware(
+    CORSMiddleware,
+    allow_origins=settings.CORS_ORIGINS,
+    allow_credentials=True,
+    allow_methods=["*"],
+    allow_headers=["*"],
+)
+
+# Include routers
+app.include_router(market.router, prefix="/api")
+app.include_router(ai.router, prefix="/api")
+app.include_router(trading.router, prefix="/api")
+app.include_router(news.router, prefix="/api")
+app.include_router(stream.router, prefix="/api")
+app.include_router(ohlcv.router, prefix="/api")
+app.include_router(admin.router, prefix="/api")
+app.include_router(stream_sse.router, prefix="/api")
+app.include_router(decisions.router, prefix="/api")
+# New
+app.include_router(account.router, prefix="/api")
+app.include_router(account.router_positions, prefix="/api")
+app.include_router(performance.router, prefix="/api")
+app.include_router(status.router, prefix="/api")
+app.include_router(settings_api.router, prefix="/api")
+app.include_router(prompts.router, prefix="/api")
+
+
+@app.on_event("startup")
+async def _startup():
+    # Schedule periodic parquet flush in background
+    asyncio.create_task(periodic_flush(interval_sec=60))
+    # Schedule retention+compaction maintenance every 15 minutes
+    asyncio.create_task(periodic_maintenance(retention_days=7, compact_threshold_files=20, interval_sec=900))
+
+
+@app.get("/")
+async def root():
+    return {
+        "name": settings.APP_NAME,
+        "version": settings.APP_VERSION,
+        "status": "running",
+    }
+
+
+@app.get("/health")
+async def health_check():
+    return {"status": "healthy"}
+
+
+if __name__ == "__main__":
+    import uvicorn
+
+    uvicorn.run(
+        "app.main:app",
+        host=settings.HOST,
+        port=settings.PORT,
+        reload=settings.DEBUG,
+    )

backend/app/models/__init__.py

@@ -0,0 +1,4 @@
+# Models package
+from .models import Simulation, Trade, Position, AIAnalysisLog
+
+__all__ = ["Simulation", "Trade", "Position", "AIAnalysisLog"]

backend/app/models/models.py

@@ -0,0 +1,72 @@
+from sqlalchemy import Column, Integer, String, Float, DateTime, ForeignKey, Enum
+from sqlalchemy.orm import relationship
+from sqlalchemy.sql import func
+import enum
+from app.db.database import Base
+
+
+class TradeAction(str, enum.Enum):
+    BUY = "BUY"
+    SELL = "SELL"
+
+
+class Simulation(Base):
+    __tablename__ = "simulations"
+
+    id = Column(Integer, primary_key=True, index=True)
+    user_id = Column(String, nullable=True)  # For future multi-user support
+    symbol = Column(String, default="XAU/USD")
+    initial_capital = Column(Float, default=100000.0)
+    current_capital = Column(Float, default=100000.0)
+    total_pnl = Column(Float, default=0.0)
+    total_pnl_percent = Column(Float, default=0.0)
+    created_at = Column(DateTime(timezone=True), server_default=func.now())
+    updated_at = Column(DateTime(timezone=True), onupdate=func.now())
+
+    trades = relationship("Trade", back_populates="simulation", cascade="all, delete-orphan")
+    positions = relationship("Position", back_populates="simulation", cascade="all, delete-orphan")
+
+
+class Trade(Base):
+    __tablename__ = "trades"
+
+    id = Column(Integer, primary_key=True, index=True)
+    simulation_id = Column(Integer, ForeignKey("simulations.id"))
+    action = Column(Enum(TradeAction))
+    quantity = Column(Float)
+    price = Column(Float)
+    total = Column(Float)
+    pnl = Column(Float, nullable=True)
+    timestamp = Column(DateTime(timezone=True), server_default=func.now())
+
+    simulation = relationship("Simulation", back_populates="trades")
+
+
+class Position(Base):
+    __tablename__ = "positions"
+
+    id = Column(Integer, primary_key=True, index=True)
+    simulation_id = Column(Integer, ForeignKey("simulations.id"))
+    symbol = Column(String, default="XAU/USD")
+    quantity = Column(Float)
+    avg_price = Column(Float)
+    current_price = Column(Float)
+    unrealized_pnl = Column(Float)
+    unrealized_pnl_percent = Column(Float)
+    updated_at = Column(DateTime(timezone=True), onupdate=func.now())
+
+    simulation = relationship("Simulation", back_populates="positions")
+
+
+class AIAnalysisLog(Base):
+    __tablename__ = "ai_analysis_logs"
+
+    id = Column(Integer, primary_key=True, index=True)
+    simulation_id = Column(Integer, nullable=True)
+    recommendation = Column(String)
+    confidence = Column(Float)
+    reasoning = Column(String)
+    risk_level = Column(String)
+    support_levels = Column(String)  # JSON string
+    resistance_levels = Column(String)  # JSON string
+    created_at = Column(DateTime(timezone=True), server_default=func.now())

backend/app/providers/base.py

@@ -0,0 +1,15 @@
+from __future__ import annotations
+
+import abc
+from typing import AsyncIterator
+from .typing import Kline
+
+
+class BaseProvider(abc.ABC):
+    @abc.abstractmethod
+    async def stream_klines(self, symbol: str, timeframe: str) -> AsyncIterator["Kline"]:
+        ...
+
+    @abc.abstractmethod
+    async def get_historical_ohlcv(self, symbol: str, timeframe: str, start=None, end=None):
+        ...

backend/app/providers/crypto/binance_ws.py

@@ -0,0 +1,50 @@
+from __future__ import annotations
+
+import asyncio
+import json
+import websockets
+from typing import AsyncIterator
+from datetime import datetime
+
+from ..typing import Kline
+import os
+
+
+class BinanceWSProvider:
+    def __init__(self, base_url: str | None = None):
+        self.base_url = base_url or os.getenv("BINANCE_WS_URL", "wss://stream.binance.com:9443/ws")
+
+    async def stream_klines(self, symbol: str, timeframe: str) -> AsyncIterator[Kline]:
+        # Binance expects lowercase, no slash: BTCUSDT -> btcusdt
+        stream = f"{symbol.lower()}@kline_{timeframe}"
+        url = self.base_url.rstrip("/").replace("/ws", "/stream") + f"?streams={stream}"
+        async for msg in self._ws_loop(url):
+            try:
+                data = json.loads(msg)
+                k = data.get("data", {}).get("k", {})
+                if not k:
+                    continue
+                yield Kline(
+                    symbol=symbol,
+                    timeframe=timeframe,
+                    open_time=datetime.fromtimestamp(k["t"] / 1000.0),
+                    close_time=datetime.fromtimestamp(k["T"] / 1000.0),
+                    open=float(k["o"]),
+                    high=float(k["h"]),
+                    low=float(k["l"]),
+                    close=float(k["c"]),
+                    volume=float(k.get("v", 0.0)),
+                    is_closed=bool(k.get("x", False)),
+                    source="binance",
+                )
+            except Exception:
+                continue
+
+    async def _ws_loop(self, url: str):
+        while True:
+            try:
+                async with websockets.connect(url, ping_interval=20, ping_timeout=20) as ws:
+                    async for message in ws:
+                        yield message
+            except Exception:
+                await asyncio.sleep(2)

backend/app/providers/metals/alpha_vantage.py

@@ -0,0 +1,60 @@
+from __future__ import annotations
+
+import asyncio
+from datetime import datetime
+from typing import AsyncIterator
+import httpx
+
+from ..typing import Kline
+from app.config import settings
+
+
+ALPHA_BASE = "https://www.alphavantage.co/query"
+
+
+class AlphaVantageXAUProvider:
+    def __init__(self, api_key: str | None = None):
+        self.api_key = api_key or settings.alpha_vantage_api_key
+
+    async def stream_klines(self, symbol: str, timeframe: str) -> AsyncIterator[Kline]:
+        # Poll once per minute due to AV rate limits
+        assert symbol.upper() in {"XAUUSD", "XAU/USD"}
+        from_symbol = "XAU"
+        to_symbol = "USD"
+        interval = "1min" if timeframe == "1m" else "5min"
+        async with httpx.AsyncClient(timeout=30) as client:
+            while True:
+                params = {
+                    "function": "FX_INTRADAY",
+                    "from_symbol": from_symbol,
+                    "to_symbol": to_symbol,
+                    "interval": interval,
+                    "outputsize": "compact",
+                    "apikey": self.api_key or "demo",
+                }
+                try:
+                    r = await client.get(ALPHA_BASE, params=params)
+                    r.raise_for_status()
+                    js = r.json()
+                    # Pick the latest candle
+                    key = f"Time Series FX ({interval})"
+                    series = js.get(key) or {}
+                    if series:
+                        ts, row = next(iter(series.items()))
+                        dt = datetime.fromisoformat(ts)
+                        yield Kline(
+                            symbol="XAUUSD",
+                            timeframe=timeframe,
+                            open_time=dt,
+                            close_time=dt,
+                            open=float(row["1. open"]),
+                            high=float(row["2. high"]),
+                            low=float(row["3. low"]),
+                            close=float(row["4. close"]),
+                            volume=float(row.get("5. volume", 0.0)),
+                            is_closed=True,
+                            source="alpha_vantage",
+                        )
+                except Exception:
+                    pass
+                await asyncio.sleep(60)

backend/app/providers/typing.py

@@ -0,0 +1,18 @@
+from __future__ import annotations
+from dataclasses import dataclass
+from datetime import datetime
+
+
+@dataclass
+class Kline:
+    symbol: str
+    timeframe: str
+    open_time: datetime
+    close_time: datetime
+    open: float
+    high: float
+    low: float
+    close: float
+    volume: float = 0.0
+    is_closed: bool = True
+    source: str = "other"

backend/app/schemas/__init__.py

@@ -0,0 +1 @@
+# Schemas package

backend/app/schemas/market.py

@@ -0,0 +1,26 @@
+from __future__ import annotations
+
+from pydantic import BaseModel, Field
+from typing import Literal
+from datetime import datetime
+
+
+class KlineEvent(BaseModel):
+    symbol: str
+    timeframe: str
+    open_time: datetime
+    close_time: datetime
+    open: float
+    high: float
+    low: float
+    close: float
+    volume: float = 0.0
+    is_closed: bool = Field(default=True, description="True when candle closed")
+    source: Literal["binance", "alpha_vantage", "oanda", "other"] = "other"
+
+
+class OHLCVRequest(BaseModel):
+    symbol: str
+    timeframe: str
+    start: datetime | None = None
+    end: datetime | None = None

backend/app/schemas/schemas.py

@@ -0,0 +1,211 @@
+from pydantic import BaseModel, Field
+from typing import Optional, List
+from datetime import datetime
+from enum import Enum
+
+
+class TradeAction(str, Enum):
+    BUY = "BUY"
+    SELL = "SELL"
+
+
+class Recommendation(str, Enum):
+    BUY = "BUY"
+    SELL = "SELL"
+    HOLD = "HOLD"
+
+
+class RiskLevel(str, Enum):
+    LOW = "LOW"
+    MEDIUM = "MEDIUM"
+    HIGH = "HIGH"
+
+
+class PriceData(BaseModel):
+    time: int
+    open: float
+    high: float
+    low: float
+    close: float
+    volume: Optional[float] = None
+
+
+class TradeCreate(BaseModel):
+    action: TradeAction
+    quantity: float
+    price: float
+
+
+class TradeResponse(BaseModel):
+    id: int
+    simulation_id: int
+    action: TradeAction
+    quantity: float
+    price: float
+    total: float
+    pnl: Optional[float] = None
+    timestamp: datetime
+
+    class Config:
+        from_attributes = True
+
+
+class PositionResponse(BaseModel):
+    symbol: str
+    quantity: float
+    avg_price: float
+    current_price: float
+    unrealized_pnl: float
+    unrealized_pnl_percent: float
+
+    class Config:
+        from_attributes = True
+
+
+class PortfolioResponse(BaseModel):
+    cash: float
+    initial_capital: float
+    total_value: float
+    total_pnl: float
+    total_pnl_percent: float
+    position: Optional[PositionResponse] = None
+    trades: List[TradeResponse] = []
+
+
+class MarketDataResponse(BaseModel):
+    symbol: str = "XAU/USD"
+    price: float
+    change: float
+    change_percent: float
+    high_24h: float
+    low_24h: float
+    volume: float
+
+
+class SupportResistance(BaseModel):
+    support: List[float] = []
+    resistance: List[float] = []
+
+
+class AIAnalysisRequest(BaseModel):
+    price_data: List[PriceData]
+    indicators: List[dict]
+    current_price: float
+
+
+class AIAnalysisResponse(BaseModel):
+    recommendation: Recommendation
+    confidence: float = Field(..., ge=0, le=100)
+    reasoning: str
+    support_resistance: SupportResistance
+    risk_level: RiskLevel
+
+
+class IndicatorData(BaseModel):
+    time: int
+    value: float
+
+
+# News and Sentiment Schemas
+class Sentiment(str, Enum):
+    POSITIVE = "POSITIVE"
+    NEGATIVE = "NEGATIVE"
+    NEUTRAL = "NEUTRAL"
+
+
+class NewsArticle(BaseModel):
+    id: str
+    source: str
+    title: str
+    description: Optional[str] = None
+    url: str
+    published_at: datetime
+    sentiment: Sentiment
+    sentiment_score: float = Field(..., ge=-1, le=1)
+    impact_on_gold: str  # HIGH, MEDIUM, LOW
+    relevance_score: float = Field(..., ge=0, le=1)
+    category: str  # MONETARY_POLICY, GEOPOLITICS, ECONOMIC_DATA, etc.
+
+
+class NewsFeedResponse(BaseModel):
+    articles: List[NewsArticle]
+    total_count: int
+    bullish_count: int
+    bearish_count: int
+    neutral_count: int
+    overall_sentiment: Sentiment
+    avg_sentiment_score: float
+
+
+class EconomicEvent(BaseModel):
+    id: str
+    title: str
+    country: str
+    currency: str
+    event_date: datetime
+    importance: str  # HIGH, MEDIUM, LOW
+    forecast: Optional[str] = None
+    previous: Optional[str] = None
+    actual: Optional[str] = None
+    impact_on_gold: str
+
+
+class EconomicCalendarResponse(BaseModel):
+    events: List[EconomicEvent]
+    upcoming_high_impact: int
+
+
+# Alert Schemas
+class AlertType(str, Enum):
+    PRICE_SPIKE = "PRICE_SPIKE"
+    PRICE_DROP = "PRICE_DROP"
+    NEWS_BREAKING = "NEWS_BREAKING"
+    SUPPORT_BREACH = "SUPPORT_BREACH"
+    RESISTANCE_BREACH = "RESISTANCE_BREACH"
+    HIGH_VOLATILITY = "HIGH_VOLATILITY"
+    ECONOMIC_EVENT = "ECONOMIC_EVENT"
+
+
+class AlertSeverity(str, Enum):
+    CRITICAL = "CRITICAL"
+    HIGH = "HIGH"
+    MEDIUM = "MEDIUM"
+    LOW = "LOW"
+
+
+class Alert(BaseModel):
+    id: str
+    type: AlertType
+    severity: AlertSeverity
+    title: str
+    message: str
+    price: Optional[float] = None
+    change_percent: Optional[float] = None
+    timestamp: datetime
+    related_news: Optional[List[str]] = []  # URLs to related news
+    action_required: bool = False
+
+
+class AlertsResponse(BaseModel):
+    alerts: List[Alert]
+    critical_count: int
+    unread_count: int
+
+
+# News-Price Correlation
+class NewsPriceCorrelation(BaseModel):
+    news_id: str
+    news_title: str
+    news_time: datetime
+    price_before: float
+    price_after: float
+    price_change: float
+    price_change_percent: float
+    time_delta_minutes: int
+    correlation_strength: str  # STRONG, MODERATE, WEAK
+
+
+class CorrelationAnalysisResponse(BaseModel):
+    correlations: List[NewsPriceCorrelation]
+    significant_events: int
+    avg_price_impact: float

backend/app/services/__init__.py

@@ -0,0 +1 @@
+# Services package

backend/app/services/alert_service.py

@@ -0,0 +1,270 @@
+from typing import List, Dict, Optional
+from datetime import datetime, timedelta
+import uuid
+from app.schemas.schemas import (
+    Alert,
+    AlertType,
+    AlertSeverity,
+    AlertsResponse,
+    PriceData,
+    NewsPriceCorrelation,
+    CorrelationAnalysisResponse,
+)
+from app.config import settings
+
+
+class AlertService:
+    def __init__(self):
+        self.alerts: List[Alert] = []
+        self.price_history: List[PriceData] = []
+        self.last_price: Optional[float] = None
+        self.support_levels: List[float] = []
+        self.resistance_levels: List[float] = []
+
+    def set_support_resistance(self, support: List[float], resistance: List[float]):
+        """Set support and resistance levels for breach detection"""
+        self.support_levels = support
+        self.resistance_levels = resistance
+
+    def add_price_data(self, price_data: PriceData):
+        """Add new price data and check for alerts"""
+        self.price_history.append(price_data)
+
+        # Keep only last 1000 data points
+        if len(self.price_history) > 1000:
+            self.price_history = self.price_history[-1000:]
+
+        current_price = price_data.close
+
+        if self.last_price:
+            self._check_price_alerts(current_price, self.last_price)
+            self._check_volatility_alerts(price_data)
+            self._check_support_resistance_breach(current_price)
+
+        self.last_price = current_price
+
+    def _check_price_alerts(self, current_price: float, last_price: float):
+        """Check for significant price movements"""
+        change_percent = ((current_price - last_price) / last_price) * 100
+
+        threshold = settings.PRICE_ALERT_THRESHOLD
+
+        if abs(change_percent) >= threshold:
+            if change_percent > 0:
+                alert_type = AlertType.PRICE_SPIKE
+                title = f"Gold Price Spike: +{change_percent:.2f}%"
+                severity = AlertSeverity.HIGH if change_percent > 2.0 else AlertSeverity.MEDIUM
+            else:
+                alert_type = AlertType.PRICE_DROP
+                title = f"Gold Price Drop: {change_percent:.2f}%"
+                severity = AlertSeverity.HIGH if change_percent < -2.0 else AlertSeverity.MEDIUM
+
+            alert = Alert(
+                id=str(uuid.uuid4()),
+                type=alert_type,
+                severity=severity,
+                title=title,
+                message=f"Gold price moved from ${last_price:.2f} to ${current_price:.2f} ({change_percent:+.2f}%)",
+                price=current_price,
+                change_percent=change_percent,
+                timestamp=datetime.now(),
+                action_required=severity == AlertSeverity.HIGH,
+            )
+
+            self.alerts.append(alert)
+
+    def _check_volatility_alerts(self, price_data: PriceData):
+        """Check for high volatility conditions"""
+        if len(self.price_history) < 20:
+            return
+
+        # Calculate ATR-like volatility
+        recent_data = self.price_history[-20:]
+        ranges = [d.high - d.low for d in recent_data]
+        avg_range = sum(ranges) / len(ranges)
+        current_range = price_data.high - price_data.low
+
+        # Alert if current range is 2x average
+        if current_range > avg_range * 2:
+            alert = Alert(
+                id=str(uuid.uuid4()),
+                type=AlertType.HIGH_VOLATILITY,
+                severity=AlertSeverity.MEDIUM,
+                title="High Volatility Detected",
+                message=f"Current price range ${current_range:.2f} is significantly higher than average ${avg_range:.2f}",
+                price=price_data.close,
+                timestamp=datetime.now(),
+            )
+
+            self.alerts.append(alert)
+
+    def _check_support_resistance_breach(self, current_price: float):
+        """Check if price breached support or resistance levels"""
+        if not self.last_price:
+            return
+
+        # Check resistance breach (upward)
+        for resistance in self.resistance_levels:
+            if self.last_price < resistance <= current_price:
+                alert = Alert(
+                    id=str(uuid.uuid4()),
+                    type=AlertType.RESISTANCE_BREACH,
+                    severity=AlertSeverity.HIGH,
+                    title=f"Resistance Breached: ${resistance:.2f}",
+                    message=f"Gold price broke above resistance level of ${resistance:.2f}",
+                    price=current_price,
+                    timestamp=datetime.now(),
+                    action_required=True,
+                )
+                self.alerts.append(alert)
+
+        # Check support breach (downward)
+        for support in self.support_levels:
+            if self.last_price > support >= current_price:
+                alert = Alert(
+                    id=str(uuid.uuid4()),
+                    type=AlertType.SUPPORT_BREACH,
+                    severity=AlertSeverity.HIGH,
+                    title=f"Support Breached: ${support:.2f}",
+                    message=f"Gold price broke below support level of ${support:.2f}",
+                    price=current_price,
+                    timestamp=datetime.now(),
+                    action_required=True,
+                )
+                self.alerts.append(alert)
+
+    def add_news_alert(self, news_title: str, impact: str, sentiment: str):
+        """Add alert for breaking news"""
+        severity_map = {
+            "HIGH": AlertSeverity.CRITICAL,
+            "MEDIUM": AlertSeverity.HIGH,
+            "LOW": AlertSeverity.MEDIUM,
+        }
+
+        alert = Alert(
+            id=str(uuid.uuid4()),
+            type=AlertType.NEWS_BREAKING,
+            severity=severity_map.get(impact, AlertSeverity.MEDIUM),
+            title=f"Breaking: {news_title[:50]}...",
+            message=f"High-impact news detected: {news_title}",
+            timestamp=datetime.now(),
+            action_required=impact == "HIGH",
+        )
+
+        self.alerts.append(alert)
+
+    def add_economic_event_alert(self, event_title: str, importance: str):
+        """Add alert for upcoming economic event"""
+        severity_map = {
+            "HIGH": AlertSeverity.HIGH,
+            "MEDIUM": AlertSeverity.MEDIUM,
+            "LOW": AlertSeverity.LOW,
+        }
+
+        alert = Alert(
+            id=str(uuid.uuid4()),
+            type=AlertType.ECONOMIC_EVENT,
+            severity=severity_map.get(importance, AlertSeverity.MEDIUM),
+            title=f"Upcoming: {event_title}",
+            message=f"Important economic event scheduled: {event_title}",
+            timestamp=datetime.now(),
+            action_required=importance == "HIGH",
+        )
+
+        self.alerts.append(alert)
+
+    def get_alerts(self, limit: int = 50) -> AlertsResponse:
+        """Get recent alerts"""
+        # Sort by timestamp (newest first)
+        sorted_alerts = sorted(self.alerts, key=lambda x: x.timestamp, reverse=True)
+
+        # Limit results
+        recent_alerts = sorted_alerts[:limit]
+
+        # Count critical alerts
+        critical_count = sum(1 for a in recent_alerts if a.severity == AlertSeverity.CRITICAL)
+
+        # For MVP, all alerts are unread
+        unread_count = len(recent_alerts)
+
+        return AlertsResponse(
+            alerts=recent_alerts,
+            critical_count=critical_count,
+            unread_count=unread_count,
+        )
+
+    def clear_old_alerts(self, hours: int = 24):
+        """Remove alerts older than specified hours"""
+        cutoff = datetime.now() - timedelta(hours=hours)
+        self.alerts = [a for a in self.alerts if a.timestamp > cutoff]
+
+    def analyze_news_price_correlation(
+        self,
+        news_articles: List,
+        price_data: List[PriceData],
+    ) -> CorrelationAnalysisResponse:
+        """Analyze correlation between news and price movements"""
+        correlations = []
+
+        for article in news_articles:
+            news_time = article.published_at
+
+            # Find price before and after news
+            price_before = None
+            price_after = None
+
+            for i, data in enumerate(price_data):
+                data_time = datetime.fromtimestamp(data.time)
+
+                # Price before news (within 1 hour before)
+                if data_time < news_time and (news_time - data_time).total_seconds() < 3600:
+                    price_before = data.close
+
+                # Price after news (within 1 hour after)
+                if data_time > news_time and (data_time - news_time).total_seconds() < 3600:
+                    if not price_after:  # Take first price after
+                        price_after = data.close
+
+            if price_before and price_after:
+                price_change = price_after - price_before
+                price_change_percent = (price_change / price_before) * 100
+                time_delta = 60  # Approximate minutes
+
+                # Determine correlation strength
+                if abs(price_change_percent) > 1.0:
+                    strength = "STRONG"
+                elif abs(price_change_percent) > 0.5:
+                    strength = "MODERATE"
+                else:
+                    strength = "WEAK"
+
+                correlation = NewsPriceCorrelation(
+                    news_id=article.id,
+                    news_title=article.title,
+                    news_time=news_time,
+                    price_before=price_before,
+                    price_after=price_after,
+                    price_change=price_change,
+                    price_change_percent=price_change_percent,
+                    time_delta_minutes=time_delta,
+                    correlation_strength=strength,
+                )
+
+                correlations.append(correlation)
+
+        # Calculate statistics
+        significant_events = sum(1 for c in correlations if c.correlation_strength in ["STRONG", "MODERATE"])
+        avg_impact = (
+            sum(abs(c.price_change_percent) for c in correlations) / len(correlations)
+            if correlations else 0.0
+        )
+
+        return CorrelationAnalysisResponse(
+            correlations=correlations[:20],  # Limit to 20 most recent
+            significant_events=significant_events,
+            avg_price_impact=avg_impact,
+        )
+
+
+# Global instance
+alert_service = AlertService()

backend/app/services/alpha_vantage.py

@@ -0,0 +1,133 @@
+import httpx
+from typing import List, Dict
+from datetime import datetime
+from app.config import settings
+from app.schemas.schemas import PriceData
+
+
+class AlphaVantageService:
+    def __init__(self):
+        self.base_url = settings.ALPHA_VANTAGE_BASE_URL
+        self.api_key = settings.ALPHA_VANTAGE_API_KEY
+
+    async def get_gold_daily_data(
+        self, output_size: str = "compact"
+    ) -> List[PriceData]:
+        """
+        Fetch daily gold price data from Alpha Vantage using GLD ETF
+        GLD tracks gold prices closely (1 share ≈ 0.1 oz of gold)
+
+        Args:
+            output_size: 'compact' (100 data points) or 'full' (20+ years)
+
+        Returns:
+            List of PriceData objects
+        """
+        params = {
+            "function": "TIME_SERIES_DAILY",
+            "symbol": "GLD",
+            "outputsize": output_size,
+            "apikey": self.api_key,
+        }
+
+        async with httpx.AsyncClient(timeout=30.0) as client:
+            response = await client.get(self.base_url, params=params)
+            response.raise_for_status()
+            data = response.json()
+
+        if "Time Series (Daily)" not in data:
+            raise ValueError(f"Invalid API response: {data}")
+
+        time_series = data["Time Series (Daily)"]
+        price_data = []
+
+        for date_str, values in time_series.items():
+            # Convert date to Unix timestamp
+            dt = datetime.strptime(date_str, "%Y-%m-%d")
+            timestamp = int(dt.timestamp())
+
+            price_data.append(
+                PriceData(
+                    time=timestamp,
+                    open=float(values["1. open"]),
+                    high=float(values["2. high"]),
+                    low=float(values["3. low"]),
+                    close=float(values["4. close"]),
+                )
+            )
+
+        # Sort by time (oldest first)
+        price_data.sort(key=lambda x: x.time)
+        return price_data
+
+    async def get_gold_intraday_data(
+        self, interval: str = "15min", output_size: str = "compact"
+    ) -> List[PriceData]:
+        """
+        Fetch intraday gold price data using GLD ETF
+
+        Args:
+            interval: '1min', '5min', '15min', '30min', '60min'
+            output_size: 'compact' or 'full'
+
+        Returns:
+            List of PriceData objects
+        """
+        params = {
+            "function": "TIME_SERIES_INTRADAY",
+            "symbol": "GLD",
+            "interval": interval,
+            "outputsize": output_size,
+            "apikey": self.api_key,
+        }
+
+        async with httpx.AsyncClient(timeout=30.0) as client:
+            response = await client.get(self.base_url, params=params)
+            response.raise_for_status()
+            data = response.json()
+
+        time_series_key = f"Time Series ({interval})"
+        if time_series_key not in data:
+            raise ValueError(f"Invalid API response: {data}")
+
+        time_series = data[time_series_key]
+        price_data = []
+
+        for datetime_str, values in time_series.items():
+            dt = datetime.strptime(datetime_str, "%Y-%m-%d %H:%M:%S")
+            timestamp = int(dt.timestamp())
+
+            price_data.append(
+                PriceData(
+                    time=timestamp,
+                    open=float(values["1. open"]),
+                    high=float(values["2. high"]),
+                    low=float(values["3. low"]),
+                    close=float(values["4. close"]),
+                )
+            )
+
+        price_data.sort(key=lambda x: x.time)
+        return price_data
+
+    async def get_current_gold_price(self) -> float:
+        """Get current gold price using GLD ETF latest price"""
+        params = {
+            "function": "GLOBAL_QUOTE",
+            "symbol": "GLD",
+            "apikey": self.api_key,
+        }
+
+        async with httpx.AsyncClient(timeout=30.0) as client:
+            response = await client.get(self.base_url, params=params)
+            response.raise_for_status()
+            data = response.json()
+
+        if "Global Quote" not in data:
+            raise ValueError(f"Invalid API response: {data}")
+
+        quote = data["Global Quote"]
+        return float(quote["05. price"])
+
+
+alpha_vantage_service = AlphaVantageService()

backend/app/services/crypto/binance_rest.py

@@ -0,0 +1,37 @@
+from __future__ import annotations
+
+import httpx
+from typing import List, Literal, Dict, Any
+
+BINANCE_REST = "https://api.binance.com/api/v3/klines"
+
+Interval = Literal["1m", "3m", "5m", "15m", "30m", "1h", "2h", "4h", "6h", "8h", "12h", "1d"]
+
+
+async def fetch_klines(symbol: str, interval: Interval, limit: int = 500) -> List[Dict[str, Any]]:
+    """
+    Fetch OHLCV klines from Binance REST. Returns list of dicts with fields:
+    time, open, high, low, close, volume
+    """
+    params = {"symbol": symbol.upper().replace("/", ""), "interval": interval, "limit": min(max(limit, 1), 1000)}
+    async with httpx.AsyncClient(timeout=15.0) as client:
+        r = await client.get(BINANCE_REST, params=params)
+        r.raise_for_status()
+        data = r.json()
+    out: List[Dict[str, Any]] = []
+    for row in data:
+        # Binance format
+        # [ openTime, open, high, low, close, volume, closeTime, ... ]
+        out.append(
+            {
+                "time": int(row[0] // 1000),
+                "open": float(row[1]),
+                "high": float(row[2]),
+                "low": float(row[3]),
+                "close": float(row[4]),
+                "volume": float(row[5]),
+            }
+        )
+    # Ensure ascending by time
+    out.sort(key=lambda x: x["time"])
+    return out

backend/app/services/decisions.py

@@ -0,0 +1,56 @@
+from __future__ import annotations
+
+from typing import Any, Dict, List
+from datetime import datetime, timezone
+import threading
+
+
+class DecisionStore:
+    def __init__(self) -> None:
+        self._lock = threading.Lock()
+        self._items: List[Dict[str, Any]] = []
+
+    def add(self, item: Dict[str, Any]) -> None:
+        with self._lock:
+            self._items.append(item)
+            if len(self._items) > 1000:
+                # keep last 1000
+                self._items = self._items[-1000:]
+
+    def latest(self, limit: int = 50) -> List[Dict[str, Any]]:
+        with self._lock:
+            return list(reversed(self._items[-limit:]))
+
+
+# singleton store
+store = DecisionStore()
+
+
+def log_decision(
+    *,
+    symbol: str,
+    timeframe: str,
+    style: str,
+    recommendation: str,
+    confidence: float,
+    risk_level: str,
+    rationale: str,
+    inputs_hash: str | None = None,
+    cost: Dict[str, Any] | None = None,
+) -> Dict[str, Any]:
+    now = datetime.now(timezone.utc).isoformat()
+    item = {
+        "id": f"dec_{int(datetime.now(timezone.utc).timestamp()*1000)}",
+        "time": now,
+        "symbol": symbol,
+        "timeframe": timeframe,
+        "style": style,
+        "recommendation": recommendation,
+        "confidence": confidence,
+        "risk_level": risk_level,
+        "rationale": rationale,
+        "inputs_hash": inputs_hash,
+        "cost": cost or {},
+    }
+    store.add(item)
+    return item

backend/app/services/gold_api.py

@@ -0,0 +1,142 @@
+import httpx
+from typing import List, Dict
+from datetime import datetime, timedelta
+from app.schemas.schemas import PriceData
+
+
+class GoldAPIService:
+    """
+    Multi-source gold price service using free APIs:
+    - FXRatesAPI for historical XAU/USD data (no API key needed)
+    - GoldPrice.org for real-time spot prices
+    """
+
+    def __init__(self):
+        self.fxrates_base_url = "https://api.fxratesapi.com"
+        self.goldprice_url = "https://data-asg.goldprice.org/dbXRates/USD"
+
+    async def get_gold_daily_data(
+        self, output_size: str = "compact"
+    ) -> List[PriceData]:
+        """
+        Fetch daily gold (XAU/USD) price data from FXRatesAPI
+
+        Args:
+            output_size: 'compact' (~100 days) or 'full' (~1 year)
+
+        Returns:
+            List of PriceData objects with actual XAU/USD prices
+        """
+        # Calculate date range
+        end_date = datetime.now()
+        if output_size == "full":
+            start_date = end_date - timedelta(days=365)
+        else:
+            start_date = end_date - timedelta(days=100)
+
+        params = {
+            "start_date": start_date.strftime("%Y-%m-%d"),
+            "end_date": end_date.strftime("%Y-%m-%d"),
+            "base": "XAU",
+            "currencies": "USD",
+        }
+
+        async with httpx.AsyncClient(timeout=30.0) as client:
+            response = await client.get(
+                f"{self.fxrates_base_url}/timeseries", params=params
+            )
+            response.raise_for_status()
+            data = response.json()
+
+        if not data.get("success") or "rates" not in data:
+            raise ValueError(f"Invalid API response: {data}")
+
+        rates = data["rates"]
+        price_data = []
+
+        for date_str, rate_data in rates.items():
+            # Parse the ISO timestamp
+            dt = datetime.fromisoformat(date_str.replace("Z", "+00:00"))
+            timestamp = int(dt.timestamp())
+
+            # FXRatesAPI gives us XAU price in USD (1 oz gold = X USD)
+            price = rate_data["USD"]
+
+            # Since we don't have OHLC from this API, we'll use the close price
+            # for all values (this is a limitation of free APIs)
+            price_data.append(
+                PriceData(
+                    time=timestamp,
+                    open=price,
+                    high=price * 1.002,  # Add small variance for visual effect
+                    low=price * 0.998,
+                    close=price,
+                )
+            )
+
+        # Sort by time (oldest first)
+        price_data.sort(key=lambda x: x.time)
+        return price_data
+
+    async def get_gold_intraday_data(
+        self, interval: str = "15min", output_size: str = "compact"
+    ) -> List[PriceData]:
+        """
+        Fallback to daily data for intraday (free APIs don't provide intraday)
+        Or fetch current price and simulate recent data points
+        """
+        # For free tier, we'll return simulated intraday data based on current price
+        current_price = await self.get_current_gold_price()
+        
+        price_data = []
+        now = datetime.now()
+        
+        # Generate last 24 hours of data points
+        intervals = {
+            "1min": 60,
+            "5min": 5 * 60,
+            "15min": 15 * 60,
+            "30min": 30 * 60,
+            "60min": 60 * 60,
+        }
+        
+        interval_seconds = intervals.get(interval, 15 * 60)
+        points = 100 if output_size == "compact" else 500
+        
+        for i in range(points):
+            timestamp = int((now - timedelta(seconds=interval_seconds * i)).timestamp())
+            # Add small random variance (±0.5%)
+            variance = 1.0 + ((i % 10 - 5) * 0.001)
+            price = current_price * variance
+            
+            price_data.append(
+                PriceData(
+                    time=timestamp,
+                    open=price,
+                    high=price * 1.001,
+                    low=price * 0.999,
+                    close=price,
+                )
+            )
+        
+        price_data.sort(key=lambda x: x.time)
+        return price_data
+
+    async def get_current_gold_price(self) -> float:
+        """Get current spot gold price from FXRatesAPI (free, no API key)"""
+        async with httpx.AsyncClient(timeout=30.0) as client:
+            response = await client.get(
+                f"{self.fxrates_base_url}/latest",
+                params={"base": "XAU", "currencies": "USD"}
+            )
+            response.raise_for_status()
+            data = response.json()
+
+        if not data.get("success") or "rates" not in data:
+            raise ValueError(f"Invalid API response: {data}")
+
+        # Get current XAU/USD price
+        return float(data["rates"]["USD"])
+
+
+gold_api_service = GoldAPIService()

backend/app/services/metals/alpha_fx.py

@@ -0,0 +1,83 @@
+from __future__ import annotations
+
+from typing import List, Dict, Any
+import httpx
+from app.config import settings
+
+ALPHA_BASE = "https://www.alphavantage.co/query"
+
+
+async def fetch_fx_intraday(symbol: str = "XAUUSD", interval: str = "1min") -> List[Dict[str, Any]]:
+    from_symbol = symbol[:3].upper()
+    to_symbol = symbol[3:].upper()
+    params = {
+        "function": "FX_INTRADAY",
+        "from_symbol": from_symbol,
+        "to_symbol": to_symbol,
+        "interval": interval,
+        "outputsize": "compact",
+        "apikey": settings.ALPHA_VANTAGE_API_KEY or "demo",
+    }
+    async with httpx.AsyncClient(timeout=30.0) as client:
+        r = await client.get(ALPHA_BASE, params=params)
+        r.raise_for_status()
+        js = r.json()
+    key = f"Time Series FX ({interval})"
+    series = js.get(key) or {}
+    out: List[Dict[str, Any]] = []
+    # Alpha returns in reverse chronological; convert to ascending
+    for ts, row in reversed(list(series.items())):
+        # ts like '2024-11-01 10:05:00'
+        # Convert to seconds
+        # We avoid datetime parsing heavy ops; split string
+        date_part, time_part = ts.split(" ")
+        y, m, d = map(int, date_part.split("-"))
+        hh, mm, ss = map(int, time_part.split(":"))
+        import calendar, datetime as dt
+        seconds = int(calendar.timegm(dt.datetime(y, m, d, hh, mm, ss).timetuple()))
+        out.append(
+            {
+                "time": seconds,
+                "open": float(row["1. open"]),
+                "high": float(row["2. high"]),
+                "low": float(row["3. low"]),
+                "close": float(row["4. close"]),
+                "volume": float(row.get("5. volume", 0.0)),
+            }
+        )
+    return out
+
+
+async def fetch_fx_daily(symbol: str = "XAUUSD") -> List[Dict[str, Any]]:
+    from_symbol = symbol[:3].upper()
+    to_symbol = symbol[3:].upper()
+    params = {
+        "function": "FX_DAILY",
+        "from_symbol": from_symbol,
+        "to_symbol": to_symbol,
+        "outputsize": "compact",
+        "apikey": settings.ALPHA_VANTAGE_API_KEY or "demo",
+    }
+    async with httpx.AsyncClient(timeout=30.0) as client:
+        r = await client.get(ALPHA_BASE, params=params)
+        r.raise_for_status()
+        js = r.json()
+    key = "Time Series FX (Daily)"
+    series = js.get(key) or {}
+    out: List[Dict[str, Any]] = []
+    for ts, row in reversed(list(series.items())):
+        # ts like '2024-11-01'
+        import calendar, datetime as dt
+        y, m, d = map(int, ts.split("-"))
+        seconds = int(calendar.timegm(dt.datetime(y, m, d, 0, 0, 0).timetuple()))
+        out.append(
+            {
+                "time": seconds,
+                "open": float(row["1. open"]),
+                "high": float(row["2. high"]),
+                "low": float(row["3. low"]),
+                "close": float(row["4. close"]),
+                "volume": 0.0,
+            }
+        )
+    return out

backend/app/services/news_service.py

@@ -0,0 +1,320 @@
+import httpx
+from typing import List, Dict
+from datetime import datetime, timedelta
+from textblob import TextBlob
+import hashlib
+from app.config import settings
+from app.schemas.schemas import (
+    NewsArticle,
+    NewsFeedResponse,
+    Sentiment,
+    EconomicEvent,
+    EconomicCalendarResponse,
+)
+
+
+class NewsService:
+    def __init__(self):
+        self.alpha_vantage_key = settings.ALPHA_VANTAGE_API_KEY
+        self.finnhub_key = settings.FINNHUB_API_KEY
+        self.news_api_key = settings.NEWS_API_KEY
+
+        # Gold-related keywords for relevance scoring
+        self.gold_keywords = {
+            "high_relevance": [
+                "gold", "xau", "precious metals", "bullion", "gold price",
+                "gold market", "gold trading", "gold miners", "gold etf"
+            ],
+            "medium_relevance": [
+                "federal reserve", "fed", "inflation", "interest rates",
+                "dollar", "usd", "monetary policy", "central bank",
+                "jerome powell", "treasury", "bonds"
+            ],
+            "context_relevance": [
+                "geopolitics", "war", "sanctions", "recession",
+                "crisis", "safe haven", "risk off", "uncertainty"
+            ]
+        }
+
+        # Impact categories
+        self.impact_categories = {
+            "MONETARY_POLICY": ["federal reserve", "fed", "interest rate", "monetary policy", "central bank"],
+            "GEOPOLITICS": ["war", "conflict", "sanctions", "tension", "geopolitical"],
+            "ECONOMIC_DATA": ["inflation", "cpi", "gdp", "employment", "jobs", "unemployment"],
+            "MARKET_SENTIMENT": ["risk", "sentiment", "volatility", "safe haven"],
+            "COMMODITY": ["gold", "precious metals", "bullion", "commodities"],
+        }
+
+    def _calculate_relevance_score(self, text: str) -> float:
+        """Calculate how relevant a news article is to gold trading"""
+        text_lower = text.lower()
+        score = 0.0
+
+        # High relevance keywords
+        for keyword in self.gold_keywords["high_relevance"]:
+            if keyword in text_lower:
+                score += 0.4
+
+        # Medium relevance keywords
+        for keyword in self.gold_keywords["medium_relevance"]:
+            if keyword in text_lower:
+                score += 0.2
+
+        # Context relevance keywords
+        for keyword in self.gold_keywords["context_relevance"]:
+            if keyword in text_lower:
+                score += 0.1
+
+        return min(score, 1.0)
+
+    def _categorize_news(self, text: str) -> str:
+        """Categorize news based on content"""
+        text_lower = text.lower()
+
+        for category, keywords in self.impact_categories.items():
+            for keyword in keywords:
+                if keyword in text_lower:
+                    return category
+
+        return "OTHER"
+
+    def _analyze_sentiment(self, text: str) -> tuple[Sentiment, float]:
+        """Analyze sentiment using TextBlob"""
+        try:
+            analysis = TextBlob(text)
+            polarity = analysis.sentiment.polarity
+
+            if polarity > 0.1:
+                sentiment = Sentiment.POSITIVE
+            elif polarity < -0.1:
+                sentiment = Sentiment.NEGATIVE
+            else:
+                sentiment = Sentiment.NEUTRAL
+
+            return sentiment, polarity
+        except Exception:
+            return Sentiment.NEUTRAL, 0.0
+
+    def _assess_gold_impact(self, sentiment: Sentiment, category: str, relevance: float) -> str:
+        """Assess impact level on gold prices"""
+        # High impact categories
+        high_impact_cats = ["MONETARY_POLICY", "ECONOMIC_DATA"]
+
+        if relevance > 0.7:
+            if category in high_impact_cats:
+                return "HIGH"
+            return "MEDIUM"
+        elif relevance > 0.4:
+            return "MEDIUM"
+        else:
+            return "LOW"
+
+    async def fetch_alpha_vantage_news(self, topics: str = "economy_monetary,finance") -> List[NewsArticle]:
+        """Fetch news from Alpha Vantage News Sentiment API"""
+        try:
+            params = {
+                "function": "NEWS_SENTIMENT",
+                "topics": topics,
+                "limit": 50,
+                "apikey": self.alpha_vantage_key,
+            }
+
+            async with httpx.AsyncClient(timeout=30.0) as client:
+                response = await client.get(
+                    settings.ALPHA_VANTAGE_BASE_URL,
+                    params=params
+                )
+                response.raise_for_status()
+                data = response.json()
+
+            if "feed" not in data:
+                return []
+
+            articles = []
+            for item in data["feed"]:
+                title = item.get("title", "")
+                summary = item.get("summary", "")
+                full_text = f"{title} {summary}"
+
+                relevance = self._calculate_relevance_score(full_text)
+
+                # Filter only gold-relevant news
+                if relevance < 0.3:
+                    continue
+
+                sentiment, score = self._analyze_sentiment(full_text)
+                category = self._categorize_news(full_text)
+                impact = self._assess_gold_impact(sentiment, category, relevance)
+
+                # Parse published date
+                published_str = item.get("time_published", "")
+                try:
+                    published_at = datetime.strptime(published_str, "%Y%m%dT%H%M%S")
+                except:
+                    published_at = datetime.now()
+
+                article_id = hashlib.md5(f"{title}{published_str}".encode()).hexdigest()
+
+                articles.append(
+                    NewsArticle(
+                        id=article_id,
+                        source=item.get("source", "Alpha Vantage"),
+                        title=title,
+                        description=summary,
+                        url=item.get("url", ""),
+                        published_at=published_at,
+                        sentiment=sentiment,
+                        sentiment_score=score,
+                        impact_on_gold=impact,
+                        relevance_score=relevance,
+                        category=category,
+                    )
+                )
+
+            return articles
+
+        except Exception as e:
+            print(f"Error fetching Alpha Vantage news: {e}")
+            return []
+
+    async def fetch_finnhub_news(self) -> List[NewsArticle]:
+        """Fetch gold-related news from Finnhub"""
+        if not self.finnhub_key:
+            return []
+
+        try:
+            # Get general market news
+            params = {
+                "category": "forex",
+                "token": self.finnhub_key,
+            }
+
+            async with httpx.AsyncClient(timeout=30.0) as client:
+                response = await client.get(
+                    f"{settings.FINNHUB_BASE_URL}/news",
+                    params=params
+                )
+                response.raise_for_status()
+                data = response.json()
+
+            articles = []
+            for item in data[:50]:  # Limit to 50 articles
+                title = item.get("headline", "")
+                summary = item.get("summary", "")
+                full_text = f"{title} {summary}"
+
+                relevance = self._calculate_relevance_score(full_text)
+
+                # Filter only gold-relevant news
+                if relevance < 0.3:
+                    continue
+
+                sentiment, score = self._analyze_sentiment(full_text)
+                category = self._categorize_news(full_text)
+                impact = self._assess_gold_impact(sentiment, category, relevance)
+
+                published_at = datetime.fromtimestamp(item.get("datetime", 0))
+                article_id = hashlib.md5(f"{title}{item.get('id', '')}".encode()).hexdigest()
+
+                articles.append(
+                    NewsArticle(
+                        id=article_id,
+                        source=item.get("source", "Finnhub"),
+                        title=title,
+                        description=summary,
+                        url=item.get("url", ""),
+                        published_at=published_at,
+                        sentiment=sentiment,
+                        sentiment_score=score,
+                        impact_on_gold=impact,
+                        relevance_score=relevance,
+                        category=category,
+                    )
+                )
+
+            return articles
+
+        except Exception as e:
+            print(f"Error fetching Finnhub news: {e}")
+            return []
+
+    async def get_aggregated_news_feed(self) -> NewsFeedResponse:
+        """Get aggregated news from all sources"""
+        # Fetch from multiple sources
+        alpha_news = await self.fetch_alpha_vantage_news()
+        finnhub_news = await self.fetch_finnhub_news() if self.finnhub_key else []
+
+        # Combine and deduplicate
+        all_articles = alpha_news + finnhub_news
+
+        # Remove duplicates based on similar titles
+        unique_articles = []
+        seen_titles = set()
+
+        for article in all_articles:
+            title_key = article.title.lower()[:50]  # First 50 chars
+            if title_key not in seen_titles:
+                seen_titles.add(title_key)
+                unique_articles.append(article)
+
+        # Sort by published date (newest first)
+        unique_articles.sort(key=lambda x: x.published_at, reverse=True)
+
+        # Limit to most recent 50
+        unique_articles = unique_articles[:50]
+
+        # Calculate statistics
+        bullish_count = sum(1 for a in unique_articles if a.sentiment == Sentiment.POSITIVE)
+        bearish_count = sum(1 for a in unique_articles if a.sentiment == Sentiment.NEGATIVE)
+        neutral_count = sum(1 for a in unique_articles if a.sentiment == Sentiment.NEUTRAL)
+
+        avg_sentiment = (
+            sum(a.sentiment_score for a in unique_articles) / len(unique_articles)
+            if unique_articles else 0.0
+        )
+
+        # Determine overall sentiment
+        if avg_sentiment > 0.1:
+            overall_sentiment = Sentiment.POSITIVE
+        elif avg_sentiment < -0.1:
+            overall_sentiment = Sentiment.NEGATIVE
+        else:
+            overall_sentiment = Sentiment.NEUTRAL
+
+        return NewsFeedResponse(
+            articles=unique_articles,
+            total_count=len(unique_articles),
+            bullish_count=bullish_count,
+            bearish_count=bearish_count,
+            neutral_count=neutral_count,
+            overall_sentiment=overall_sentiment,
+            avg_sentiment_score=avg_sentiment,
+        )
+
+    async def get_economic_calendar(self) -> EconomicCalendarResponse:
+        """Get upcoming economic events that impact gold"""
+        # This would integrate with economic calendar APIs
+        # For MVP, return curated list of upcoming events
+
+        # In production, integrate with:
+        # - Forex Factory API
+        # - Investing.com Economic Calendar
+        # - Alpha Vantage Economic Indicators
+
+        # For now, return empty with structure
+        events = []
+
+        # Count high-impact upcoming events
+        now = datetime.now()
+        upcoming_high_impact = sum(
+            1 for e in events
+            if e.importance == "HIGH" and e.event_date > now
+        )
+
+        return EconomicCalendarResponse(
+            events=events,
+            upcoming_high_impact=upcoming_high_impact,
+        )
+
+
+news_service = NewsService()

backend/app/services/openrouter.py

@@ -0,0 +1,139 @@
+import httpx
+import json
+from typing import List
+from app.config import settings
+from app.schemas.schemas import (
+    AIAnalysisRequest,
+    AIAnalysisResponse,
+    Recommendation,
+    RiskLevel,
+    SupportResistance,
+)
+
+
+class OpenRouterService:
+    def __init__(self):
+        self.base_url = settings.OPENROUTER_BASE_URL
+        self.api_key = settings.OPENROUTER_API_KEY
+        self.model = settings.OPENROUTER_MODEL
+
+    async def analyze_scenario(self, request: AIAnalysisRequest) -> AIAnalysisResponse:
+        """
+        Analyze trading scenario using Claude 3.5 Sonnet via OpenRouter
+
+        Args:
+            request: AIAnalysisRequest with price data and indicators
+
+        Returns:
+            AIAnalysisResponse with recommendation and analysis
+        """
+        # Prepare recent price data for analysis
+        recent_prices = request.price_data[-50:] if len(request.price_data) > 50 else request.price_data
+
+        # Format price data for the AI
+        price_summary = f"Current Price: ${request.current_price:.2f}\n"
+        price_summary += f"Recent Close Prices: {[f'${p.close:.2f}' for p in recent_prices[-10:]]}\n"
+
+        # Calculate basic statistics
+        prices = [p.close for p in recent_prices]
+        avg_price = sum(prices) / len(prices)
+        price_range = max(prices) - min(prices)
+
+        # Create analysis prompt
+        prompt = f"""You are a senior quantitative analyst specializing in gold (XAU/USD) trading. Analyze the following market data and provide a trading recommendation.
+
+Market Data:
+{price_summary}
+Average Price (last 50 periods): ${avg_price:.2f}
+Price Range: ${price_range:.2f}
+
+Technical Indicators:
+{json.dumps(request.indicators, indent=2)}
+
+Based on this data, provide:
+1. A clear recommendation: BUY, SELL, or HOLD
+2. Confidence level (0-100%)
+3. Detailed reasoning (2-3 sentences)
+4. Support and resistance levels (up to 3 each)
+5. Risk level assessment: LOW, MEDIUM, or HIGH
+
+Respond in JSON format:
+{{
+  "recommendation": "BUY|SELL|HOLD",
+  "confidence": 0-100,
+  "reasoning": "Your detailed analysis here",
+  "support_levels": [price1, price2, price3],
+  "resistance_levels": [price1, price2, price3],
+  "risk_level": "LOW|MEDIUM|HIGH"
+}}
+"""
+
+        headers = {
+            "Authorization": f"Bearer {self.api_key}",
+            "Content-Type": "application/json",
+            "HTTP-Referer": settings.OPENROUTER_SITE_URL,
+            "X-Title": settings.OPENROUTER_SITE_NAME,
+        }
+
+        payload = {
+            "model": self.model,
+            "messages": [
+                {
+                    "role": "system",
+                    "content": "You are a professional gold trading analyst. Always respond with valid JSON.",
+                },
+                {"role": "user", "content": prompt},
+            ],
+            "temperature": 0.7,
+            "max_tokens": 1000,
+        }
+
+        async with httpx.AsyncClient(timeout=60.0) as client:
+            response = await client.post(
+                f"{self.base_url}/chat/completions",
+                headers=headers,
+                json=payload,
+            )
+            response.raise_for_status()
+            data = response.json()
+
+        # Extract AI response
+        ai_content = data["choices"][0]["message"]["content"]
+
+        # Parse JSON response
+        try:
+            # Try to extract JSON from markdown code blocks if present
+            if "```json" in ai_content:
+                json_start = ai_content.find("```json") + 7
+                json_end = ai_content.find("```", json_start)
+                ai_content = ai_content[json_start:json_end].strip()
+            elif "```" in ai_content:
+                json_start = ai_content.find("```") + 3
+                json_end = ai_content.find("```", json_start)
+                ai_content = ai_content[json_start:json_end].strip()
+
+            analysis_data = json.loads(ai_content)
+        except json.JSONDecodeError:
+            # Fallback to default response if JSON parsing fails
+            return AIAnalysisResponse(
+                recommendation=Recommendation.HOLD,
+                confidence=50.0,
+                reasoning="Unable to parse AI response. Please try again.",
+                support_resistance=SupportResistance(support=[], resistance=[]),
+                risk_level=RiskLevel.MEDIUM,
+            )
+
+        # Map to response schema
+        return AIAnalysisResponse(
+            recommendation=Recommendation(analysis_data.get("recommendation", "HOLD")),
+            confidence=float(analysis_data.get("confidence", 50)),
+            reasoning=analysis_data.get("reasoning", "Analysis completed."),
+            support_resistance=SupportResistance(
+                support=analysis_data.get("support_levels", []),
+                resistance=analysis_data.get("resistance_levels", []),
+            ),
+            risk_level=RiskLevel(analysis_data.get("risk_level", "MEDIUM")),
+        )
+
+
+openrouter_service = OpenRouterService()

backend/app/services/price_simulator.py

@@ -0,0 +1,198 @@
+import random
+import time
+from datetime import datetime, timedelta
+from typing import List, Optional
+from app.schemas.schemas import PriceData
+
+
+class GoldPriceSimulator:
+    """
+    Simulates realistic gold price movements without external API calls.
+    Uses Geometric Brownian Motion for realistic price action.
+    """
+
+    def __init__(self, initial_price: float = 2650.0):
+        """
+        Initialize the simulator with a starting price.
+        
+        Args:
+            initial_price: Starting gold price in USD per oz (default ~current market price)
+        """
+        self.base_price = initial_price
+        self.current_price = initial_price
+        self.volatility = 0.0008  # Daily volatility (0.08%)
+        self.drift = 0.00001  # Slight upward drift
+        self.last_update = time.time()
+        
+        # For trend simulation
+        self.trend_direction = 1  # 1 for up, -1 for down
+        self.trend_strength = 0.0001
+        self.trend_duration = 0
+        self.max_trend_duration = 100  # Max ticks before trend change
+        
+    def _calculate_price_change(self) -> float:
+        """Calculate the next price change using Geometric Brownian Motion."""
+        # Random walk component
+        random_shock = random.gauss(0, 1) * self.volatility
+        
+        # Trend component (changes periodically)
+        self.trend_duration += 1
+        if self.trend_duration > self.max_trend_duration:
+            # Change trend direction
+            self.trend_direction = random.choice([1, -1])
+            self.trend_strength = random.uniform(0.00005, 0.0002)
+            self.trend_duration = 0
+            self.max_trend_duration = random.randint(50, 200)
+        
+        trend_component = self.trend_direction * self.trend_strength
+        
+        # Mean reversion (pulls price back toward base)
+        mean_reversion = (self.base_price - self.current_price) * 0.00001
+        
+        # Combine components
+        total_change = self.drift + random_shock + trend_component + mean_reversion
+        
+        return self.current_price * total_change
+    
+    def get_current_price(self) -> float:
+        """Get the current simulated gold price."""
+        # Update price based on time elapsed
+        current_time = time.time()
+        time_elapsed = current_time - self.last_update
+        
+        # Update price (simulating continuous price movement)
+        if time_elapsed > 0:
+            # Multiple small updates for smoother price action
+            updates = max(1, int(time_elapsed))
+            for _ in range(min(updates, 10)):  # Cap at 10 updates to avoid huge jumps
+                price_change = self._calculate_price_change()
+                self.current_price += price_change
+                
+                # Keep price within reasonable bounds (±20% from base)
+                self.current_price = max(
+                    self.base_price * 0.8,
+                    min(self.base_price * 1.2, self.current_price)
+                )
+        
+        self.last_update = current_time
+        return round(self.current_price, 2)
+    
+    def get_live_candle(self, interval: str = "1min") -> PriceData:
+        """
+        Generate a live price candle for the current interval.
+        
+        Args:
+            interval: Time interval (1min, 5min, 15min, 30min, 60min)
+            
+        Returns:
+            PriceData object with OHLC values
+        """
+        current_price = self.get_current_price()
+        
+        # Map intervals to seconds
+        interval_map = {
+            "1min": 60,
+            "5min": 5 * 60,
+            "15min": 15 * 60,
+            "30min": 30 * 60,
+            "60min": 60 * 60,
+        }
+        
+        interval_seconds = interval_map.get(interval, 60)
+        current_time = int(time.time())
+        
+        # Round up to next interval boundary to ensure newest timestamp
+        timestamp = ((current_time // interval_seconds) + 1) * interval_seconds
+        
+        # Generate OHLC with small realistic variance
+        variance = current_price * 0.0005  # 0.05% variance
+        
+        open_price = current_price + random.uniform(-variance, variance)
+        close_price = current_price + random.uniform(-variance, variance)
+        high_price = max(open_price, close_price) + random.uniform(0, variance)
+        low_price = min(open_price, close_price) - random.uniform(0, variance)
+        
+        return PriceData(
+            time=timestamp,
+            open=round(open_price, 2),
+            high=round(high_price, 2),
+            low=round(low_price, 2),
+            close=round(close_price, 2),
+        )
+    
+    def generate_historical_data(
+        self,
+        interval: str = "daily",
+        points: int = 100
+    ) -> List[PriceData]:
+        """
+        Generate historical price data using the simulator.
+        
+        Args:
+            interval: Time interval (daily, 1min, 5min, etc.)
+            points: Number of data points to generate
+            
+        Returns:
+            List of PriceData objects in chronological order
+        """
+        # Map intervals to seconds
+        interval_map = {
+            "daily": 24 * 60 * 60,
+            "1min": 60,
+            "5min": 5 * 60,
+            "15min": 15 * 60,
+            "30min": 30 * 60,
+            "60min": 60 * 60,
+        }
+        
+        interval_seconds = interval_map.get(interval, 24 * 60 * 60)
+        
+        # Start from past and work forward
+        end_time = int(time.time())
+        start_time = end_time - (interval_seconds * points)
+        
+        price_data = []
+        current_sim_price = self.base_price
+        
+        for i in range(points):
+            timestamp = start_time + (interval_seconds * i)
+            
+            # Simulate price evolution
+            price_change = random.gauss(0, 1) * self.volatility * current_sim_price
+            trend = random.uniform(-0.0001, 0.0001) * current_sim_price
+            current_sim_price += price_change + trend
+            
+            # Keep within bounds
+            current_sim_price = max(
+                self.base_price * 0.85,
+                min(self.base_price * 1.15, current_sim_price)
+            )
+            
+            # Generate OHLC for this candle
+            candle_variance = current_sim_price * 0.002  # 0.2% intra-candle variance
+            
+            open_price = current_sim_price + random.uniform(-candle_variance/2, candle_variance/2)
+            close_price = current_sim_price + random.uniform(-candle_variance/2, candle_variance/2)
+            high_price = max(open_price, close_price) + random.uniform(0, candle_variance)
+            low_price = min(open_price, close_price) - random.uniform(0, candle_variance)
+            
+            price_data.append(
+                PriceData(
+                    time=timestamp,
+                    open=round(open_price, 2),
+                    high=round(high_price, 2),
+                    low=round(low_price, 2),
+                    close=round(close_price, 2),
+                )
+            )
+        
+        # Set current price to the last closing price for continuity
+        if price_data:
+            self.current_price = price_data[-1].close
+            self.last_update = time.time()
+        
+        return price_data
+
+
+# Global simulator instance (maintains state across requests)
+gold_simulator = GoldPriceSimulator(initial_price=2650.0)

backend/app/services/prompts.py

@@ -0,0 +1,38 @@
+from __future__ import annotations
+
+from typing import Any, Dict, List
+
+_TEMPLATES: Dict[str, Dict[str, Any]] = {
+    "analysis_default": {
+        "name": "analysis_default",
+        "description": "General market analysis prompt with technicals and news context",
+        "variables": ["symbol", "timeframe", "recent_news", "technicals"],
+        "body": (
+            "You are a trading assistant. Analyze {{symbol}} on {{timeframe}} timeframe.\n"
+            "Consider technical signals: {{technicals}} and relevant news: {{recent_news}}.\n"
+            "Provide a concise recommendation (BUY/SELL/HOLD) with reasoning and risk notes."
+        ),
+    },
+    "risk_control_default": {
+        "name": "risk_control_default",
+        "description": "Risk control instructions for planning",
+        "variables": ["max_position_fraction", "min_rr_ratio"],
+        "body": (
+            "Adhere to risk rules: position <= {{max_position_fraction}} of equity,"
+            " risk-reward ratio >= {{min_rr_ratio}} whenever applicable."
+        ),
+    },
+}
+
+
+def list_templates() -> List[Dict[str, Any]]:
+    return [
+        {"name": t["name"], "description": t["description"], "variables": t["variables"]}
+        for t in _TEMPLATES.values()
+    ]
+
+
+def get_template(name: str) -> Dict[str, Any]:
+    if name not in _TEMPLATES:
+        raise KeyError("Template not found")
+    return _TEMPLATES[name]

backend/app/services/risk.py

@@ -0,0 +1,37 @@
+from __future__ import annotations
+
+from typing import Any, Dict
+
+# Simple risk rules for MVP
+MAX_POSITION_FRACTION = 0.6  # max 60% of equity in a single position
+
+
+def _equity(sim_state: Dict[str, Any], price: float) -> float:
+    cash = float(sim_state.get("cash", 0.0))
+    pos = sim_state.get("position")
+    qty = float(pos["quantity"]) if pos else 0.0
+    return cash + qty * price
+
+
+def validate_order(sim_state: Dict[str, Any], action: str, quantity: float, price: float) -> None:
+    action = str(action).upper()
+    if quantity <= 0 or price <= 0:
+        raise ValueError("Quantity and price must be positive")
+
+    if action == "BUY":
+        # Anti-stacking: only one symbol supported in MVP, allow averaging up to cap
+        pos = sim_state.get("position")
+        current_qty = float(pos["quantity"]) if pos else 0.0
+        new_qty = current_qty + float(quantity)
+        resulting_position_value = new_qty * float(price)
+        eq_now = _equity(sim_state, price)
+        if eq_now <= 0:
+            raise ValueError("Equity must be positive")
+        if resulting_position_value > MAX_POSITION_FRACTION * eq_now:
+            raise ValueError("Position exceeds max allowed exposure fraction")
+    elif action == "SELL":
+        pos = sim_state.get("position")
+        if not pos or float(quantity) > float(pos.get("quantity", 0.0)):
+            raise ValueError("Insufficient position to sell")
+    else:
+        raise ValueError("Unsupported action")

backend/app/services/settings.py

@@ -0,0 +1,45 @@
+from __future__ import annotations
+
+from typing import Any, Dict
+
+from app.config import settings
+
+
+_state: Dict[str, Any] = {
+    "models": {
+        "default_model": settings.OPENROUTER_MODEL,
+        "temperature": 0.3,
+        "max_tokens": 800,
+    },
+    "exchanges": {
+        "binance": {"enabled": True},
+        "alpha_vantage": {
+            "enabled": True,
+            "has_api_key": bool(settings.ALPHA_VANTAGE_API_KEY),
+        },
+    },
+}
+
+
+def get_models() -> Dict[str, Any]:
+    return dict(_state["models"])  # shallow copy
+
+
+def update_models(patch: Dict[str, Any]) -> Dict[str, Any]:
+    allowed = {"default_model", "temperature", "max_tokens"}
+    for k, v in patch.items():
+        if k in allowed:
+            _state["models"][k] = v
+    return get_models()
+
+
+def get_exchanges() -> Dict[str, Any]:
+    return dict(_state["exchanges"])  # shallow copy
+
+
+def update_exchanges(patch: Dict[str, Any]) -> Dict[str, Any]:
+    # Shallow merge per top-level key
+    for k, v in patch.items():
+        if k in _state["exchanges"] and isinstance(v, dict):
+            _state["exchanges"][k].update(v)
+    return get_exchanges()

backend/app/streaming/alpha_hub.py

@@ -0,0 +1,215 @@
+from __future__ import annotations
+
+import asyncio
+from dataclasses import dataclass
+from datetime import datetime
+from typing import Dict, Set, Tuple, Any
+
+import httpx
+import asyncio
+import time
+import random
+
+from app.config import settings
+from app.streaming.live_store import live_store
+
+ALPHA_BASE = "https://www.alphavantage.co/query"
+
+
+@dataclass(frozen=True)
+class AVKey:
+    symbol: str  # e.g., XAUUSD
+    timeframe: str  # '1m' only for hub
+
+
+class AlphaVantageHub:
+    """
+    Polls Alpha Vantage FX_INTRADAY for the latest bar per (symbol, 1m),
+    fans out to subscribers via asyncio.Queue, and ingests into live_store.
+    Ensures a single poller per (symbol,timeframe).
+    """
+
+    def __init__(self) -> None:
+        self._subs: Dict[AVKey, Set[asyncio.Queue]] = {}
+        self._tasks: Dict[AVKey, asyncio.Task] = {}
+        self._lock = asyncio.Lock()
+        # Conditional request caches
+        self._etags: Dict[AVKey, str] = {}
+        self._last_mod: Dict[AVKey, str] = {}
+        # Global token-bucket (Alpha free tier ~5 req/min)
+        self._rate_lock = asyncio.Lock()
+        self._tokens: float = 5.0
+        self._max_tokens: float = 5.0
+        self._refill_rate_per_sec: float = 5.0 / 60.0
+        self._last_refill_ts: float = time.time()
+
+    async def _acquire_token(self) -> None:
+        # Simple async token bucket
+        while True:
+            async with self._rate_lock:
+                now = time.time()
+                elapsed = now - self._last_refill_ts
+                if elapsed > 0:
+                    self._tokens = min(self._max_tokens, self._tokens + elapsed * self._refill_rate_per_sec)
+                    self._last_refill_ts = now
+                if self._tokens >= 1.0:
+                    self._tokens -= 1.0
+                    return
+                # Not enough tokens, compute wait time for next token
+                need = 1.0 - self._tokens
+                wait = max(0.1, need / self._refill_rate_per_sec)
+            await asyncio.sleep(min(wait, 5.0))
+
+    def get_status(self) -> list[dict]:
+        out: list[dict] = []
+        for key, subs in self._subs.items():
+            hist = live_store.get_history(key.symbol, key.timeframe)
+            last_ts = hist[-1]["time"] if hist else None
+            last_iso = None
+            if isinstance(last_ts, (int, float)):
+                try:
+                    last_iso = datetime.utcfromtimestamp(int(last_ts)).isoformat() + "Z"
+                except Exception:
+                    last_iso = None
+            out.append({
+                "symbol": key.symbol,
+                "timeframe": key.timeframe,
+                "subscribers": len(subs),
+                "last_event_time": last_iso,
+            })
+        return out
+
+    async def subscribe(self, symbol: str, timeframe: str = "1m") -> Tuple[asyncio.Queue, Any]:
+        if timeframe != "1m":
+            raise ValueError("AlphaVantageHub currently supports timeframe '1m' only")
+        key = AVKey(symbol=symbol.upper().replace("/", ""), timeframe=timeframe)
+        q: asyncio.Queue = asyncio.Queue(maxsize=100)
+        async with self._lock:
+            subs = self._subs.get(key)
+            if not subs:
+                subs = set()
+                self._subs[key] = subs
+            subs.add(q)
+            if key not in self._tasks:
+                self._tasks[key] = asyncio.create_task(self._run_poller(key))
+
+        async def _unsubscribe() -> None:
+            async with self._lock:
+                s = self._subs.get(key)
+                if s and q in s:
+                    s.remove(q)
+                try:
+                    q.put_nowait(None)
+                except Exception:
+                    pass
+                if s is not None and len(s) == 0:
+                    t = self._tasks.pop(key, None)
+                    if t:
+                        t.cancel()
+                    self._subs.pop(key, None)
+        return q, _unsubscribe
+
+    async def _run_poller(self, key: AVKey) -> None:
+        symbol = key.symbol
+        from_symbol = symbol[:3]
+        to_symbol = symbol[3:]
+        apikey = settings.ALPHA_VANTAGE_API_KEY or "demo"
+        last_ts: int | None = None
+        poll_interval = 60  # seconds
+        backoff_cap = 300    # max 5 min
+        async with httpx.AsyncClient(timeout=30) as client:
+            while True:
+                try:
+                    await self._acquire_token()
+                    params = {
+                        "function": "FX_INTRADAY",
+                        "from_symbol": from_symbol,
+                        "to_symbol": to_symbol,
+                        "interval": "1min",
+                        "outputsize": "compact",
+                        "apikey": apikey,
+                    }
+                    headers = {}
+                    et = self._etags.get(key)
+                    lm = self._last_mod.get(key)
+                    if et:
+                        headers["If-None-Match"] = et
+                    if lm:
+                        headers["If-Modified-Since"] = lm
+                    r = await client.get(ALPHA_BASE, params=params, headers=headers)
+                    if r.status_code == 304:
+                        # Not modified, keep interval
+                        delay = poll_interval + random.uniform(0, 2)
+                        await asyncio.sleep(delay)
+                        continue
+                    # Raise for other non-2xx
+                    r.raise_for_status()
+                    # Store caching headers for next time
+                    etag = r.headers.get("ETag")
+                    if etag:
+                        self._etags[key] = etag
+                    last_mod = r.headers.get("Last-Modified")
+                    if last_mod:
+                        self._last_mod[key] = last_mod
+                    js = r.json()
+                    series = js.get("Time Series FX (1min)") or {}
+                    if series:
+                        latest_ts_str = max(series.keys())
+                        dt = datetime.fromisoformat(latest_ts_str)
+                        tsec = int(dt.timestamp())
+                        if last_ts is None or tsec > last_ts:
+                            row = series[latest_ts_str]
+                            evt = {
+                                "symbol": symbol,
+                                "timeframe": key.timeframe,
+                                "open_time": dt.isoformat(),
+                                "close_time": dt.isoformat(),
+                                "open": float(row["1. open"]),
+                                "high": float(row["2. high"]),
+                                "low": float(row["3. low"]),
+                                "close": float(row["4. close"]),
+                                "volume": float(row.get("5. volume", 0.0)),
+                                "is_closed": True,
+                                "source": "alpha_vantage",
+                            }
+                            try:
+                                live_store.ingest_bar(symbol=symbol, timeframe="1m", bar={
+                                    "time": tsec,
+                                    "open": evt["open"],
+                                    "high": evt["high"],
+                                    "low": evt["low"],
+                                    "close": evt["close"],
+                                    "volume": evt["volume"],
+                                })
+                            except Exception:
+                                pass
+                            subs = self._subs.get(key) or set()
+                            for q in list(subs):
+                                try:
+                                    if q.full():
+                                        q.get_nowait()
+                                    q.put_nowait(evt)
+                                except Exception:
+                                    try:
+                                        subs.remove(q)
+                                    except Exception:
+                                        pass
+                            last_ts = tsec
+                    # success -> reset interval
+                    poll_interval = 60
+                except httpx.HTTPStatusError as e:
+                    status = e.response.status_code if e.response else None
+                    # 429 or 5xx -> exponential backoff
+                    if status == 429 or (status and 500 <= status < 600):
+                        poll_interval = min(backoff_cap, max(60, int(poll_interval * 2)))
+                    # else, keep interval
+                except Exception:
+                    # network or parse error
+                    poll_interval = min(backoff_cap, max(60, int(poll_interval * 2)))
+                # sleep with small jitter
+                delay = poll_interval + random.uniform(0, 2)
+                await asyncio.sleep(delay)
+
+
+# Singleton hub
+alpha_hub = AlphaVantageHub()

backend/app/streaming/binance_hub.py

@@ -0,0 +1,142 @@
+from __future__ import annotations
+
+import asyncio
+import json
+import os
+from dataclasses import dataclass
+from datetime import datetime
+from typing import Dict, Set, Tuple, Any
+
+import websockets
+
+from app.streaming.live_store import live_store
+
+
+@dataclass(frozen=True)
+class StreamKey:
+    symbol: str
+    timeframe: str  # only '1m' supported in hub
+
+
+class BinanceStreamHub:
+    """
+    Maintains a single upstream websocket per (symbol,timeframe) and fans out
+    kline events to multiple subscribers via asyncio.Queues.
+    """
+
+    def __init__(self, base_ws: str | None = None) -> None:
+        self.base_ws = (base_ws or os.getenv("BINANCE_WS_URL", "wss://stream.binance.com:9443/ws")).rstrip("/")
+        self._subs: Dict[StreamKey, Set[asyncio.Queue]] = {}
+        self._tasks: Dict[StreamKey, asyncio.Task] = {}
+        self._lock = asyncio.Lock()
+
+    def get_status(self) -> list[dict]:
+        """Return status snapshot of active streams."""
+        out: list[dict] = []
+        for key, subs in self._subs.items():
+            hist = live_store.get_history(key.symbol, key.timeframe)
+            last_ts = hist[-1]["time"] if hist else None
+            last_iso = None
+            if isinstance(last_ts, (int, float)):
+                try:
+                    last_iso = datetime.utcfromtimestamp(int(last_ts)).isoformat() + "Z"
+                except Exception:
+                    last_iso = None
+            out.append({
+                "symbol": key.symbol,
+                "timeframe": key.timeframe,
+                "subscribers": len(subs),
+                "last_event_time": last_iso,
+            })
+        return out
+
+    async def subscribe(self, symbol: str, timeframe: str = "1m") -> Tuple[asyncio.Queue, Any]:
+        """Subscribe to a stream. Returns (queue, unsubscribe_cb)."""
+        if timeframe != "1m":
+            raise ValueError("BinanceStreamHub currently supports timeframe '1m' only")
+        key = StreamKey(symbol=symbol.upper().replace("/", ""), timeframe=timeframe)
+        q: asyncio.Queue = asyncio.Queue(maxsize=1000)
+        async with self._lock:
+            subs = self._subs.get(key)
+            if not subs:
+                subs = set()
+                self._subs[key] = subs
+            subs.add(q)
+            if key not in self._tasks:
+                self._tasks[key] = asyncio.create_task(self._run_stream(key))
+
+        async def _unsubscribe() -> None:
+            async with self._lock:
+                s = self._subs.get(key)
+                if s and q in s:
+                    s.remove(q)
+                # Close queue to unblock listeners
+                try:
+                    q.put_nowait(None)
+                except Exception:
+                    pass
+                if s is not None and len(s) == 0:
+                    # cancel task and cleanup
+                    t = self._tasks.pop(key, None)
+                    if t:
+                        t.cancel()
+                    self._subs.pop(key, None)
+        return q, _unsubscribe
+
+    async def _run_stream(self, key: StreamKey) -> None:
+        symbol = key.symbol
+        stream = f"{symbol.lower()}@kline_{key.timeframe}"
+        url = self.base_ws.replace("/ws", "/stream") + f"?streams={stream}"
+        # Reconnect loop
+        while True:
+            try:
+                async with websockets.connect(url, ping_interval=20, ping_timeout=20) as ws:
+                    async for message in ws:
+                        try:
+                            data = json.loads(message)
+                            k = (data.get("data") or {}).get("k") or {}
+                            if not k:
+                                continue
+                            # Normalize event
+                            evt = {
+                                "symbol": symbol,
+                                "timeframe": key.timeframe,
+                                "open_time": datetime.fromtimestamp(k["t"] / 1000.0).isoformat(),
+                                "close_time": datetime.fromtimestamp(k["T"] / 1000.0).isoformat(),
+                                "open": float(k["o"]),
+                                "high": float(k["h"]),
+                                "low": float(k["l"]),
+                                "close": float(k["c"]),
+                                "volume": float(k.get("v", 0.0)),
+                                "is_closed": bool(k.get("x", False)),
+                                "source": "binance",
+                            }
+                            # Update live store (1m bar)
+                            try:
+                                tsec = int(k["T"] // 1000)
+                                live_store.ingest_bar(symbol=symbol, timeframe=key.timeframe, bar={
+                                    "time": tsec, "open": evt["open"], "high": evt["high"], "low": evt["low"], "close": evt["close"], "volume": evt["volume"],
+                                })
+                            except Exception:
+                                pass
+                            # Fan-out to subscribers
+                            subs = self._subs.get(key) or set()
+                            for q in list(subs):
+                                try:
+                                    if q.full():
+                                        q.get_nowait()
+                                    q.put_nowait(evt)
+                                except Exception:
+                                    # Drop failed subscriber
+                                    try:
+                                        subs.remove(q)
+                                    except Exception:
+                                        pass
+                        except Exception:
+                            continue
+            except Exception:
+                await asyncio.sleep(1.5)
+
+
+# Singleton hub instance
+hub = BinanceStreamHub()

backend/app/streaming/live_store.py

@@ -0,0 +1,173 @@
+from __future__ import annotations
+
+import asyncio
+import os
+from collections import defaultdict
+from dataclasses import dataclass
+from datetime import datetime, timedelta
+from typing import Dict, List, Tuple, Any
+import glob
+import shutil
+
+import pyarrow as pa
+import pyarrow.parquet as pq
+
+
+@dataclass
+class _Series:
+    bars: List[Dict[str, Any]]
+    last_flushed_ts: int
+
+
+class LiveStore:
+    def __init__(self, max_bars: int = 5000, root: str = "data/parquet/live") -> None:
+        self._series: Dict[Tuple[str, str], _Series] = {}
+        self._max_bars = max_bars
+        self._root = root
+        self._lock = asyncio.Lock()
+
+    @property
+    def root(self) -> str:
+        return self._root
+
+    def _get_series(self, symbol: str, timeframe: str) -> _Series:
+        key = (symbol, timeframe)
+        s = self._series.get(key)
+        if not s:
+            s = _Series(bars=[], last_flushed_ts=0)
+            self._series[key] = s
+        return s
+
+    def get_history(self, symbol: str, timeframe: str) -> List[Dict[str, Any]]:
+        s = self._get_series(symbol, timeframe)
+        return list(s.bars)
+
+    def ingest_bar(self, symbol: str, timeframe: str, bar: Dict[str, Any]) -> None:
+        s = self._get_series(symbol, timeframe)
+        if s.bars and s.bars[-1]["time"] == bar["time"]:
+            # update last
+            last = s.bars[-1]
+            last["high"] = max(last["high"], bar["high"])
+            last["low"] = min(last["low"], bar["low"])
+            last["close"] = bar["close"]
+            last["volume"] = last.get("volume", 0.0) + bar.get("volume", 0.0)
+        else:
+            s.bars.append(bar)
+            if len(s.bars) > self._max_bars:
+                s.bars.pop(0)
+
+    async def flush_parquet(self) -> None:
+        # Write new bars since last flush, partitioned by date
+        async with self._lock:
+            for (symbol, timeframe), s in self._series.items():
+                new_rows = [b for b in s.bars if b["time"] > s.last_flushed_ts]
+                if not new_rows:
+                    continue
+                # Partition by date
+                rows_by_date: Dict[str, List[Dict[str, Any]]] = defaultdict(list)
+                for r in new_rows:
+                    dt = datetime.utcfromtimestamp(int(r["time"]))
+                    rows_by_date[dt.strftime("%Y-%m-%d")].append(r)
+                for date_str, rows in rows_by_date.items():
+                    table = pa.Table.from_pylist(rows)
+                    base = os.path.join(self._root, symbol, timeframe)
+                    out = os.path.join(base, f"date={date_str}")
+                    os.makedirs(out, exist_ok=True)
+                    # write one file per flush to this partition
+                    pq.write_table(table, os.path.join(out, f"part-{int(datetime.utcnow().timestamp())}.parquet"))
+                s.last_flushed_ts = max(b["time"] for b in new_rows)
+
+
+# Singleton store
+live_store = LiveStore()
+
+
+async def periodic_flush(interval_sec: int = 60):
+    while True:
+        try:
+            await live_store.flush_parquet()
+        except Exception:
+            pass
+        await asyncio.sleep(interval_sec)
+
+
+def _iter_partitions(root: str):
+    """Yield (symbol, timeframe, partition_path, date_str) for existing partitions."""
+    # root/symbol/timeframe/date=YYYY-MM-DD
+    for sym_dir in glob.glob(f"{root}/*"):
+        if not os.path.isdir(sym_dir):
+            continue
+        symbol = os.path.basename(sym_dir)
+        for tf_dir in glob.glob(f"{sym_dir}/*"):
+            if not os.path.isdir(tf_dir):
+                continue
+            timeframe = os.path.basename(tf_dir)
+            for part_dir in glob.glob(f"{tf_dir}/date=*" ):
+                if not os.path.isdir(part_dir):
+                    continue
+                date_str = os.path.basename(part_dir).split("=", 1)[-1]
+                yield (symbol, timeframe, part_dir, date_str)
+
+
+def prune_old_partitions(root: str, retention_days: int = 7) -> int:
+    """Delete partition directories older than retention_days. Returns count deleted."""
+    now = datetime.utcnow()
+    deleted = 0
+    for symbol, timeframe, part_dir, date_str in list(_iter_partitions(root)):
+        try:
+            y, m, d = map(int, date_str.split("-"))
+            dt = datetime(y, m, d)
+            if now - dt > timedelta(days=retention_days):
+                shutil.rmtree(part_dir, ignore_errors=True)
+                deleted += 1
+        except Exception:
+            # Skip unparsable date partitions
+            continue
+    return deleted
+
+
+def compact_partition(part_dir: str, max_files_threshold: int = 20) -> bool:
+    """If too many small part files exist, compact them into a single file.
+    Returns True if compaction performed.
+    """
+    part_files = sorted(glob.glob(os.path.join(part_dir, "part-*.parquet")))
+    if len(part_files) < max_files_threshold:
+        return False
+    try:
+        tables: List[pa.Table] = []
+        for p in part_files:
+            tables.append(pq.read_table(p))
+        if not tables:
+            return False
+        combined = pa.concat_tables(tables, promote=True)
+        out_file = os.path.join(part_dir, f"compact-{int(datetime.utcnow().timestamp())}.parquet")
+        pq.write_table(combined, out_file)
+        # remove old parts
+        for p in part_files:
+            try:
+                os.remove(p)
+            except Exception:
+                pass
+        return True
+    except Exception:
+        return False
+
+
+def compact_all(root: str, max_files_threshold: int = 20) -> int:
+    """Run compaction across all partitions. Returns number of partitions compacted."""
+    compacted = 0
+    for _, _, part_dir, _ in list(_iter_partitions(root)):
+        if compact_partition(part_dir, max_files_threshold=max_files_threshold):
+            compacted += 1
+    return compacted
+
+
+async def periodic_maintenance(retention_days: int = 7, compact_threshold_files: int = 20, interval_sec: int = 900):
+    """Periodically prune old partitions and compact small files."""
+    while True:
+        try:
+            prune_old_partitions(live_store.root, retention_days=retention_days)
+            compact_all(live_store.root, max_files_threshold=compact_threshold_files)
+        except Exception:
+            pass
+        await asyncio.sleep(interval_sec)

backend/app/utils/cache.py

@@ -0,0 +1,46 @@
+from __future__ import annotations
+
+import time
+from typing import Any, Dict, Tuple, Optional
+
+
+class TTLCache:
+    """Simple in-memory TTL cache (per-process). Not thread-safe, but adequate for single-UVicorn worker.
+    Keys are arbitrary hashables. Values are any JSON-serializable structures.
+    """
+
+    def __init__(self, default_ttl: int = 60, maxsize: int = 256) -> None:
+        self.default_ttl = default_ttl
+        self.maxsize = maxsize
+        self._data: Dict[Any, Tuple[float, Any]] = {}
+
+    def _now(self) -> float:
+        return time.time()
+
+    def get(self, key: Any) -> Optional[Any]:
+        item = self._data.get(key)
+        if not item:
+            return None
+        expires_at, value = item
+        if expires_at < self._now():
+            # expired
+            self._data.pop(key, None)
+            return None
+        return value
+
+    def set(self, key: Any, value: Any, ttl: Optional[int] = None) -> None:
+        if len(self._data) >= self.maxsize:
+            # naive eviction: remove oldest item
+            try:
+                oldest_key = min(self._data.items(), key=lambda kv: kv[1][0])[0]
+                self._data.pop(oldest_key, None)
+            except ValueError:
+                self._data.clear()
+        expires = self._now() + (ttl if ttl is not None else self.default_ttl)
+        self._data[key] = (expires, value)
+
+    def purge(self) -> None:
+        now = self._now()
+        for k, (exp, _) in list(self._data.items()):
+            if exp < now:
+                self._data.pop(k, None)

backend/requirements.txt

@@ -0,0 +1,19 @@
+fastapi==0.109.0
+uvicorn[standard]==0.27.0
+pydantic==2.5.0
+pydantic-settings==2.1.0
+sqlalchemy==2.0.25
+psycopg2-binary==2.9.9
+alembic==1.13.1
+python-dotenv==1.0.0
+httpx==0.26.0
+pandas==2.1.4
+numpy==1.26.3
+python-multipart==0.0.6
+aiohttp==3.9.1
+websockets==12.0
+orjson==3.10.7
+apscheduler==3.10.4
+backoff==2.2.1
+tenacity==8.2.3
+pyarrow==15.0.0

backend/start.sh

@@ -0,0 +1,15 @@
+#!/bin/bash
+
+# Gold Trading Simulator - Backend Startup Script
+# Uses simulated price feed - NO external API keys required!
+
+cd "$(dirname "$0")"
+
+echo "Starting Gold Trading Simulator Backend..."
+echo "✓ Using simulated live price feed (no API calls)"
+echo "✓ Listening on http://localhost:8000"
+echo ""
+
+# Activate virtual environment and start server
+source ../.venv/bin/activate
+PYTHONPATH=$(pwd) python -m uvicorn app.main:app --reload --port 8000