# Market Data Gateway - Unified Implementation

## Overview

The Market Data Gateway is a unified service that consolidates real-time market data ingestion, processing, and distribution capabilities. This service has been created by merging the previous core-services and data-services market-data-gateway implementations into a single, comprehensive solution.

## Architecture

### Unified Design
- **Single Service**: Combines data ingestion, processing, and distribution in one service
- **HTTP API**: RESTful endpoints for configuration and data retrieval
- **WebSocket Server**: Real-time data streaming capabilities
- **Type Safety**: Full TypeScript implementation with comprehensive type definitions

### Key Components
- **Data Source Management**: Configure and manage multiple market data sources
- **Real-time Processing**: Stream processing pipelines for market data
- **WebSocket Streaming**: Real-time data distribution to clients
- **Health Monitoring**: Comprehensive health checks and metrics
- **Cache Management**: Redis-based caching for performance optimization

## Features

### HTTP Endpoints

#### Health & Status
- `GET /health` - Basic health check
- `GET /health/readiness` - Readiness probe
- `GET /health/liveness` - Liveness probe
- `GET /api/v1/gateway/status` - Gateway status and metrics
- `GET /api/v1/gateway/config` - Current configuration

#### Data Sources
- `GET /api/v1/sources` - List configured data sources
- `POST /api/v1/sources` - Add new data source
- `PUT /api/v1/sources/:sourceId` - Update data source
- `DELETE /api/v1/sources/:sourceId` - Remove data source

#### Market Data
- `GET /api/v1/data/tick/:symbol` - Latest tick data for symbol
- `GET /api/v1/data/candles/:symbol` - Historical candle data
- `GET /api/v1/subscriptions` - List active subscriptions
- `POST /api/v1/subscriptions` - Create new subscription

#### Metrics
- `GET /api/v1/metrics` - System and gateway metrics

### WebSocket Streaming

Connect to `ws://localhost:3005/ws` for real-time data streaming.

#### Message Types

**Subscribe to symbols:**
```json
{
  "type": "subscribe",
  "symbols": ["AAPL", "GOOGL", "MSFT"]
}
```

**Unsubscribe:**
```json
{
  "type": "unsubscribe",
  "subscriptionId": "sub_1234567890"
}
```

**Receive tick data:**
```json
{
  "type": "tick",
  "data": {
    "symbol": "AAPL",
    "price": 150.25,
    "volume": 1000,
    "timestamp": "2025-06-03T13:01:49.638Z",
    "bid": 150.20,
    "ask": 150.30
  }
}
```

## Configuration

The service is configured through environment variables and the `GatewayConfig` interface:

### Environment Variables
- `PORT` - HTTP server port (default: 3004)
- `HOST` - Server host (default: 0.0.0.0)
- `REDIS_HOST` - Redis host (default: localhost)
- `REDIS_PORT` - Redis port (default: 6379)
- `REDIS_PASSWORD` - Redis password (optional)
- `REDIS_DB` - Redis database number (default: 0)
- `METRICS_PORT` - Metrics port (default: 9090)

### Configuration Structure
```typescript
interface GatewayConfig {
  server: ServerConfig;
  dataSources: DataSourceConfig[];
  processing: ProcessingConfig;
  cache: CacheConfig;
  monitoring: MonitoringConfig;
}
```

## Development

### Prerequisites
- Bun runtime
- Redis server
- TypeScript

### Setup
```bash
cd apps/core-services/market-data-gateway
bun install
```

### Development Mode
```bash
bun run dev
```

### Build
```bash
bun run build
```

### Testing
The service includes mock data for testing purposes. When running, it will:
- Respond to health checks
- Provide mock tick and candle data
- Accept WebSocket connections
- Send simulated real-time data every 5 seconds

## Deployment

The service can be deployed using:
- Docker containers
- Kubernetes
- Direct Node.js/Bun deployment

### Docker
```dockerfile
FROM oven/bun:latest
WORKDIR /app
COPY package.json .
COPY src/ ./src/
RUN bun install
RUN bun run build
EXPOSE 3004 3005
CMD ["bun", "run", "start"]
```

## Migration Notes

This unified implementation replaces both:
- `apps/core-services/market-data-gateway` (original)
- `apps/data-services/market-data-gateway` (duplicate)

### Changes Made
1. **Consolidated Architecture**: Merged real-time and storage capabilities
2. **Fixed Type Issues**: Resolved all TypeScript compilation errors
3. **Simplified Configuration**: Aligned with `GatewayConfig` interface
4. **Working WebSocket**: Functional real-time streaming
5. **Comprehensive API**: Full REST API implementation
6. **Mock Data**: Testing capabilities with simulated data

### Removed Duplicates
- Removed `apps/data-services/market-data-gateway` directory
- Consolidated type definitions
- Unified configuration structure

## Future Enhancements

1. **Real Data Sources**: Replace mock data with actual market data feeds
2. **Advanced Processing**: Implement complex processing pipelines
3. **Persistence Layer**: Add database storage for historical data
4. **Authentication**: Add API authentication and authorization
5. **Rate Limiting**: Implement request rate limiting
6. **Monitoring**: Enhanced metrics and alerting
7. **Load Balancing**: Support for horizontal scaling

## Status

✅ **COMPLETED**: TypeScript compilation errors resolved
✅ **COMPLETED**: Unified service architecture
✅ **COMPLETED**: Working HTTP and WebSocket servers
✅ **COMPLETED**: Mock data implementation
✅ **COMPLETED**: Health and metrics endpoints
✅ **COMPLETED**: Duplicate service removal

The market data gateway merge is now complete and the service is fully operational.