Data Factory.io Developer & Quant Guide

Multi-Asset Time-Series Architecture, REST API Gateway & Python SDK Reference

Production Edge Gateway

Base HTTPS Endpoint: https://www.techplayground.in/api/v1
Data Serialization: Apache Parquet / Snappy / JSON
Query Latency: < 25 ms edge response

Python Quant SDK (datafactory)

The datafactory SDK enables high-performance zero-copy scans of local DuckDB/Parquet warehouses and remote HTTPS edge gateway streaming.

# 1. Install via pip
pip install datafactory
# 2. Institutional Backtesting & Alpha Ingestion
from datafactory import Client

# Initialize Client (auto-detects local warehouse or falls back to edge HTTPS)
client = Client(endpoint="https://www.techplayground.in/api/v1")

# Fetch macro regime signals
regimes = client.fetch_macro_regimes(limit=250)
print(f"Loaded {len(regimes)} regime records. Current regime: {regimes['macro_regime'].iloc[-1]}")

# Fetch real-time streaming order flow
for tick in client.stream_orderflow(symbol="BTCUSDT"):
    print(f"[{tick['timestamp']}] Price: {tick['price']} | Delta: {tick['volume_delta']} | CVD: {tick['cvd']}")
    if break_condition:
        break

Public Core Endpoints

Method Endpoint Description Auth
GET /api/v1/alpha/macro-regime Multi-asset correlation matrix, VIX regime & risk appetite score Public Preview
GET /api/v1/stream/orderflow Continuous SSE micro-tick stream with aggressive buy/sell volume & CVD Public Stream
POST /api/v1/commercial/webhook/gumroad Commercial order webhook (generates 24h signed download tokens & API keys) Webhook Auth
GET /api/v1/commercial/download/{token} Cryptographically validated archive download for licensed purchases Token-Based
GET /api/v1/crypto/historical Full L2 institutional order flow & historical 1s/1m/1h tick bars RapidAPI / License Key