High-performance market data infrastructure powered by Python & Rust.

From historical archives to real-time market data — one unified pipeline.

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MarketForge simplifies the acquisition, processing, and merging of cryptocurrency market microstructure data across multiple exchanges.

Discover instruments, download decades of historical tick data, and transform trades and order books into analysis-ready datasets — all through a simple CLI.

Supported Exchanges

Binance · Bybit · OKX · Bitget · Gate.io

• Markets: Spot, perpetuals, linear & inverse futures
• Data: Tick trades & L2 order books
• Storage: Parquet, PostgreSQL & shared memory
• Scale: Thousands of instruments across multiple exchanges

Installation

git clone https://github.com/flowdrivenml/MarketForge.git
cd MarketForge
python -m pip install -e .

marketforge --help

Quick Start

Explore the available commands:

marketforge instruments --help
marketforge availability --help
marketforge plan --help
marketforge download --help

Development Status

🚧 Active development

Component	Status
Multi-exchange downloads	✅ Complete
Acquisition planning & discovery	✅ Complete
Data processing & normalization	✅ Complete
High-performance Rust merging	✅ Complete
Cross-instrument quantity conversion	🔨 In progress
Algorithm bootstrapping	📋 Planned
Real-time market streaming	📋 Planned

What's Next?

Seamlessly bridge historical and live market data, enabling trading algorithms to bootstrap from historical records and transition into real-time streaming.

The goal: From raw exchange data to research-ready and live-ready infrastructure in just a few commands.

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_{MarketForge is an independent open-source project and is not affiliated with the supported exchanges.}