Optional data provider, one normalized feed for equities, forex, crypto, and commodities

[aprsn]

I read through the data provider layer, the built in Yahoo Finance, Alpha Vantage, Polygon, and CCXT providers.

A rough edge when backtesting across asset classes is wiring a separate provider per class: Yahoo or Alpha Vantage for equities, CCXT for crypto, and no clean source for forex or commodities. A single provider that returns all of them in one schema would remove that.

Full disclosure, I work on SiftingIO (https://sifting.io). It serves stocks, forex, crypto, commodities, DEX, and US fundamentals through one REST and WebSocket API with a consistent OHLCV schema from 1 minute to 1 month bars, so it could slot in as one more provider, with each user supplying their own key. A free key covers evaluation at https://sifting.io/register, no card needed.

If SiftingIO as a provider is useful, I am glad to open a PR or help with the adapter. Either way, thanks for the work here.

[MDUYN]

Hey @aprsn, thanks for your suggestion. How would such an API or Model look like. Could you show a potential code sample. It does not have to work but it just needs to show how such an definition of a data provider would integrate in the framework.