Tembo is a modular trading-research platform for verified market data, technical analysis, macro/news context, strategy research, risk evaluation and paper trading.
Current boundary: Tembo is not a live-money trading bot. Live execution is deliberately fail-closed because a real broker execution adapter has not been registered. Setting the live flag alone cannot place an order.
Verified market provider
↓
Normalization + data-quality validation
↓
Candles / technical analysis / candlestick context
↓
News + economic-calendar context
↓
Multi-factor decision
↓
Validated-strategy gate
↓
Risk engine / kill switch
↓
Paper-trading eligibility
↓
Paper runtime / analytics
Live execution
↓
BLOCKED until a real broker adapter is implemented,
registered, tested and explicitly enabled.
The live cockpit supports the following timeframes:
Core instruments include EUR/USD, GBP/USD and XAU/USD. Deriv synthetic indices use the SYNTH:<DerivSymbol> format and are discovered from Deriv’s public market-data endpoint.
The cockpit refuses mock data when a live market view is requested. Provider candles are normalized and validated before being exposed as live market data.
The codebase contains provider adapters for:
Provider availability depends on runtime configuration and credentials. A provider existing in code does not mean it is connected in production.
The following are intentional hard boundaries:
See docs/architecture.md and docs/risk-management.md for the contracts.
cd backend
python -m venv venv
source venv/bin/activate
pip install -r requirements.txt
cp ../.env.example ../.env
uvicorn app.main:app --reload
Run the backend tests with:
cd backend
pytest -q
The repository has moved beyond the original Phase-0 skeleton. The README is intentionally kept aligned with the implemented architecture; unfinished integrations are labelled as such instead of being described as complete.
Not ready for live-money trading: the real broker execution adapter and its end-to-end demo-account validation are still required.