Build a modular, production-ready ETL pipeline for financial market data that supports extraction, transformation, validation, and storage from multiple sources (crypto, equities, derivatives) with analytics and database integration.
The pipeline implements a complete ETL workflow with modular architecture for scalability and maintainability.
Multiple source integration (Bybit, Binance, Yahoo Finance)
Comprehensive OHLCV validation & quality checks
Automated cleaning, outlier detection, missing data handling
TimescaleDB/PostgreSQL with time-series optimization
Parquet, CSV, JSON output options
Data quality metrics & performance tracking
Production-scale processing with high-availability architecture
Automated quality checks with comprehensive validation
Modular architecture supporting multiple data sources
TimescaleDB optimization for time-series queries