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Origo — The Data Layer

Event-sourced market data platform for deterministic, replayable financial data access.

Origo delivers multi-exchange trade data, ETF data, blockchain data, and global liquidity signals through deterministic source-native endpoints or a zero-wrangling 1-second normalized multi-source master table. Replayable, auditable, and schema-strict by design, it turns fragmented financial data into a reliable query surface.

  • Source-native access to multi-exchange trade data, ETF data, blockchain data, and global liquidity signals
  • Two query modes: deterministic source-native endpoints, or a zero-wrangling 1-second normalized multi-source master table
  • Immutable raw truth: source events preserved as the canonical record
  • Replayable outputs: the same inputs produce the same results
  • Auditable provenance: every dataset traceable to source artifacts, partitions, and ingest runs
  • Schema-strict contracts: explicit interfaces with fail-loud behavior on missing or invalid data
  • Cross-source alignment: query market, ETF, blockchain, and liquidity data together without manual joins
  • Deterministic rebuilds: backfills, replays, and projection rebuilds are first-class capabilities

What Origo Is​

  • Origo is Vaquum's data layer for deterministic financial data access and replayable historical truth.
  • It ingests and preserves source-native events, projects them into native and aligned serving surfaces, and exposes proof and observability surfaces that make data availability and blockers visible.

What Origo Is Not​

  • Origo is not a trading engine, execution layer, or portfolio decision system.
  • Origo is not a loose collection of scraped files or ad hoc query scripts.
  • Origo is not a documentation system where historical slice records substitute for current runtime truth.

First Successful Workflow​

  1. Clone the repository and prepare env vars:
git clone https://github.com/Vaquum/Origo.git
cd Origo
cp .env.example .env
  1. Bootstrap the local stack:
scripts/s7_docker_stack.sh bootstrap
  1. Query source-native data:
export ORIGO_INTERNAL_API_KEY='replace-with-internal-key'
curl -sS -X POST 'http://localhost:18000/v1/raw/query' \
  -H 'Content-Type: application/json' \
  -H "X-API-Key: ${ORIGO_INTERNAL_API_KEY}" \
  --data '{
    "mode":"native",
    "sources":["binance_spot_trades"],
    "time_range":["2017-08-17T12:00:00Z","2017-08-17T13:00:00Z"],
    "strict":false
  }'
  1. Query the aligned 1-second surface:
curl -sS -X POST 'http://localhost:18000/v1/raw/query' \
  -H 'Content-Type: application/json' \
  -H "X-API-Key: ${ORIGO_INTERNAL_API_KEY}" \
  --data '{
    "mode":"aligned_1s",
    "sources":["binance_spot_trades","okx_spot_trades","bybit_spot_trades","etf_daily_metrics","fred_series_metrics"],
    "time_range":["2024-01-01T00:00:00Z","2024-01-01T00:05:00Z"],
    "strict":false
  }'

Docs​

Contributing​

Vulnerabilities​

Citation​

License​