Whole-Market Scanner and Technicals Sweep

The situation

Members wanted to screen the entire market by technicals and fundamentals in real time. Per-symbol indicator calls cannot reach universe scale on any budget, and a screener that quietly shows stale or missing values is worse than no screener.

What I built

The sweep uses the vendor's grouped-daily endpoint, which returns every ticker's bar for one session in one call. Walking forward across a year of sessions costs about 260 calls and yields RSI, MACD, moving averages, ATR, 52-week and multi-year ranges, performance windows, and volatility for every name. A PostgreSQL lease stops concurrent replicas from running the sweep twice.

The scanner engine merges the live snapshot with stored technicals and fundamentals, then applies filters, sorts, and columns. The rule I care most about is the gate: every column declares what data it requires, and the type system refuses a new column without one. A filter stays disabled until its field is populated. That rule exists because an early bug let a 52-week-high scan return all 12,394 tickers.

The outcome

The screener never presents a value it did not measure. Members, the public scanner, and the MCP server all run the same engine, and three CI invariants guard the gating and the free-tier ladder on every pull request.

Stack