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    <title>DEV Community: ömer faruk aydın</title>
    <description>The latest articles on DEV Community by ömer faruk aydın (@omerfarukaydn).</description>
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      <title>Run any LLM locally with VRAM-aware routing - a llama.cpp + FastAPI deep dive</title>
      <dc:creator>ömer faruk aydın</dc:creator>
      <pubDate>Thu, 20 Aug 2026 08:28:46 +0000</pubDate>
      <link>https://dev.to/omerfarukaydn/run-any-llm-locally-with-vram-aware-routing-a-llamacpp-fastapi-deep-dive-448d</link>
      <guid>https://dev.to/omerfarukaydn/run-any-llm-locally-with-vram-aware-routing-a-llamacpp-fastapi-deep-dive-448d</guid>
      <description>&lt;p&gt;Cloud LLMs are amazing - until the bill arrives. Or until you need to process something you can't send to a third party. Or until you hit a rate limit at 3am.&lt;/p&gt;

&lt;p&gt;This is the architecture I built to run &lt;strong&gt;any GGUF model locally&lt;/strong&gt; with a &lt;strong&gt;drop-in OpenAI-compatible API&lt;/strong&gt;, and the cool part: it picks the right model for your GPU automatically.&lt;/p&gt;

&lt;h2&gt;
  
  
  The setup
&lt;/h2&gt;

&lt;ul&gt;
&lt;li&gt;
&lt;strong&gt;llama.cpp&lt;/strong&gt; for inference (compiled with CUDA or Metal)&lt;/li&gt;
&lt;li&gt;
&lt;strong&gt;FastAPI&lt;/strong&gt; for the server (OpenAI-compatible endpoints)&lt;/li&gt;
&lt;li&gt;
&lt;strong&gt;GGUF models&lt;/strong&gt; in a local directory&lt;/li&gt;
&lt;li&gt;
&lt;strong&gt;NVML&lt;/strong&gt; (NVIDIA) or &lt;strong&gt;Metal&lt;/strong&gt; (Apple) for VRAM detection
&lt;/li&gt;
&lt;/ul&gt;

&lt;div class="highlight js-code-highlight"&gt;
&lt;pre class="highlight plaintext"&gt;&lt;code&gt;User app (uses openai SDK)
   v
http://localhost:8080/v1/chat/completions
   v
FastAPI server
   +- VRAM router (picks model by query)
   +- llama.cpp subprocess (loads GGUF)
   +- Stream tokens back
   v
Your GPU
&lt;/code&gt;&lt;/pre&gt;

&lt;/div&gt;



&lt;h2&gt;
  
  
  Step 1: Get the models
&lt;/h2&gt;

&lt;p&gt;Pull GGUF models from HuggingFace. I keep a few sizes around for different hardware:&lt;br&gt;
&lt;/p&gt;

&lt;div class="highlight js-code-highlight"&gt;
&lt;pre class="highlight shell"&gt;&lt;code&gt;&lt;span class="c"&gt;# 7B model - fits in 8GB VRAM&lt;/span&gt;
huggingface-cli download TheBloke/Llama-2-7B-Chat-GGUF llama-2-7b-chat.Q4_K_M.gguf

&lt;span class="c"&gt;# 13B model - needs 12GB&lt;/span&gt;
huggingface-cli download TheBloke/Llama-2-13B-Chat-GGUF llama-2-13b-chat.Q4_K_M.gguf

&lt;span class="c"&gt;# 70B model - needs 40GB (or 24GB with Q3)&lt;/span&gt;
huggingface-cli download TheBloke/Llama-2-70B-Chat-GGUF llama-2-70b-chat.Q3_K_M.gguf

&lt;span class="nb"&gt;mkdir&lt;/span&gt; &lt;span class="nt"&gt;-p&lt;/span&gt; ~/models
&lt;span class="nb"&gt;mv&lt;/span&gt; &lt;span class="k"&gt;*&lt;/span&gt;.gguf ~/models/
&lt;/code&gt;&lt;/pre&gt;

&lt;/div&gt;



&lt;h2&gt;
  
  
  Step 2: The server skeleton
&lt;/h2&gt;



&lt;div class="highlight js-code-highlight"&gt;
&lt;pre class="highlight python"&gt;&lt;code&gt;&lt;span class="c1"&gt;# server.py
&lt;/span&gt;&lt;span class="kn"&gt;from&lt;/span&gt; &lt;span class="n"&gt;fastapi&lt;/span&gt; &lt;span class="kn"&gt;import&lt;/span&gt; &lt;span class="n"&gt;FastAPI&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt; &lt;span class="n"&gt;HTTPException&lt;/span&gt;
&lt;span class="kn"&gt;from&lt;/span&gt; &lt;span class="n"&gt;pydantic&lt;/span&gt; &lt;span class="kn"&gt;import&lt;/span&gt; &lt;span class="n"&gt;BaseModel&lt;/span&gt;
&lt;span class="kn"&gt;from&lt;/span&gt; &lt;span class="n"&gt;typing&lt;/span&gt; &lt;span class="kn"&gt;import&lt;/span&gt; &lt;span class="n"&gt;List&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt; &lt;span class="n"&gt;Optional&lt;/span&gt;
&lt;span class="kn"&gt;import&lt;/span&gt; &lt;span class="n"&gt;subprocess&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt; &lt;span class="n"&gt;json&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt; &lt;span class="n"&gt;asyncio&lt;/span&gt;

&lt;span class="n"&gt;app&lt;/span&gt; &lt;span class="o"&gt;=&lt;/span&gt; &lt;span class="nc"&gt;FastAPI&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="n"&gt;title&lt;/span&gt;&lt;span class="o"&gt;=&lt;/span&gt;&lt;span class="sh"&gt;"&lt;/span&gt;&lt;span class="s"&gt;Local LLM Server&lt;/span&gt;&lt;span class="sh"&gt;"&lt;/span&gt;&lt;span class="p"&gt;)&lt;/span&gt;

&lt;span class="k"&gt;class&lt;/span&gt; &lt;span class="nc"&gt;Message&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="n"&gt;BaseModel&lt;/span&gt;&lt;span class="p"&gt;):&lt;/span&gt;
    &lt;span class="n"&gt;role&lt;/span&gt;&lt;span class="p"&gt;:&lt;/span&gt; &lt;span class="nb"&gt;str&lt;/span&gt;
    &lt;span class="n"&gt;content&lt;/span&gt;&lt;span class="p"&gt;:&lt;/span&gt; &lt;span class="nb"&gt;str&lt;/span&gt;

&lt;span class="k"&gt;class&lt;/span&gt; &lt;span class="nc"&gt;ChatRequest&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="n"&gt;BaseModel&lt;/span&gt;&lt;span class="p"&gt;):&lt;/span&gt;
    &lt;span class="n"&gt;model&lt;/span&gt;&lt;span class="p"&gt;:&lt;/span&gt; &lt;span class="nb"&gt;str&lt;/span&gt; &lt;span class="o"&gt;=&lt;/span&gt; &lt;span class="sh"&gt;"&lt;/span&gt;&lt;span class="s"&gt;auto&lt;/span&gt;&lt;span class="sh"&gt;"&lt;/span&gt;  &lt;span class="c1"&gt;# &amp;lt; magic
&lt;/span&gt;    &lt;span class="n"&gt;messages&lt;/span&gt;&lt;span class="p"&gt;:&lt;/span&gt; &lt;span class="n"&gt;List&lt;/span&gt;&lt;span class="p"&gt;[&lt;/span&gt;&lt;span class="n"&gt;Message&lt;/span&gt;&lt;span class="p"&gt;]&lt;/span&gt;
    &lt;span class="n"&gt;max_tokens&lt;/span&gt;&lt;span class="p"&gt;:&lt;/span&gt; &lt;span class="nb"&gt;int&lt;/span&gt; &lt;span class="o"&gt;=&lt;/span&gt; &lt;span class="mi"&gt;512&lt;/span&gt;
    &lt;span class="n"&gt;temperature&lt;/span&gt;&lt;span class="p"&gt;:&lt;/span&gt; &lt;span class="nb"&gt;float&lt;/span&gt; &lt;span class="o"&gt;=&lt;/span&gt; &lt;span class="mf"&gt;0.7&lt;/span&gt;
    &lt;span class="n"&gt;stream&lt;/span&gt;&lt;span class="p"&gt;:&lt;/span&gt; &lt;span class="nb"&gt;bool&lt;/span&gt; &lt;span class="o"&gt;=&lt;/span&gt; &lt;span class="bp"&gt;False&lt;/span&gt;

&lt;span class="k"&gt;class&lt;/span&gt; &lt;span class="nc"&gt;ChatResponse&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="n"&gt;BaseModel&lt;/span&gt;&lt;span class="p"&gt;):&lt;/span&gt;
    &lt;span class="nb"&gt;id&lt;/span&gt;&lt;span class="p"&gt;:&lt;/span&gt; &lt;span class="nb"&gt;str&lt;/span&gt;
    &lt;span class="nb"&gt;object&lt;/span&gt;&lt;span class="p"&gt;:&lt;/span&gt; &lt;span class="nb"&gt;str&lt;/span&gt; &lt;span class="o"&gt;=&lt;/span&gt; &lt;span class="sh"&gt;"&lt;/span&gt;&lt;span class="s"&gt;chat.completion&lt;/span&gt;&lt;span class="sh"&gt;"&lt;/span&gt;
    &lt;span class="n"&gt;model&lt;/span&gt;&lt;span class="p"&gt;:&lt;/span&gt; &lt;span class="nb"&gt;str&lt;/span&gt;
    &lt;span class="n"&gt;choices&lt;/span&gt;&lt;span class="p"&gt;:&lt;/span&gt; &lt;span class="nb"&gt;list&lt;/span&gt;
    &lt;span class="n"&gt;usage&lt;/span&gt;&lt;span class="p"&gt;:&lt;/span&gt; &lt;span class="nb"&gt;dict&lt;/span&gt;
&lt;/code&gt;&lt;/pre&gt;

&lt;/div&gt;



&lt;h2&gt;
  
  
  Step 3: The VRAM-aware router
&lt;/h2&gt;

&lt;p&gt;This is the magic. The router picks the right model based on:&lt;/p&gt;

&lt;ul&gt;
&lt;li&gt;Available VRAM&lt;/li&gt;
&lt;li&gt;Requested &lt;code&gt;max_tokens&lt;/code&gt;
&lt;/li&gt;
&lt;li&gt;Whether the model is already loaded
&lt;/li&gt;
&lt;/ul&gt;

&lt;div class="highlight js-code-highlight"&gt;
&lt;pre class="highlight python"&gt;&lt;code&gt;&lt;span class="c1"&gt;# router.py
&lt;/span&gt;&lt;span class="kn"&gt;import&lt;/span&gt; &lt;span class="n"&gt;pynvml&lt;/span&gt;

&lt;span class="k"&gt;def&lt;/span&gt; &lt;span class="nf"&gt;get_available_vram_mb&lt;/span&gt;&lt;span class="p"&gt;()&lt;/span&gt; &lt;span class="o"&gt;-&amp;gt;&lt;/span&gt; &lt;span class="nb"&gt;int&lt;/span&gt;&lt;span class="p"&gt;:&lt;/span&gt;
    &lt;span class="sh"&gt;"""&lt;/span&gt;&lt;span class="s"&gt;Returns free VRAM in MB. -1 if no NVIDIA GPU.&lt;/span&gt;&lt;span class="sh"&gt;"""&lt;/span&gt;
    &lt;span class="k"&gt;try&lt;/span&gt;&lt;span class="p"&gt;:&lt;/span&gt;
        &lt;span class="n"&gt;pynvml&lt;/span&gt;&lt;span class="p"&gt;.&lt;/span&gt;&lt;span class="nf"&gt;nvmlInit&lt;/span&gt;&lt;span class="p"&gt;()&lt;/span&gt;
        &lt;span class="n"&gt;handle&lt;/span&gt; &lt;span class="o"&gt;=&lt;/span&gt; &lt;span class="n"&gt;pynvml&lt;/span&gt;&lt;span class="p"&gt;.&lt;/span&gt;&lt;span class="nf"&gt;nvmlDeviceGetHandleByIndex&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="mi"&gt;0&lt;/span&gt;&lt;span class="p"&gt;)&lt;/span&gt;
        &lt;span class="n"&gt;info&lt;/span&gt; &lt;span class="o"&gt;=&lt;/span&gt; &lt;span class="n"&gt;pynvml&lt;/span&gt;&lt;span class="p"&gt;.&lt;/span&gt;&lt;span class="nf"&gt;nvmlDeviceGetMemoryInfo&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="n"&gt;handle&lt;/span&gt;&lt;span class="p"&gt;)&lt;/span&gt;
        &lt;span class="k"&gt;return&lt;/span&gt; &lt;span class="n"&gt;info&lt;/span&gt;&lt;span class="p"&gt;.&lt;/span&gt;&lt;span class="n"&gt;free&lt;/span&gt; &lt;span class="o"&gt;//&lt;/span&gt; &lt;span class="mi"&gt;1024&lt;/span&gt; &lt;span class="o"&gt;//&lt;/span&gt; &lt;span class="mi"&gt;1024&lt;/span&gt;
    &lt;span class="k"&gt;except&lt;/span&gt; &lt;span class="nb"&gt;Exception&lt;/span&gt;&lt;span class="p"&gt;:&lt;/span&gt;
        &lt;span class="k"&gt;return&lt;/span&gt; &lt;span class="o"&gt;-&lt;/span&gt;&lt;span class="mi"&gt;1&lt;/span&gt;  &lt;span class="c1"&gt;# CPU-only or Apple Silicon
&lt;/span&gt;
&lt;span class="c1"&gt;# Model VRAM requirements (rough, for Q4_K_M quantization)
&lt;/span&gt;&lt;span class="n"&gt;MODELS&lt;/span&gt; &lt;span class="o"&gt;=&lt;/span&gt; &lt;span class="p"&gt;{&lt;/span&gt;
    &lt;span class="sh"&gt;"&lt;/span&gt;&lt;span class="s"&gt;llama-2-7b&lt;/span&gt;&lt;span class="sh"&gt;"&lt;/span&gt;&lt;span class="p"&gt;:&lt;/span&gt;   &lt;span class="p"&gt;{&lt;/span&gt;&lt;span class="sh"&gt;"&lt;/span&gt;&lt;span class="s"&gt;file&lt;/span&gt;&lt;span class="sh"&gt;"&lt;/span&gt;&lt;span class="p"&gt;:&lt;/span&gt; &lt;span class="sh"&gt;"&lt;/span&gt;&lt;span class="s"&gt;llama-2-7b-chat.Q4_K_M.gguf&lt;/span&gt;&lt;span class="sh"&gt;"&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt;   &lt;span class="sh"&gt;"&lt;/span&gt;&lt;span class="s"&gt;vram_mb&lt;/span&gt;&lt;span class="sh"&gt;"&lt;/span&gt;&lt;span class="p"&gt;:&lt;/span&gt; &lt;span class="mi"&gt;6000&lt;/span&gt;&lt;span class="p"&gt;},&lt;/span&gt;
    &lt;span class="sh"&gt;"&lt;/span&gt;&lt;span class="s"&gt;llama-2-13b&lt;/span&gt;&lt;span class="sh"&gt;"&lt;/span&gt;&lt;span class="p"&gt;:&lt;/span&gt;  &lt;span class="p"&gt;{&lt;/span&gt;&lt;span class="sh"&gt;"&lt;/span&gt;&lt;span class="s"&gt;file&lt;/span&gt;&lt;span class="sh"&gt;"&lt;/span&gt;&lt;span class="p"&gt;:&lt;/span&gt; &lt;span class="sh"&gt;"&lt;/span&gt;&lt;span class="s"&gt;llama-2-13b-chat.Q4_K_M.gguf&lt;/span&gt;&lt;span class="sh"&gt;"&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt;  &lt;span class="sh"&gt;"&lt;/span&gt;&lt;span class="s"&gt;vram_mb&lt;/span&gt;&lt;span class="sh"&gt;"&lt;/span&gt;&lt;span class="p"&gt;:&lt;/span&gt; &lt;span class="mi"&gt;11000&lt;/span&gt;&lt;span class="p"&gt;},&lt;/span&gt;
    &lt;span class="sh"&gt;"&lt;/span&gt;&lt;span class="s"&gt;llama-2-70b&lt;/span&gt;&lt;span class="sh"&gt;"&lt;/span&gt;&lt;span class="p"&gt;:&lt;/span&gt;  &lt;span class="p"&gt;{&lt;/span&gt;&lt;span class="sh"&gt;"&lt;/span&gt;&lt;span class="s"&gt;file&lt;/span&gt;&lt;span class="sh"&gt;"&lt;/span&gt;&lt;span class="p"&gt;:&lt;/span&gt; &lt;span class="sh"&gt;"&lt;/span&gt;&lt;span class="s"&gt;llama-2-70b-chat.Q3_K_M.gguf&lt;/span&gt;&lt;span class="sh"&gt;"&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt;   &lt;span class="sh"&gt;"&lt;/span&gt;&lt;span class="s"&gt;vram_mb&lt;/span&gt;&lt;span class="sh"&gt;"&lt;/span&gt;&lt;span class="p"&gt;:&lt;/span&gt; &lt;span class="mi"&gt;28000&lt;/span&gt;&lt;span class="p"&gt;},&lt;/span&gt;
    &lt;span class="sh"&gt;"&lt;/span&gt;&lt;span class="s"&gt;mistral-7b&lt;/span&gt;&lt;span class="sh"&gt;"&lt;/span&gt;&lt;span class="p"&gt;:&lt;/span&gt;   &lt;span class="p"&gt;{&lt;/span&gt;&lt;span class="sh"&gt;"&lt;/span&gt;&lt;span class="s"&gt;file&lt;/span&gt;&lt;span class="sh"&gt;"&lt;/span&gt;&lt;span class="p"&gt;:&lt;/span&gt; &lt;span class="sh"&gt;"&lt;/span&gt;&lt;span class="s"&gt;mistral-7b-instruct.Q4_K_M.gguf&lt;/span&gt;&lt;span class="sh"&gt;"&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt;&lt;span class="sh"&gt;"&lt;/span&gt;&lt;span class="s"&gt;vram_mb&lt;/span&gt;&lt;span class="sh"&gt;"&lt;/span&gt;&lt;span class="p"&gt;:&lt;/span&gt; &lt;span class="mi"&gt;6000&lt;/span&gt;&lt;span class="p"&gt;},&lt;/span&gt;
    &lt;span class="sh"&gt;"&lt;/span&gt;&lt;span class="s"&gt;mixtral-8x7b&lt;/span&gt;&lt;span class="sh"&gt;"&lt;/span&gt;&lt;span class="p"&gt;:&lt;/span&gt; &lt;span class="p"&gt;{&lt;/span&gt;&lt;span class="sh"&gt;"&lt;/span&gt;&lt;span class="s"&gt;file&lt;/span&gt;&lt;span class="sh"&gt;"&lt;/span&gt;&lt;span class="p"&gt;:&lt;/span&gt; &lt;span class="sh"&gt;"&lt;/span&gt;&lt;span class="s"&gt;mixtral-8x7b-instruct.Q4_K_M.gguf&lt;/span&gt;&lt;span class="sh"&gt;"&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt;&lt;span class="sh"&gt;"&lt;/span&gt;&lt;span class="s"&gt;vram_mb&lt;/span&gt;&lt;span class="sh"&gt;"&lt;/span&gt;&lt;span class="p"&gt;:&lt;/span&gt; &lt;span class="mi"&gt;30000&lt;/span&gt;&lt;span class="p"&gt;},&lt;/span&gt;
&lt;span class="p"&gt;}&lt;/span&gt;

&lt;span class="k"&gt;def&lt;/span&gt; &lt;span class="nf"&gt;pick_model&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="n"&gt;requested&lt;/span&gt;&lt;span class="p"&gt;:&lt;/span&gt; &lt;span class="nb"&gt;str&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt; &lt;span class="n"&gt;max_tokens&lt;/span&gt;&lt;span class="p"&gt;:&lt;/span&gt; &lt;span class="nb"&gt;int&lt;/span&gt;&lt;span class="p"&gt;)&lt;/span&gt; &lt;span class="o"&gt;-&amp;gt;&lt;/span&gt; &lt;span class="nb"&gt;str&lt;/span&gt;&lt;span class="p"&gt;:&lt;/span&gt;
    &lt;span class="n"&gt;free_vram&lt;/span&gt; &lt;span class="o"&gt;=&lt;/span&gt; &lt;span class="nf"&gt;get_available_vram_mb&lt;/span&gt;&lt;span class="p"&gt;()&lt;/span&gt;
    &lt;span class="n"&gt;needed&lt;/span&gt; &lt;span class="o"&gt;=&lt;/span&gt; &lt;span class="n"&gt;max_tokens&lt;/span&gt; &lt;span class="o"&gt;*&lt;/span&gt; &lt;span class="mi"&gt;2&lt;/span&gt;  &lt;span class="c1"&gt;# rough KV cache estimate
&lt;/span&gt;
    &lt;span class="k"&gt;if&lt;/span&gt; &lt;span class="n"&gt;requested&lt;/span&gt; &lt;span class="o"&gt;==&lt;/span&gt; &lt;span class="sh"&gt;"&lt;/span&gt;&lt;span class="s"&gt;auto&lt;/span&gt;&lt;span class="sh"&gt;"&lt;/span&gt;&lt;span class="p"&gt;:&lt;/span&gt;
        &lt;span class="c1"&gt;# Pick the largest model that fits in VRAM
&lt;/span&gt;        &lt;span class="k"&gt;for&lt;/span&gt; &lt;span class="n"&gt;name&lt;/span&gt; &lt;span class="ow"&gt;in&lt;/span&gt; &lt;span class="nf"&gt;sorted&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="n"&gt;MODELS&lt;/span&gt;&lt;span class="p"&gt;.&lt;/span&gt;&lt;span class="nf"&gt;keys&lt;/span&gt;&lt;span class="p"&gt;(),&lt;/span&gt; &lt;span class="n"&gt;key&lt;/span&gt;&lt;span class="o"&gt;=&lt;/span&gt;&lt;span class="k"&gt;lambda&lt;/span&gt; &lt;span class="n"&gt;m&lt;/span&gt;&lt;span class="p"&gt;:&lt;/span&gt; &lt;span class="o"&gt;-&lt;/span&gt;&lt;span class="n"&gt;MODELS&lt;/span&gt;&lt;span class="p"&gt;[&lt;/span&gt;&lt;span class="n"&gt;m&lt;/span&gt;&lt;span class="p"&gt;][&lt;/span&gt;&lt;span class="sh"&gt;"&lt;/span&gt;&lt;span class="s"&gt;vram_mb&lt;/span&gt;&lt;span class="sh"&gt;"&lt;/span&gt;&lt;span class="p"&gt;]):&lt;/span&gt;
            &lt;span class="k"&gt;if&lt;/span&gt; &lt;span class="n"&gt;MODELS&lt;/span&gt;&lt;span class="p"&gt;[&lt;/span&gt;&lt;span class="n"&gt;name&lt;/span&gt;&lt;span class="p"&gt;][&lt;/span&gt;&lt;span class="sh"&gt;"&lt;/span&gt;&lt;span class="s"&gt;vram_mb&lt;/span&gt;&lt;span class="sh"&gt;"&lt;/span&gt;&lt;span class="p"&gt;]&lt;/span&gt; &lt;span class="o"&gt;+&lt;/span&gt; &lt;span class="n"&gt;needed&lt;/span&gt; &lt;span class="o"&gt;&amp;lt;&lt;/span&gt; &lt;span class="n"&gt;free_vram&lt;/span&gt;&lt;span class="p"&gt;:&lt;/span&gt;
                &lt;span class="k"&gt;return&lt;/span&gt; &lt;span class="n"&gt;name&lt;/span&gt;
        &lt;span class="k"&gt;return&lt;/span&gt; &lt;span class="sh"&gt;"&lt;/span&gt;&lt;span class="s"&gt;llama-2-7b&lt;/span&gt;&lt;span class="sh"&gt;"&lt;/span&gt;  &lt;span class="c1"&gt;# fallback to smallest
&lt;/span&gt;    &lt;span class="k"&gt;return&lt;/span&gt; &lt;span class="n"&gt;requested&lt;/span&gt;
&lt;/code&gt;&lt;/pre&gt;

&lt;/div&gt;



&lt;h2&gt;
  
  
  Step 4: Run the inference
&lt;/h2&gt;

&lt;p&gt;I use &lt;code&gt;llama-cpp-python&lt;/code&gt; for the inference layer - it has Python bindings to llama.cpp with streaming support:&lt;br&gt;
&lt;/p&gt;

&lt;div class="highlight js-code-highlight"&gt;
&lt;pre class="highlight python"&gt;&lt;code&gt;&lt;span class="c1"&gt;# inference.py
&lt;/span&gt;&lt;span class="kn"&gt;from&lt;/span&gt; &lt;span class="n"&gt;llama_cpp&lt;/span&gt; &lt;span class="kn"&gt;import&lt;/span&gt; &lt;span class="n"&gt;Llama&lt;/span&gt;
&lt;span class="kn"&gt;import&lt;/span&gt; &lt;span class="n"&gt;asyncio&lt;/span&gt;

&lt;span class="k"&gt;class&lt;/span&gt; &lt;span class="nc"&gt;ModelPool&lt;/span&gt;&lt;span class="p"&gt;:&lt;/span&gt;
    &lt;span class="k"&gt;def&lt;/span&gt; &lt;span class="nf"&gt;__init__&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="n"&gt;self&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt; &lt;span class="n"&gt;model_dir&lt;/span&gt;&lt;span class="p"&gt;:&lt;/span&gt; &lt;span class="nb"&gt;str&lt;/span&gt; &lt;span class="o"&gt;=&lt;/span&gt; &lt;span class="sh"&gt;"&lt;/span&gt;&lt;span class="s"&gt;~/models&lt;/span&gt;&lt;span class="sh"&gt;"&lt;/span&gt;&lt;span class="p"&gt;):&lt;/span&gt;
        &lt;span class="n"&gt;self&lt;/span&gt;&lt;span class="p"&gt;.&lt;/span&gt;&lt;span class="n"&gt;pool&lt;/span&gt;&lt;span class="p"&gt;:&lt;/span&gt; &lt;span class="nb"&gt;dict&lt;/span&gt;&lt;span class="p"&gt;[&lt;/span&gt;&lt;span class="nb"&gt;str&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt; &lt;span class="n"&gt;Llama&lt;/span&gt;&lt;span class="p"&gt;]&lt;/span&gt; &lt;span class="o"&gt;=&lt;/span&gt; &lt;span class="p"&gt;{}&lt;/span&gt;
        &lt;span class="n"&gt;self&lt;/span&gt;&lt;span class="p"&gt;.&lt;/span&gt;&lt;span class="n"&gt;model_dir&lt;/span&gt; &lt;span class="o"&gt;=&lt;/span&gt; &lt;span class="n"&gt;model_dir&lt;/span&gt;

    &lt;span class="k"&gt;def&lt;/span&gt; &lt;span class="nf"&gt;get&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="n"&gt;self&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt; &lt;span class="n"&gt;model_name&lt;/span&gt;&lt;span class="p"&gt;:&lt;/span&gt; &lt;span class="nb"&gt;str&lt;/span&gt;&lt;span class="p"&gt;)&lt;/span&gt; &lt;span class="o"&gt;-&amp;gt;&lt;/span&gt; &lt;span class="n"&gt;Llama&lt;/span&gt;&lt;span class="p"&gt;:&lt;/span&gt;
        &lt;span class="k"&gt;if&lt;/span&gt; &lt;span class="n"&gt;model_name&lt;/span&gt; &lt;span class="ow"&gt;not&lt;/span&gt; &lt;span class="ow"&gt;in&lt;/span&gt; &lt;span class="n"&gt;self&lt;/span&gt;&lt;span class="p"&gt;.&lt;/span&gt;&lt;span class="n"&gt;pool&lt;/span&gt;&lt;span class="p"&gt;:&lt;/span&gt;
            &lt;span class="n"&gt;cfg&lt;/span&gt; &lt;span class="o"&gt;=&lt;/span&gt; &lt;span class="n"&gt;MODELS&lt;/span&gt;&lt;span class="p"&gt;[&lt;/span&gt;&lt;span class="n"&gt;model_name&lt;/span&gt;&lt;span class="p"&gt;]&lt;/span&gt;
            &lt;span class="n"&gt;self&lt;/span&gt;&lt;span class="p"&gt;.&lt;/span&gt;&lt;span class="n"&gt;pool&lt;/span&gt;&lt;span class="p"&gt;[&lt;/span&gt;&lt;span class="n"&gt;model_name&lt;/span&gt;&lt;span class="p"&gt;]&lt;/span&gt; &lt;span class="o"&gt;=&lt;/span&gt; &lt;span class="nc"&gt;Llama&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;
                &lt;span class="n"&gt;model_path&lt;/span&gt;&lt;span class="o"&gt;=&lt;/span&gt;&lt;span class="sa"&gt;f&lt;/span&gt;&lt;span class="sh"&gt;"&lt;/span&gt;&lt;span class="si"&gt;{&lt;/span&gt;&lt;span class="n"&gt;self&lt;/span&gt;&lt;span class="p"&gt;.&lt;/span&gt;&lt;span class="n"&gt;model_dir&lt;/span&gt;&lt;span class="si"&gt;}&lt;/span&gt;&lt;span class="s"&gt;/&lt;/span&gt;&lt;span class="si"&gt;{&lt;/span&gt;&lt;span class="n"&gt;cfg&lt;/span&gt;&lt;span class="p"&gt;[&lt;/span&gt;&lt;span class="sh"&gt;'&lt;/span&gt;&lt;span class="s"&gt;file&lt;/span&gt;&lt;span class="sh"&gt;'&lt;/span&gt;&lt;span class="p"&gt;]&lt;/span&gt;&lt;span class="si"&gt;}&lt;/span&gt;&lt;span class="sh"&gt;"&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt;
                &lt;span class="n"&gt;n_ctx&lt;/span&gt;&lt;span class="o"&gt;=&lt;/span&gt;&lt;span class="mi"&gt;4096&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt;
                &lt;span class="n"&gt;n_gpu_layers&lt;/span&gt;&lt;span class="o"&gt;=-&lt;/span&gt;&lt;span class="mi"&gt;1&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt;  &lt;span class="c1"&gt;# all layers on GPU
&lt;/span&gt;                &lt;span class="n"&gt;n_threads&lt;/span&gt;&lt;span class="o"&gt;=&lt;/span&gt;&lt;span class="mi"&gt;8&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt;
            &lt;span class="p"&gt;)&lt;/span&gt;
        &lt;span class="k"&gt;return&lt;/span&gt; &lt;span class="n"&gt;self&lt;/span&gt;&lt;span class="p"&gt;.&lt;/span&gt;&lt;span class="n"&gt;pool&lt;/span&gt;&lt;span class="p"&gt;[&lt;/span&gt;&lt;span class="n"&gt;model_name&lt;/span&gt;&lt;span class="p"&gt;]&lt;/span&gt;

&lt;span class="n"&gt;pool&lt;/span&gt; &lt;span class="o"&gt;=&lt;/span&gt; &lt;span class="nc"&gt;ModelPool&lt;/span&gt;&lt;span class="p"&gt;()&lt;/span&gt;
&lt;/code&gt;&lt;/pre&gt;

&lt;/div&gt;



&lt;h2&gt;
  
  
  Step 5: The OpenAI-compatible endpoint
&lt;/h2&gt;

&lt;p&gt;This is where the magic happens - &lt;strong&gt;any OpenAI SDK call works&lt;/strong&gt;:&lt;br&gt;
&lt;/p&gt;

&lt;div class="highlight js-code-highlight"&gt;
&lt;pre class="highlight python"&gt;&lt;code&gt;&lt;span class="c1"&gt;# app.py
&lt;/span&gt;&lt;span class="nd"&gt;@app.post&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="sh"&gt;"&lt;/span&gt;&lt;span class="s"&gt;/v1/chat/completions&lt;/span&gt;&lt;span class="sh"&gt;"&lt;/span&gt;&lt;span class="p"&gt;)&lt;/span&gt;
&lt;span class="k"&gt;async&lt;/span&gt; &lt;span class="k"&gt;def&lt;/span&gt; &lt;span class="nf"&gt;chat_completions&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="n"&gt;req&lt;/span&gt;&lt;span class="p"&gt;:&lt;/span&gt; &lt;span class="n"&gt;ChatRequest&lt;/span&gt;&lt;span class="p"&gt;):&lt;/span&gt;
    &lt;span class="n"&gt;model_name&lt;/span&gt; &lt;span class="o"&gt;=&lt;/span&gt; &lt;span class="nf"&gt;pick_model&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="n"&gt;req&lt;/span&gt;&lt;span class="p"&gt;.&lt;/span&gt;&lt;span class="n"&gt;model&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt; &lt;span class="n"&gt;req&lt;/span&gt;&lt;span class="p"&gt;.&lt;/span&gt;&lt;span class="n"&gt;max_tokens&lt;/span&gt;&lt;span class="p"&gt;)&lt;/span&gt;
    &lt;span class="k"&gt;if&lt;/span&gt; &lt;span class="n"&gt;model_name&lt;/span&gt; &lt;span class="ow"&gt;not&lt;/span&gt; &lt;span class="ow"&gt;in&lt;/span&gt; &lt;span class="n"&gt;MODELS&lt;/span&gt;&lt;span class="p"&gt;:&lt;/span&gt;
        &lt;span class="k"&gt;raise&lt;/span&gt; &lt;span class="nc"&gt;HTTPException&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="mi"&gt;404&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt; &lt;span class="sa"&gt;f&lt;/span&gt;&lt;span class="sh"&gt;"&lt;/span&gt;&lt;span class="s"&gt;Model &lt;/span&gt;&lt;span class="si"&gt;{&lt;/span&gt;&lt;span class="n"&gt;model_name&lt;/span&gt;&lt;span class="si"&gt;}&lt;/span&gt;&lt;span class="s"&gt; not found&lt;/span&gt;&lt;span class="sh"&gt;"&lt;/span&gt;&lt;span class="p"&gt;)&lt;/span&gt;

    &lt;span class="n"&gt;llm&lt;/span&gt; &lt;span class="o"&gt;=&lt;/span&gt; &lt;span class="n"&gt;pool&lt;/span&gt;&lt;span class="p"&gt;.&lt;/span&gt;&lt;span class="nf"&gt;get&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="n"&gt;model_name&lt;/span&gt;&lt;span class="p"&gt;)&lt;/span&gt;

    &lt;span class="c1"&gt;# Run inference (streaming or batch)
&lt;/span&gt;    &lt;span class="n"&gt;response&lt;/span&gt; &lt;span class="o"&gt;=&lt;/span&gt; &lt;span class="n"&gt;llm&lt;/span&gt;&lt;span class="p"&gt;.&lt;/span&gt;&lt;span class="nf"&gt;create_chat_completion&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;
        &lt;span class="n"&gt;messages&lt;/span&gt;&lt;span class="o"&gt;=&lt;/span&gt;&lt;span class="p"&gt;[&lt;/span&gt;&lt;span class="n"&gt;m&lt;/span&gt;&lt;span class="p"&gt;.&lt;/span&gt;&lt;span class="nf"&gt;dict&lt;/span&gt;&lt;span class="p"&gt;()&lt;/span&gt; &lt;span class="k"&gt;for&lt;/span&gt; &lt;span class="n"&gt;m&lt;/span&gt; &lt;span class="ow"&gt;in&lt;/span&gt; &lt;span class="n"&gt;req&lt;/span&gt;&lt;span class="p"&gt;.&lt;/span&gt;&lt;span class="n"&gt;messages&lt;/span&gt;&lt;span class="p"&gt;],&lt;/span&gt;
        &lt;span class="n"&gt;max_tokens&lt;/span&gt;&lt;span class="o"&gt;=&lt;/span&gt;&lt;span class="n"&gt;req&lt;/span&gt;&lt;span class="p"&gt;.&lt;/span&gt;&lt;span class="n"&gt;max_tokens&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt;
        &lt;span class="n"&gt;temperature&lt;/span&gt;&lt;span class="o"&gt;=&lt;/span&gt;&lt;span class="n"&gt;req&lt;/span&gt;&lt;span class="p"&gt;.&lt;/span&gt;&lt;span class="n"&gt;temperature&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt;
        &lt;span class="n"&gt;stream&lt;/span&gt;&lt;span class="o"&gt;=&lt;/span&gt;&lt;span class="n"&gt;req&lt;/span&gt;&lt;span class="p"&gt;.&lt;/span&gt;&lt;span class="n"&gt;stream&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt;
    &lt;span class="p"&gt;)&lt;/span&gt;

    &lt;span class="k"&gt;return&lt;/span&gt; &lt;span class="p"&gt;{&lt;/span&gt;
        &lt;span class="sh"&gt;"&lt;/span&gt;&lt;span class="s"&gt;id&lt;/span&gt;&lt;span class="sh"&gt;"&lt;/span&gt;&lt;span class="p"&gt;:&lt;/span&gt; &lt;span class="sa"&gt;f&lt;/span&gt;&lt;span class="sh"&gt;"&lt;/span&gt;&lt;span class="s"&gt;chatcmpl-&lt;/span&gt;&lt;span class="si"&gt;{&lt;/span&gt;&lt;span class="nf"&gt;hash&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="n"&gt;req&lt;/span&gt;&lt;span class="p"&gt;.&lt;/span&gt;&lt;span class="n"&gt;messages&lt;/span&gt;&lt;span class="p"&gt;)&lt;/span&gt;&lt;span class="si"&gt;}&lt;/span&gt;&lt;span class="sh"&gt;"&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt;
        &lt;span class="sh"&gt;"&lt;/span&gt;&lt;span class="s"&gt;object&lt;/span&gt;&lt;span class="sh"&gt;"&lt;/span&gt;&lt;span class="p"&gt;:&lt;/span&gt; &lt;span class="sh"&gt;"&lt;/span&gt;&lt;span class="s"&gt;chat.completion&lt;/span&gt;&lt;span class="sh"&gt;"&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt;
        &lt;span class="sh"&gt;"&lt;/span&gt;&lt;span class="s"&gt;model&lt;/span&gt;&lt;span class="sh"&gt;"&lt;/span&gt;&lt;span class="p"&gt;:&lt;/span&gt; &lt;span class="n"&gt;model_name&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt;
        &lt;span class="sh"&gt;"&lt;/span&gt;&lt;span class="s"&gt;choices&lt;/span&gt;&lt;span class="sh"&gt;"&lt;/span&gt;&lt;span class="p"&gt;:&lt;/span&gt; &lt;span class="n"&gt;response&lt;/span&gt;&lt;span class="p"&gt;[&lt;/span&gt;&lt;span class="sh"&gt;"&lt;/span&gt;&lt;span class="s"&gt;choices&lt;/span&gt;&lt;span class="sh"&gt;"&lt;/span&gt;&lt;span class="p"&gt;],&lt;/span&gt;
        &lt;span class="sh"&gt;"&lt;/span&gt;&lt;span class="s"&gt;usage&lt;/span&gt;&lt;span class="sh"&gt;"&lt;/span&gt;&lt;span class="p"&gt;:&lt;/span&gt; &lt;span class="n"&gt;response&lt;/span&gt;&lt;span class="p"&gt;[&lt;/span&gt;&lt;span class="sh"&gt;"&lt;/span&gt;&lt;span class="s"&gt;usage&lt;/span&gt;&lt;span class="sh"&gt;"&lt;/span&gt;&lt;span class="p"&gt;],&lt;/span&gt;
    &lt;span class="p"&gt;}&lt;/span&gt;
&lt;/code&gt;&lt;/pre&gt;

&lt;/div&gt;



&lt;h2&gt;
  
  
  Step 6: Use it with the OpenAI SDK
&lt;/h2&gt;



&lt;div class="highlight js-code-highlight"&gt;
&lt;pre class="highlight python"&gt;&lt;code&gt;&lt;span class="kn"&gt;from&lt;/span&gt; &lt;span class="n"&gt;openai&lt;/span&gt; &lt;span class="kn"&gt;import&lt;/span&gt; &lt;span class="n"&gt;OpenAI&lt;/span&gt;

&lt;span class="n"&gt;client&lt;/span&gt; &lt;span class="o"&gt;=&lt;/span&gt; &lt;span class="nc"&gt;OpenAI&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;
    &lt;span class="n"&gt;base_url&lt;/span&gt;&lt;span class="o"&gt;=&lt;/span&gt;&lt;span class="sh"&gt;"&lt;/span&gt;&lt;span class="s"&gt;http://localhost:8080/v1&lt;/span&gt;&lt;span class="sh"&gt;"&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt;
    &lt;span class="n"&gt;api_key&lt;/span&gt;&lt;span class="o"&gt;=&lt;/span&gt;&lt;span class="sh"&gt;"&lt;/span&gt;&lt;span class="s"&gt;not-needed&lt;/span&gt;&lt;span class="sh"&gt;"&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt;
&lt;span class="p"&gt;)&lt;/span&gt;

&lt;span class="n"&gt;response&lt;/span&gt; &lt;span class="o"&gt;=&lt;/span&gt; &lt;span class="n"&gt;client&lt;/span&gt;&lt;span class="p"&gt;.&lt;/span&gt;&lt;span class="n"&gt;chat&lt;/span&gt;&lt;span class="p"&gt;.&lt;/span&gt;&lt;span class="n"&gt;completions&lt;/span&gt;&lt;span class="p"&gt;.&lt;/span&gt;&lt;span class="nf"&gt;create&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;
    &lt;span class="n"&gt;model&lt;/span&gt;&lt;span class="o"&gt;=&lt;/span&gt;&lt;span class="sh"&gt;"&lt;/span&gt;&lt;span class="s"&gt;auto&lt;/span&gt;&lt;span class="sh"&gt;"&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt;  &lt;span class="c1"&gt;# router picks the right model
&lt;/span&gt;    &lt;span class="n"&gt;messages&lt;/span&gt;&lt;span class="o"&gt;=&lt;/span&gt;&lt;span class="p"&gt;[{&lt;/span&gt;&lt;span class="sh"&gt;"&lt;/span&gt;&lt;span class="s"&gt;role&lt;/span&gt;&lt;span class="sh"&gt;"&lt;/span&gt;&lt;span class="p"&gt;:&lt;/span&gt; &lt;span class="sh"&gt;"&lt;/span&gt;&lt;span class="s"&gt;user&lt;/span&gt;&lt;span class="sh"&gt;"&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt; &lt;span class="sh"&gt;"&lt;/span&gt;&lt;span class="s"&gt;content&lt;/span&gt;&lt;span class="sh"&gt;"&lt;/span&gt;&lt;span class="p"&gt;:&lt;/span&gt; &lt;span class="sh"&gt;"&lt;/span&gt;&lt;span class="s"&gt;Explain VRAM-aware routing&lt;/span&gt;&lt;span class="sh"&gt;"&lt;/span&gt;&lt;span class="p"&gt;}],&lt;/span&gt;
    &lt;span class="n"&gt;max_tokens&lt;/span&gt;&lt;span class="o"&gt;=&lt;/span&gt;&lt;span class="mi"&gt;512&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt;
&lt;span class="p"&gt;)&lt;/span&gt;
&lt;span class="nf"&gt;print&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="n"&gt;response&lt;/span&gt;&lt;span class="p"&gt;.&lt;/span&gt;&lt;span class="n"&gt;choices&lt;/span&gt;&lt;span class="p"&gt;[&lt;/span&gt;&lt;span class="mi"&gt;0&lt;/span&gt;&lt;span class="p"&gt;].&lt;/span&gt;&lt;span class="n"&gt;message&lt;/span&gt;&lt;span class="p"&gt;.&lt;/span&gt;&lt;span class="n"&gt;content&lt;/span&gt;&lt;span class="p"&gt;)&lt;/span&gt;
&lt;/code&gt;&lt;/pre&gt;

&lt;/div&gt;



&lt;p&gt;&lt;strong&gt;Zero code changes&lt;/strong&gt; to switch from OpenAI to local. This means I can:&lt;/p&gt;

&lt;ul&gt;
&lt;li&gt;Develop locally (no API costs)&lt;/li&gt;
&lt;li&gt;Test in CI (deterministic, no rate limits)&lt;/li&gt;
&lt;li&gt;Deploy to production (OpenAI for users who want it, local for those who need privacy)&lt;/li&gt;
&lt;/ul&gt;

&lt;h2&gt;
  
  
  Performance tips I learned the hard way
&lt;/h2&gt;

&lt;ol&gt;
&lt;li&gt;
&lt;strong&gt;Don't keep multiple models loaded.&lt;/strong&gt; Each model eats VRAM for the KV cache. Load on demand, unload after N minutes of idle.&lt;/li&gt;
&lt;li&gt;
&lt;strong&gt;Use Q4_K_M for most cases.&lt;/strong&gt; Q5 is barely better, Q8 is 2x the size for marginal gains.&lt;/li&gt;
&lt;li&gt;
&lt;strong&gt;Speculative decoding&lt;/strong&gt; can 2-3x the speed: have a small model draft, the big model verifies.&lt;/li&gt;
&lt;li&gt;
&lt;strong&gt;Mlock the model&lt;/strong&gt; (&lt;code&gt;use_mlock=True&lt;/code&gt;) to prevent swapping - massive speedup on machines with slow disk.&lt;/li&gt;
&lt;li&gt;
&lt;strong&gt;Apple Silicon users&lt;/strong&gt;: build llama.cpp with Metal support, performance is excellent on M1/M2/M3.&lt;/li&gt;
&lt;/ol&gt;

&lt;h2&gt;
  
  
  The whole project
&lt;/h2&gt;

&lt;p&gt;I've packaged this into &lt;strong&gt;Strata&lt;/strong&gt; - a desktop app with a chat UI, model browser, and this exact server underneath.&lt;/p&gt;

&lt;p&gt;[link] &lt;a href="https://github.com/Omerfaruk-aydn" rel="noopener noreferrer"&gt;github.com/Omerfaruk-aydn&lt;/a&gt; (Strata repo)&lt;/p&gt;

&lt;p&gt;The desktop app is built with Tauri 2 + React; the server is this Python + FastAPI + llama.cpp stack.&lt;/p&gt;




&lt;p&gt;&lt;em&gt;Originally published on &lt;a href="https://omerfarukaydn.com/blog/llama-cpp-local-llm.html" rel="noopener noreferrer"&gt;omerfarukaydn.com&lt;/a&gt; - more on the desktop UI, model marketplace, and the WebSocket streaming implementation.&lt;/em&gt;&lt;/p&gt;

</description>
      <category>ai</category>
      <category>llm</category>
      <category>python</category>
      <category>tutorial</category>
    </item>
    <item>
      <title>Building a true multi-tenant SaaS: PostgreSQL RLS, subdomains, and Next.js middleware</title>
      <dc:creator>ömer faruk aydın</dc:creator>
      <pubDate>Thu, 20 Aug 2026 07:52:09 +0000</pubDate>
      <link>https://dev.to/omerfarukaydn/building-a-true-multi-tenant-saas-postgresql-rls-subdomains-and-nextjs-middleware-2ob3</link>
      <guid>https://dev.to/omerfarukaydn/building-a-true-multi-tenant-saas-postgresql-rls-subdomains-and-nextjs-middleware-2ob3</guid>
      <description>&lt;p&gt;Most "multi-tenant" SaaS tutorials cheat. They show you &lt;code&gt;WHERE tenant_id = ?&lt;/code&gt; in every query and call it done. That's not multi-tenant - that's a bug waiting to happen.&lt;/p&gt;

&lt;p&gt;True multi-tenancy means the database &lt;strong&gt;enforces&lt;/strong&gt; isolation. You literally cannot read another tenant's data, even if you write a bug. Here's how I built it with Supabase + PostgreSQL RLS + Next.js middleware.&lt;/p&gt;

&lt;h2&gt;
  
  
  Why RLS, not app-level filtering?
&lt;/h2&gt;

&lt;p&gt;Consider this "tenant-scoped" query:&lt;br&gt;
&lt;/p&gt;

&lt;div class="highlight js-code-highlight"&gt;
&lt;pre class="highlight typescript"&gt;&lt;code&gt;&lt;span class="c1"&gt;// ? WRONG - easy to forget the WHERE clause&lt;/span&gt;
&lt;span class="kd"&gt;const&lt;/span&gt; &lt;span class="p"&gt;{&lt;/span&gt; &lt;span class="nx"&gt;data&lt;/span&gt; &lt;span class="p"&gt;}&lt;/span&gt; &lt;span class="o"&gt;=&lt;/span&gt; &lt;span class="k"&gt;await&lt;/span&gt; &lt;span class="nx"&gt;supabase&lt;/span&gt;
  &lt;span class="p"&gt;.&lt;/span&gt;&lt;span class="k"&gt;from&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="dl"&gt;'&lt;/span&gt;&lt;span class="s1"&gt;customers&lt;/span&gt;&lt;span class="dl"&gt;'&lt;/span&gt;&lt;span class="p"&gt;)&lt;/span&gt;
  &lt;span class="p"&gt;.&lt;/span&gt;&lt;span class="nf"&gt;select&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="dl"&gt;'&lt;/span&gt;&lt;span class="s1"&gt;*&lt;/span&gt;&lt;span class="dl"&gt;'&lt;/span&gt;&lt;span class="p"&gt;)&lt;/span&gt;
  &lt;span class="p"&gt;.&lt;/span&gt;&lt;span class="nf"&gt;eq&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="dl"&gt;'&lt;/span&gt;&lt;span class="s1"&gt;tenant_id&lt;/span&gt;&lt;span class="dl"&gt;'&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt; &lt;span class="nx"&gt;currentTenantId&lt;/span&gt;&lt;span class="p"&gt;);&lt;/span&gt;
&lt;/code&gt;&lt;/pre&gt;

&lt;/div&gt;



&lt;p&gt;One missed &lt;code&gt;.eq()&lt;/code&gt; in a new feature, and you've leaked data. The bug is silent - no test catches it, no type system warns you.&lt;/p&gt;

&lt;p&gt;With &lt;strong&gt;Row Level Security&lt;/strong&gt;, the database refuses the query:&lt;br&gt;
&lt;/p&gt;

&lt;div class="highlight js-code-highlight"&gt;
&lt;pre class="highlight sql"&gt;&lt;code&gt;&lt;span class="c1"&gt;-- ? RIGHT - database enforces it&lt;/span&gt;
&lt;span class="k"&gt;CREATE&lt;/span&gt; &lt;span class="n"&gt;POLICY&lt;/span&gt; &lt;span class="n"&gt;tenant_isolation&lt;/span&gt; &lt;span class="k"&gt;ON&lt;/span&gt; &lt;span class="n"&gt;customers&lt;/span&gt;
  &lt;span class="k"&gt;USING&lt;/span&gt; &lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="n"&gt;tenant_id&lt;/span&gt; &lt;span class="o"&gt;=&lt;/span&gt; &lt;span class="n"&gt;current_setting&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="s1"&gt;'app.current_tenant'&lt;/span&gt;&lt;span class="p"&gt;)::&lt;/span&gt;&lt;span class="n"&gt;uuid&lt;/span&gt;&lt;span class="p"&gt;);&lt;/span&gt;
&lt;/code&gt;&lt;/pre&gt;

&lt;/div&gt;



&lt;p&gt;Forget the &lt;code&gt;WHERE&lt;/code&gt; clause? Doesn't matter. RLS filters it out at the engine level. &lt;strong&gt;A bug in your app code can no longer become a data leak.&lt;/strong&gt;&lt;/p&gt;

&lt;h2&gt;
  
  
  The 3 layers
&lt;/h2&gt;

&lt;ol&gt;
&lt;li&gt;
&lt;strong&gt;DNS + edge middleware&lt;/strong&gt; - resolve &lt;code&gt;acme.example.com&lt;/code&gt; ? &lt;code&gt;tenant_id&lt;/code&gt; at the edge&lt;/li&gt;
&lt;li&gt;
&lt;strong&gt;JWT with tenant claim&lt;/strong&gt; - every request carries the tenant context&lt;/li&gt;
&lt;li&gt;
&lt;strong&gt;PostgreSQL RLS&lt;/strong&gt; - the actual data gatekeeper
&lt;/li&gt;
&lt;/ol&gt;

&lt;div class="highlight js-code-highlight"&gt;
&lt;pre class="highlight plaintext"&gt;&lt;code&gt;Customer ? acme.example.com
   ?
Vercel Edge Middleware
   ?? Subdomain ? tenant_id lookup (in KV or DB)
   ?? Set request header x-tenant-id
   ?
Next.js Server Action / API Route
   ?? Read x-tenant-id from headers
   ?? Generate Supabase JWT with tenant claim
   ?
Supabase (Postgres)
   ?? RLS policy reads JWT claim, filters every row
&lt;/code&gt;&lt;/pre&gt;

&lt;/div&gt;



&lt;h2&gt;
  
  
  Layer 1: Subdomain ? tenant_id
&lt;/h2&gt;

&lt;p&gt;Store tenant metadata in a fast read path (Vercel KV, or a small Postgres table):&lt;br&gt;
&lt;/p&gt;

&lt;div class="highlight js-code-highlight"&gt;
&lt;pre class="highlight typescript"&gt;&lt;code&gt;&lt;span class="c1"&gt;// middleware.ts&lt;/span&gt;
&lt;span class="k"&gt;import&lt;/span&gt; &lt;span class="p"&gt;{&lt;/span&gt; &lt;span class="nx"&gt;NextResponse&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt; &lt;span class="kd"&gt;type&lt;/span&gt; &lt;span class="nx"&gt;NextRequest&lt;/span&gt; &lt;span class="p"&gt;}&lt;/span&gt; &lt;span class="k"&gt;from&lt;/span&gt; &lt;span class="dl"&gt;'&lt;/span&gt;&lt;span class="s1"&gt;next/server&lt;/span&gt;&lt;span class="dl"&gt;'&lt;/span&gt;&lt;span class="p"&gt;;&lt;/span&gt;

&lt;span class="k"&gt;export&lt;/span&gt; &lt;span class="k"&gt;async&lt;/span&gt; &lt;span class="kd"&gt;function&lt;/span&gt; &lt;span class="nf"&gt;middleware&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="nx"&gt;req&lt;/span&gt;&lt;span class="p"&gt;:&lt;/span&gt; &lt;span class="nx"&gt;NextRequest&lt;/span&gt;&lt;span class="p"&gt;)&lt;/span&gt; &lt;span class="p"&gt;{&lt;/span&gt;
  &lt;span class="kd"&gt;const&lt;/span&gt; &lt;span class="nx"&gt;host&lt;/span&gt; &lt;span class="o"&gt;=&lt;/span&gt; &lt;span class="nx"&gt;req&lt;/span&gt;&lt;span class="p"&gt;.&lt;/span&gt;&lt;span class="nx"&gt;headers&lt;/span&gt;&lt;span class="p"&gt;.&lt;/span&gt;&lt;span class="nf"&gt;get&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="dl"&gt;'&lt;/span&gt;&lt;span class="s1"&gt;host&lt;/span&gt;&lt;span class="dl"&gt;'&lt;/span&gt;&lt;span class="p"&gt;)&lt;/span&gt; &lt;span class="o"&gt;||&lt;/span&gt; &lt;span class="dl"&gt;''&lt;/span&gt;&lt;span class="p"&gt;;&lt;/span&gt;          &lt;span class="c1"&gt;// acme.example.com&lt;/span&gt;
  &lt;span class="kd"&gt;const&lt;/span&gt; &lt;span class="nx"&gt;subdomain&lt;/span&gt; &lt;span class="o"&gt;=&lt;/span&gt; &lt;span class="nx"&gt;host&lt;/span&gt;&lt;span class="p"&gt;.&lt;/span&gt;&lt;span class="nf"&gt;split&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="dl"&gt;'&lt;/span&gt;&lt;span class="s1"&gt;.&lt;/span&gt;&lt;span class="dl"&gt;'&lt;/span&gt;&lt;span class="p"&gt;)[&lt;/span&gt;&lt;span class="mi"&gt;0&lt;/span&gt;&lt;span class="p"&gt;];&lt;/span&gt;                &lt;span class="c1"&gt;// acme&lt;/span&gt;

  &lt;span class="c1"&gt;// Skip on the apex domain&lt;/span&gt;
  &lt;span class="k"&gt;if &lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="nx"&gt;subdomain&lt;/span&gt; &lt;span class="o"&gt;===&lt;/span&gt; &lt;span class="dl"&gt;'&lt;/span&gt;&lt;span class="s1"&gt;www&lt;/span&gt;&lt;span class="dl"&gt;'&lt;/span&gt; &lt;span class="o"&gt;||&lt;/span&gt; &lt;span class="nx"&gt;subdomain&lt;/span&gt; &lt;span class="o"&gt;===&lt;/span&gt; &lt;span class="dl"&gt;'&lt;/span&gt;&lt;span class="s1"&gt;example&lt;/span&gt;&lt;span class="dl"&gt;'&lt;/span&gt;&lt;span class="p"&gt;)&lt;/span&gt; &lt;span class="p"&gt;{&lt;/span&gt;
    &lt;span class="k"&gt;return&lt;/span&gt; &lt;span class="nx"&gt;NextResponse&lt;/span&gt;&lt;span class="p"&gt;.&lt;/span&gt;&lt;span class="nf"&gt;next&lt;/span&gt;&lt;span class="p"&gt;();&lt;/span&gt;
  &lt;span class="p"&gt;}&lt;/span&gt;

  &lt;span class="c1"&gt;// Lookup tenant (cache in KV in production)&lt;/span&gt;
  &lt;span class="kd"&gt;const&lt;/span&gt; &lt;span class="nx"&gt;tenant&lt;/span&gt; &lt;span class="o"&gt;=&lt;/span&gt; &lt;span class="k"&gt;await&lt;/span&gt; &lt;span class="nf"&gt;getTenantBySlug&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="nx"&gt;subdomain&lt;/span&gt;&lt;span class="p"&gt;);&lt;/span&gt;
  &lt;span class="k"&gt;if &lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="o"&gt;!&lt;/span&gt;&lt;span class="nx"&gt;tenant&lt;/span&gt;&lt;span class="p"&gt;)&lt;/span&gt; &lt;span class="p"&gt;{&lt;/span&gt;
    &lt;span class="k"&gt;return&lt;/span&gt; &lt;span class="nx"&gt;NextResponse&lt;/span&gt;&lt;span class="p"&gt;.&lt;/span&gt;&lt;span class="nf"&gt;redirect&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="k"&gt;new&lt;/span&gt; &lt;span class="nc"&gt;URL&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="dl"&gt;'&lt;/span&gt;&lt;span class="s1"&gt;https://example.com/404&lt;/span&gt;&lt;span class="dl"&gt;'&lt;/span&gt;&lt;span class="p"&gt;));&lt;/span&gt;
  &lt;span class="p"&gt;}&lt;/span&gt;

  &lt;span class="c1"&gt;// Pass to downstream handlers&lt;/span&gt;
  &lt;span class="kd"&gt;const&lt;/span&gt; &lt;span class="nx"&gt;requestHeaders&lt;/span&gt; &lt;span class="o"&gt;=&lt;/span&gt; &lt;span class="k"&gt;new&lt;/span&gt; &lt;span class="nc"&gt;Headers&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="nx"&gt;req&lt;/span&gt;&lt;span class="p"&gt;.&lt;/span&gt;&lt;span class="nx"&gt;headers&lt;/span&gt;&lt;span class="p"&gt;);&lt;/span&gt;
  &lt;span class="nx"&gt;requestHeaders&lt;/span&gt;&lt;span class="p"&gt;.&lt;/span&gt;&lt;span class="nf"&gt;set&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="dl"&gt;'&lt;/span&gt;&lt;span class="s1"&gt;x-tenant-id&lt;/span&gt;&lt;span class="dl"&gt;'&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt; &lt;span class="nx"&gt;tenant&lt;/span&gt;&lt;span class="p"&gt;.&lt;/span&gt;&lt;span class="nx"&gt;id&lt;/span&gt;&lt;span class="p"&gt;);&lt;/span&gt;

  &lt;span class="k"&gt;return&lt;/span&gt; &lt;span class="nx"&gt;NextResponse&lt;/span&gt;&lt;span class="p"&gt;.&lt;/span&gt;&lt;span class="nf"&gt;next&lt;/span&gt;&lt;span class="p"&gt;({&lt;/span&gt; &lt;span class="na"&gt;request&lt;/span&gt;&lt;span class="p"&gt;:&lt;/span&gt; &lt;span class="p"&gt;{&lt;/span&gt; &lt;span class="na"&gt;headers&lt;/span&gt;&lt;span class="p"&gt;:&lt;/span&gt; &lt;span class="nx"&gt;requestHeaders&lt;/span&gt; &lt;span class="p"&gt;}&lt;/span&gt; &lt;span class="p"&gt;});&lt;/span&gt;
&lt;span class="p"&gt;}&lt;/span&gt;

&lt;span class="k"&gt;export&lt;/span&gt; &lt;span class="kd"&gt;const&lt;/span&gt; &lt;span class="nx"&gt;config&lt;/span&gt; &lt;span class="o"&gt;=&lt;/span&gt; &lt;span class="p"&gt;{&lt;/span&gt;
  &lt;span class="na"&gt;matcher&lt;/span&gt;&lt;span class="p"&gt;:&lt;/span&gt; &lt;span class="p"&gt;[&lt;/span&gt;&lt;span class="dl"&gt;'&lt;/span&gt;&lt;span class="s1"&gt;/((?!_next/static|_next/image|favicon.ico).*)&lt;/span&gt;&lt;span class="dl"&gt;'&lt;/span&gt;&lt;span class="p"&gt;],&lt;/span&gt;
&lt;span class="p"&gt;};&lt;/span&gt;
&lt;/code&gt;&lt;/pre&gt;

&lt;/div&gt;



&lt;h2&gt;
  
  
  Layer 2: JWT with tenant claim
&lt;/h2&gt;

&lt;p&gt;Generate a Supabase JWT that includes the tenant ID as a custom claim:&lt;br&gt;
&lt;/p&gt;

&lt;div class="highlight js-code-highlight"&gt;
&lt;pre class="highlight typescript"&gt;&lt;code&gt;&lt;span class="c1"&gt;// lib/supabase.ts&lt;/span&gt;
&lt;span class="k"&gt;import&lt;/span&gt; &lt;span class="p"&gt;{&lt;/span&gt; &lt;span class="nx"&gt;createClient&lt;/span&gt; &lt;span class="p"&gt;}&lt;/span&gt; &lt;span class="k"&gt;from&lt;/span&gt; &lt;span class="dl"&gt;'&lt;/span&gt;&lt;span class="s1"&gt;@supabase/supabase-js&lt;/span&gt;&lt;span class="dl"&gt;'&lt;/span&gt;&lt;span class="p"&gt;;&lt;/span&gt;

&lt;span class="k"&gt;export&lt;/span&gt; &lt;span class="kd"&gt;function&lt;/span&gt; &lt;span class="nf"&gt;getSupabaseForRequest&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="nx"&gt;req&lt;/span&gt;&lt;span class="p"&gt;:&lt;/span&gt; &lt;span class="nx"&gt;Request&lt;/span&gt;&lt;span class="p"&gt;)&lt;/span&gt; &lt;span class="p"&gt;{&lt;/span&gt;
  &lt;span class="kd"&gt;const&lt;/span&gt; &lt;span class="nx"&gt;tenantId&lt;/span&gt; &lt;span class="o"&gt;=&lt;/span&gt; &lt;span class="nx"&gt;req&lt;/span&gt;&lt;span class="p"&gt;.&lt;/span&gt;&lt;span class="nx"&gt;headers&lt;/span&gt;&lt;span class="p"&gt;.&lt;/span&gt;&lt;span class="nf"&gt;get&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="dl"&gt;'&lt;/span&gt;&lt;span class="s1"&gt;x-tenant-id&lt;/span&gt;&lt;span class="dl"&gt;'&lt;/span&gt;&lt;span class="p"&gt;);&lt;/span&gt;
  &lt;span class="k"&gt;if &lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="o"&gt;!&lt;/span&gt;&lt;span class="nx"&gt;tenantId&lt;/span&gt;&lt;span class="p"&gt;)&lt;/span&gt; &lt;span class="k"&gt;throw&lt;/span&gt; &lt;span class="k"&gt;new&lt;/span&gt; &lt;span class="nc"&gt;Error&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="dl"&gt;'&lt;/span&gt;&lt;span class="s1"&gt;Missing tenant context&lt;/span&gt;&lt;span class="dl"&gt;'&lt;/span&gt;&lt;span class="p"&gt;);&lt;/span&gt;

  &lt;span class="c1"&gt;// Sign a JWT with the tenant claim&lt;/span&gt;
  &lt;span class="c1"&gt;// (In production, do this server-side with the Supabase service role key)&lt;/span&gt;
  &lt;span class="kd"&gt;const&lt;/span&gt; &lt;span class="nx"&gt;token&lt;/span&gt; &lt;span class="o"&gt;=&lt;/span&gt; &lt;span class="nf"&gt;signJwtWithClaim&lt;/span&gt;&lt;span class="p"&gt;({&lt;/span&gt;
    &lt;span class="na"&gt;sub&lt;/span&gt;&lt;span class="p"&gt;:&lt;/span&gt; &lt;span class="nx"&gt;req&lt;/span&gt;&lt;span class="p"&gt;.&lt;/span&gt;&lt;span class="nx"&gt;headers&lt;/span&gt;&lt;span class="p"&gt;.&lt;/span&gt;&lt;span class="nf"&gt;get&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="dl"&gt;'&lt;/span&gt;&lt;span class="s1"&gt;x-user-id&lt;/span&gt;&lt;span class="dl"&gt;'&lt;/span&gt;&lt;span class="p"&gt;),&lt;/span&gt;
    &lt;span class="na"&gt;tenant_id&lt;/span&gt;&lt;span class="p"&gt;:&lt;/span&gt; &lt;span class="nx"&gt;tenantId&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt;
    &lt;span class="na"&gt;role&lt;/span&gt;&lt;span class="p"&gt;:&lt;/span&gt; &lt;span class="dl"&gt;'&lt;/span&gt;&lt;span class="s1"&gt;authenticated&lt;/span&gt;&lt;span class="dl"&gt;'&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt;
    &lt;span class="na"&gt;exp&lt;/span&gt;&lt;span class="p"&gt;:&lt;/span&gt; &lt;span class="nb"&gt;Math&lt;/span&gt;&lt;span class="p"&gt;.&lt;/span&gt;&lt;span class="nf"&gt;floor&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="nb"&gt;Date&lt;/span&gt;&lt;span class="p"&gt;.&lt;/span&gt;&lt;span class="nf"&gt;now&lt;/span&gt;&lt;span class="p"&gt;()&lt;/span&gt; &lt;span class="o"&gt;/&lt;/span&gt; &lt;span class="mi"&gt;1000&lt;/span&gt;&lt;span class="p"&gt;)&lt;/span&gt; &lt;span class="o"&gt;+&lt;/span&gt; &lt;span class="mi"&gt;60&lt;/span&gt; &lt;span class="o"&gt;*&lt;/span&gt; &lt;span class="mi"&gt;60&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt;
  &lt;span class="p"&gt;});&lt;/span&gt;

  &lt;span class="k"&gt;return&lt;/span&gt; &lt;span class="nf"&gt;createClient&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;
    &lt;span class="nx"&gt;process&lt;/span&gt;&lt;span class="p"&gt;.&lt;/span&gt;&lt;span class="nx"&gt;env&lt;/span&gt;&lt;span class="p"&gt;.&lt;/span&gt;&lt;span class="nx"&gt;NEXT_PUBLIC_SUPABASE_URL&lt;/span&gt;&lt;span class="o"&gt;!&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt;
    &lt;span class="nx"&gt;process&lt;/span&gt;&lt;span class="p"&gt;.&lt;/span&gt;&lt;span class="nx"&gt;env&lt;/span&gt;&lt;span class="p"&gt;.&lt;/span&gt;&lt;span class="nx"&gt;NEXT_PUBLIC_SUPABASE_ANON_KEY&lt;/span&gt;&lt;span class="o"&gt;!&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt;
    &lt;span class="p"&gt;{&lt;/span&gt; &lt;span class="na"&gt;global&lt;/span&gt;&lt;span class="p"&gt;:&lt;/span&gt; &lt;span class="p"&gt;{&lt;/span&gt; &lt;span class="na"&gt;headers&lt;/span&gt;&lt;span class="p"&gt;:&lt;/span&gt; &lt;span class="p"&gt;{&lt;/span&gt; &lt;span class="na"&gt;Authorization&lt;/span&gt;&lt;span class="p"&gt;:&lt;/span&gt; &lt;span class="s2"&gt;`Bearer &lt;/span&gt;&lt;span class="p"&gt;${&lt;/span&gt;&lt;span class="nx"&gt;token&lt;/span&gt;&lt;span class="p"&gt;}&lt;/span&gt;&lt;span class="s2"&gt;`&lt;/span&gt; &lt;span class="p"&gt;}&lt;/span&gt; &lt;span class="p"&gt;}&lt;/span&gt; &lt;span class="p"&gt;}&lt;/span&gt;
  &lt;span class="p"&gt;);&lt;/span&gt;
&lt;span class="p"&gt;}&lt;/span&gt;
&lt;/code&gt;&lt;/pre&gt;

&lt;/div&gt;



&lt;h2&gt;
  
  
  Layer 3: PostgreSQL Row Level Security
&lt;/h2&gt;

&lt;p&gt;This is the actual lock. Every table that holds tenant data gets a policy:&lt;br&gt;
&lt;/p&gt;

&lt;div class="highlight js-code-highlight"&gt;
&lt;pre class="highlight sql"&gt;&lt;code&gt;&lt;span class="c1"&gt;-- Helper: get current tenant from JWT&lt;/span&gt;
&lt;span class="k"&gt;CREATE&lt;/span&gt; &lt;span class="k"&gt;OR&lt;/span&gt; &lt;span class="k"&gt;REPLACE&lt;/span&gt; &lt;span class="k"&gt;FUNCTION&lt;/span&gt; &lt;span class="n"&gt;current_tenant_id&lt;/span&gt;&lt;span class="p"&gt;()&lt;/span&gt;
&lt;span class="k"&gt;RETURNS&lt;/span&gt; &lt;span class="n"&gt;uuid&lt;/span&gt; &lt;span class="k"&gt;AS&lt;/span&gt; &lt;span class="err"&gt;$$&lt;/span&gt;
  &lt;span class="k"&gt;SELECT&lt;/span&gt; &lt;span class="k"&gt;NULLIF&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;
    &lt;span class="n"&gt;current_setting&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="s1"&gt;'request.jwt.claims'&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt; &lt;span class="k"&gt;true&lt;/span&gt;&lt;span class="p"&gt;)::&lt;/span&gt;&lt;span class="n"&gt;json&lt;/span&gt;&lt;span class="o"&gt;-&amp;gt;&amp;gt;&lt;/span&gt;&lt;span class="s1"&gt;'tenant_id'&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt;
    &lt;span class="s1"&gt;''&lt;/span&gt;
  &lt;span class="p"&gt;)::&lt;/span&gt;&lt;span class="n"&gt;uuid&lt;/span&gt;&lt;span class="p"&gt;;&lt;/span&gt;
&lt;span class="err"&gt;$$&lt;/span&gt; &lt;span class="k"&gt;LANGUAGE&lt;/span&gt; &lt;span class="k"&gt;sql&lt;/span&gt; &lt;span class="k"&gt;STABLE&lt;/span&gt;&lt;span class="p"&gt;;&lt;/span&gt;

&lt;span class="c1"&gt;-- Enable RLS on every tenant-scoped table&lt;/span&gt;
&lt;span class="k"&gt;ALTER&lt;/span&gt; &lt;span class="k"&gt;TABLE&lt;/span&gt; &lt;span class="n"&gt;customers&lt;/span&gt; &lt;span class="n"&gt;ENABLE&lt;/span&gt; &lt;span class="k"&gt;ROW&lt;/span&gt; &lt;span class="k"&gt;LEVEL&lt;/span&gt; &lt;span class="k"&gt;SECURITY&lt;/span&gt;&lt;span class="p"&gt;;&lt;/span&gt;
&lt;span class="k"&gt;ALTER&lt;/span&gt; &lt;span class="k"&gt;TABLE&lt;/span&gt; &lt;span class="n"&gt;conversations&lt;/span&gt; &lt;span class="n"&gt;ENABLE&lt;/span&gt; &lt;span class="k"&gt;ROW&lt;/span&gt; &lt;span class="k"&gt;LEVEL&lt;/span&gt; &lt;span class="k"&gt;SECURITY&lt;/span&gt;&lt;span class="p"&gt;;&lt;/span&gt;
&lt;span class="k"&gt;ALTER&lt;/span&gt; &lt;span class="k"&gt;TABLE&lt;/span&gt; &lt;span class="n"&gt;messages&lt;/span&gt; &lt;span class="n"&gt;ENABLE&lt;/span&gt; &lt;span class="k"&gt;ROW&lt;/span&gt; &lt;span class="k"&gt;LEVEL&lt;/span&gt; &lt;span class="k"&gt;SECURITY&lt;/span&gt;&lt;span class="p"&gt;;&lt;/span&gt;

&lt;span class="c1"&gt;-- Policy: users can only see rows from their tenant&lt;/span&gt;
&lt;span class="k"&gt;CREATE&lt;/span&gt; &lt;span class="n"&gt;POLICY&lt;/span&gt; &lt;span class="n"&gt;tenant_isolation&lt;/span&gt; &lt;span class="k"&gt;ON&lt;/span&gt; &lt;span class="n"&gt;customers&lt;/span&gt;
  &lt;span class="k"&gt;FOR&lt;/span&gt; &lt;span class="k"&gt;ALL&lt;/span&gt;
  &lt;span class="k"&gt;USING&lt;/span&gt; &lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="n"&gt;tenant_id&lt;/span&gt; &lt;span class="o"&gt;=&lt;/span&gt; &lt;span class="n"&gt;current_tenant_id&lt;/span&gt;&lt;span class="p"&gt;())&lt;/span&gt;
  &lt;span class="k"&gt;WITH&lt;/span&gt; &lt;span class="k"&gt;CHECK&lt;/span&gt; &lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="n"&gt;tenant_id&lt;/span&gt; &lt;span class="o"&gt;=&lt;/span&gt; &lt;span class="n"&gt;current_tenant_id&lt;/span&gt;&lt;span class="p"&gt;());&lt;/span&gt;

&lt;span class="k"&gt;CREATE&lt;/span&gt; &lt;span class="n"&gt;POLICY&lt;/span&gt; &lt;span class="n"&gt;tenant_isolation&lt;/span&gt; &lt;span class="k"&gt;ON&lt;/span&gt; &lt;span class="n"&gt;conversations&lt;/span&gt;
  &lt;span class="k"&gt;FOR&lt;/span&gt; &lt;span class="k"&gt;ALL&lt;/span&gt;
  &lt;span class="k"&gt;USING&lt;/span&gt; &lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="n"&gt;tenant_id&lt;/span&gt; &lt;span class="o"&gt;=&lt;/span&gt; &lt;span class="n"&gt;current_tenant_id&lt;/span&gt;&lt;span class="p"&gt;())&lt;/span&gt;
  &lt;span class="k"&gt;WITH&lt;/span&gt; &lt;span class="k"&gt;CHECK&lt;/span&gt; &lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="n"&gt;tenant_id&lt;/span&gt; &lt;span class="o"&gt;=&lt;/span&gt; &lt;span class="n"&gt;current_tenant_id&lt;/span&gt;&lt;span class="p"&gt;());&lt;/span&gt;

&lt;span class="k"&gt;CREATE&lt;/span&gt; &lt;span class="n"&gt;POLICY&lt;/span&gt; &lt;span class="n"&gt;tenant_isolation&lt;/span&gt; &lt;span class="k"&gt;ON&lt;/span&gt; &lt;span class="n"&gt;messages&lt;/span&gt;
  &lt;span class="k"&gt;FOR&lt;/span&gt; &lt;span class="k"&gt;ALL&lt;/span&gt;
  &lt;span class="k"&gt;USING&lt;/span&gt; &lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="n"&gt;tenant_id&lt;/span&gt; &lt;span class="o"&gt;=&lt;/span&gt; &lt;span class="n"&gt;current_tenant_id&lt;/span&gt;&lt;span class="p"&gt;())&lt;/span&gt;
  &lt;span class="k"&gt;WITH&lt;/span&gt; &lt;span class="k"&gt;CHECK&lt;/span&gt; &lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="n"&gt;tenant_id&lt;/span&gt; &lt;span class="o"&gt;=&lt;/span&gt; &lt;span class="n"&gt;current_tenant_id&lt;/span&gt;&lt;span class="p"&gt;());&lt;/span&gt;
&lt;/code&gt;&lt;/pre&gt;

&lt;/div&gt;



&lt;p&gt;To make this work, Supabase needs to pass the JWT claim into the Postgres session:&lt;br&gt;
&lt;/p&gt;

&lt;div class="highlight js-code-highlight"&gt;
&lt;pre class="highlight sql"&gt;&lt;code&gt;&lt;span class="c1"&gt;-- In Supabase Dashboard: Settings ? API ? JWT Settings&lt;/span&gt;
&lt;span class="c1"&gt;-- Add to "Custom Claims" or use a Postgres function hook&lt;/span&gt;
&lt;span class="k"&gt;ALTER&lt;/span&gt; &lt;span class="k"&gt;DATABASE&lt;/span&gt; &lt;span class="n"&gt;postgres&lt;/span&gt; &lt;span class="k"&gt;SET&lt;/span&gt; &lt;span class="n"&gt;request&lt;/span&gt;&lt;span class="p"&gt;.&lt;/span&gt;&lt;span class="n"&gt;jwt&lt;/span&gt;&lt;span class="p"&gt;.&lt;/span&gt;&lt;span class="n"&gt;claims&lt;/span&gt; &lt;span class="k"&gt;TO&lt;/span&gt; &lt;span class="s1"&gt;'{"tenant_id":""}'&lt;/span&gt;&lt;span class="p"&gt;;&lt;/span&gt;

&lt;span class="c1"&gt;-- Or, more cleanly, use Supabase's built-in auth.uid() pattern&lt;/span&gt;
&lt;span class="c1"&gt;-- and add tenant_id alongside it&lt;/span&gt;
&lt;/code&gt;&lt;/pre&gt;

&lt;/div&gt;



&lt;h2&gt;
  
  
  Testing that RLS actually works
&lt;/h2&gt;

&lt;p&gt;This is the part most tutorials skip. &lt;strong&gt;Write a test that proves a tenant can't see another tenant's data.&lt;/strong&gt;&lt;br&gt;
&lt;/p&gt;

&lt;div class="highlight js-code-highlight"&gt;
&lt;pre class="highlight typescript"&gt;&lt;code&gt;&lt;span class="c1"&gt;// tests/rls.test.ts&lt;/span&gt;
&lt;span class="k"&gt;import&lt;/span&gt; &lt;span class="p"&gt;{&lt;/span&gt; &lt;span class="nx"&gt;getSupabaseForRequest&lt;/span&gt; &lt;span class="p"&gt;}&lt;/span&gt; &lt;span class="k"&gt;from&lt;/span&gt; &lt;span class="dl"&gt;'&lt;/span&gt;&lt;span class="s1"&gt;@/lib/supabase&lt;/span&gt;&lt;span class="dl"&gt;'&lt;/span&gt;&lt;span class="p"&gt;;&lt;/span&gt;

&lt;span class="nf"&gt;test&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="dl"&gt;'&lt;/span&gt;&lt;span class="s1"&gt;tenant A cannot read tenant B data&lt;/span&gt;&lt;span class="dl"&gt;'&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt; &lt;span class="k"&gt;async &lt;/span&gt;&lt;span class="p"&gt;()&lt;/span&gt; &lt;span class="o"&gt;=&amp;gt;&lt;/span&gt; &lt;span class="p"&gt;{&lt;/span&gt;
  &lt;span class="c1"&gt;// Insert data as tenant A&lt;/span&gt;
  &lt;span class="kd"&gt;const&lt;/span&gt; &lt;span class="nx"&gt;supabaseA&lt;/span&gt; &lt;span class="o"&gt;=&lt;/span&gt; &lt;span class="nf"&gt;getSupabaseForRequest&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="nf"&gt;mockRequest&lt;/span&gt;&lt;span class="p"&gt;({&lt;/span&gt; &lt;span class="na"&gt;tenantId&lt;/span&gt;&lt;span class="p"&gt;:&lt;/span&gt; &lt;span class="dl"&gt;'&lt;/span&gt;&lt;span class="s1"&gt;A&lt;/span&gt;&lt;span class="dl"&gt;'&lt;/span&gt; &lt;span class="p"&gt;}));&lt;/span&gt;
  &lt;span class="k"&gt;await&lt;/span&gt; &lt;span class="nx"&gt;supabaseA&lt;/span&gt;&lt;span class="p"&gt;.&lt;/span&gt;&lt;span class="k"&gt;from&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="dl"&gt;'&lt;/span&gt;&lt;span class="s1"&gt;customers&lt;/span&gt;&lt;span class="dl"&gt;'&lt;/span&gt;&lt;span class="p"&gt;).&lt;/span&gt;&lt;span class="nf"&gt;insert&lt;/span&gt;&lt;span class="p"&gt;({&lt;/span&gt; &lt;span class="na"&gt;name&lt;/span&gt;&lt;span class="p"&gt;:&lt;/span&gt; &lt;span class="dl"&gt;'&lt;/span&gt;&lt;span class="s1"&gt;Alice&lt;/span&gt;&lt;span class="dl"&gt;'&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt; &lt;span class="na"&gt;tenant_id&lt;/span&gt;&lt;span class="p"&gt;:&lt;/span&gt; &lt;span class="dl"&gt;'&lt;/span&gt;&lt;span class="s1"&gt;A&lt;/span&gt;&lt;span class="dl"&gt;'&lt;/span&gt; &lt;span class="p"&gt;});&lt;/span&gt;

  &lt;span class="c1"&gt;// Try to read as tenant B&lt;/span&gt;
  &lt;span class="kd"&gt;const&lt;/span&gt; &lt;span class="nx"&gt;supabaseB&lt;/span&gt; &lt;span class="o"&gt;=&lt;/span&gt; &lt;span class="nf"&gt;getSupabaseForRequest&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="nf"&gt;mockRequest&lt;/span&gt;&lt;span class="p"&gt;({&lt;/span&gt; &lt;span class="na"&gt;tenantId&lt;/span&gt;&lt;span class="p"&gt;:&lt;/span&gt; &lt;span class="dl"&gt;'&lt;/span&gt;&lt;span class="s1"&gt;B&lt;/span&gt;&lt;span class="dl"&gt;'&lt;/span&gt; &lt;span class="p"&gt;}));&lt;/span&gt;
  &lt;span class="kd"&gt;const&lt;/span&gt; &lt;span class="p"&gt;{&lt;/span&gt; &lt;span class="nx"&gt;data&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt; &lt;span class="nx"&gt;error&lt;/span&gt; &lt;span class="p"&gt;}&lt;/span&gt; &lt;span class="o"&gt;=&lt;/span&gt; &lt;span class="k"&gt;await&lt;/span&gt; &lt;span class="nx"&gt;supabaseB&lt;/span&gt;&lt;span class="p"&gt;.&lt;/span&gt;&lt;span class="k"&gt;from&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="dl"&gt;'&lt;/span&gt;&lt;span class="s1"&gt;customers&lt;/span&gt;&lt;span class="dl"&gt;'&lt;/span&gt;&lt;span class="p"&gt;).&lt;/span&gt;&lt;span class="nf"&gt;select&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="dl"&gt;'&lt;/span&gt;&lt;span class="s1"&gt;*&lt;/span&gt;&lt;span class="dl"&gt;'&lt;/span&gt;&lt;span class="p"&gt;);&lt;/span&gt;

  &lt;span class="nf"&gt;expect&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="nx"&gt;data&lt;/span&gt;&lt;span class="p"&gt;).&lt;/span&gt;&lt;span class="nf"&gt;toEqual&lt;/span&gt;&lt;span class="p"&gt;([]);&lt;/span&gt;  &lt;span class="c1"&gt;// empty - RLS filtered it out&lt;/span&gt;
&lt;span class="p"&gt;});&lt;/span&gt;
&lt;/code&gt;&lt;/pre&gt;

&lt;/div&gt;



&lt;p&gt;I learned this the hard way. My first RLS deployment had a bug where the JWT claim wasn't being passed correctly. Without the test, I would have shipped a cross-tenant data leak.&lt;/p&gt;

&lt;h2&gt;
  
  
  The pitfalls
&lt;/h2&gt;

&lt;ol&gt;
&lt;li&gt;
&lt;strong&gt;Forgetting to enable RLS on new tables.&lt;/strong&gt; I have a CI check: any new &lt;code&gt;CREATE TABLE&lt;/code&gt; without &lt;code&gt;ENABLE ROW LEVEL SECURITY&lt;/code&gt; fails the build.&lt;/li&gt;
&lt;li&gt;
&lt;strong&gt;Service role bypasses RLS.&lt;/strong&gt; The Supabase service role key has &lt;code&gt;BYPASSRLS&lt;/code&gt;. Only use it server-side for admin tasks, never pass it to the client.&lt;/li&gt;
&lt;li&gt;
&lt;strong&gt;Bulk operations need explicit tenant_id.&lt;/strong&gt; RLS doesn't add a default value; you have to pass it. I use a &lt;code&gt;BEFORE INSERT&lt;/code&gt; trigger to set it from the JWT.&lt;/li&gt;
&lt;li&gt;
&lt;strong&gt;Migrations are dangerous.&lt;/strong&gt; When you add RLS to an existing table, you must do it in a transaction with the right role checks, or you can lock yourself out.&lt;/li&gt;
&lt;/ol&gt;

&lt;h2&gt;
  
  
  Get the code
&lt;/h2&gt;

&lt;p&gt;The full reference implementation (Next.js + Supabase + edge middleware + RLS policies + test suite) is open source:&lt;/p&gt;

&lt;p&gt;?? &lt;a href="https://github.com/Omerfaruk-aydn/crmhizmetbotu" rel="noopener noreferrer"&gt;github.com/Omerfaruk-aydn/crmhizmetbotu&lt;/a&gt;&lt;/p&gt;

&lt;p&gt;It's the production architecture of a live SaaS handling thousands of conversations per month for multiple businesses - all on a single Postgres database with zero data leaks.&lt;/p&gt;




&lt;p&gt;&lt;em&gt;Originally published on &lt;a href="https://omerfarukaydn.com/blog/multi-tenant-saas.html" rel="noopener noreferrer"&gt;omerfarukaydn.com&lt;/a&gt; - more details on the subdomain wildcard DNS, Vercel KV caching, and the WebSocket multi-tenant story.&lt;/em&gt;&lt;/p&gt;

</description>
      <category>saas</category>
      <category>nextjs</category>
      <category>supabase</category>
      <category>postgres</category>
    </item>
    <item>
      <title>How I built a crypto signal generator that beat fixed-weight strategies by 37% Sharpe</title>
      <dc:creator>ömer faruk aydın</dc:creator>
      <pubDate>Thu, 20 Aug 2026 07:52:06 +0000</pubDate>
      <link>https://dev.to/omerfarukaydn/how-i-built-a-crypto-signal-generator-that-beat-fixed-weight-strategies-by-37-sharpe-ke5</link>
      <guid>https://dev.to/omerfarukaydn/how-i-built-a-crypto-signal-generator-that-beat-fixed-weight-strategies-by-37-sharpe-ke5</guid>
      <description>&lt;p&gt;I spent 3 months running a fixed-weight RSI/MACD strategy on Binance. Backtested great, lost money in production. The reason: &lt;strong&gt;markets change regimes&lt;/strong&gt;, and static rules don't.&lt;/p&gt;

&lt;p&gt;This is the story of how I built a self-tuning signal generator with XGBoost and Bayesian optimization - and why it actually worked.&lt;/p&gt;

&lt;h2&gt;
  
  
  The problem with fixed rules
&lt;/h2&gt;

&lt;p&gt;My original strategy:&lt;/p&gt;

&lt;ul&gt;
&lt;li&gt;Buy when RSI(14) &amp;lt; 30&lt;/li&gt;
&lt;li&gt;Sell when RSI(14) &amp;gt; 70&lt;/li&gt;
&lt;li&gt;Add MACD as confirmation&lt;/li&gt;
&lt;/ul&gt;

&lt;p&gt;Backtested over 18 months of BTCUSDT 5-min data: &lt;strong&gt;1.42 Sharpe ratio&lt;/strong&gt;. Looked great. Then I ran it live for 3 months: &lt;strong&gt;0.61 Sharpe&lt;/strong&gt;. Why?&lt;/p&gt;

&lt;p&gt;Because in some months, RSI was the right signal. In others, MACD dominated. In trending markets, neither - the trend was the signal. &lt;strong&gt;The indicator that "worked" changed every month&lt;/strong&gt;, and I had no way to know in advance.&lt;/p&gt;

&lt;h2&gt;
  
  
  The fix: let the model figure it out
&lt;/h2&gt;

&lt;p&gt;Instead of hard-coding rules, I:&lt;/p&gt;

&lt;ol&gt;
&lt;li&gt;Compute 13 indicators at every timestep&lt;/li&gt;
&lt;li&gt;Feed them all to an XGBoost classifier&lt;/li&gt;
&lt;li&gt;Use Bayesian optimization to tune the hyperparameters&lt;/li&gt;
&lt;li&gt;Retrain weekly on a rolling window&lt;/li&gt;
&lt;/ol&gt;

&lt;p&gt;Result: &lt;strong&gt;1.85 Sharpe ratio&lt;/strong&gt;, 30% higher than the fixed-weight baseline.&lt;/p&gt;

&lt;h2&gt;
  
  
  The data pipeline
&lt;/h2&gt;



&lt;div class="highlight js-code-highlight"&gt;
&lt;pre class="highlight python"&gt;&lt;code&gt;&lt;span class="kn"&gt;import&lt;/span&gt; &lt;span class="n"&gt;ccxt&lt;/span&gt;
&lt;span class="kn"&gt;import&lt;/span&gt; &lt;span class="n"&gt;pandas&lt;/span&gt; &lt;span class="k"&gt;as&lt;/span&gt; &lt;span class="n"&gt;pd&lt;/span&gt;
&lt;span class="kn"&gt;import&lt;/span&gt; &lt;span class="n"&gt;numpy&lt;/span&gt; &lt;span class="k"&gt;as&lt;/span&gt; &lt;span class="n"&gt;np&lt;/span&gt;

&lt;span class="n"&gt;exchange&lt;/span&gt; &lt;span class="o"&gt;=&lt;/span&gt; &lt;span class="n"&gt;ccxt&lt;/span&gt;&lt;span class="p"&gt;.&lt;/span&gt;&lt;span class="nf"&gt;binance&lt;/span&gt;&lt;span class="p"&gt;()&lt;/span&gt;
&lt;span class="n"&gt;ohlcv&lt;/span&gt; &lt;span class="o"&gt;=&lt;/span&gt; &lt;span class="n"&gt;exchange&lt;/span&gt;&lt;span class="p"&gt;.&lt;/span&gt;&lt;span class="nf"&gt;fetch_ohlcv&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="sh"&gt;'&lt;/span&gt;&lt;span class="s"&gt;BTC/USDT&lt;/span&gt;&lt;span class="sh"&gt;'&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt; &lt;span class="sh"&gt;'&lt;/span&gt;&lt;span class="s"&gt;5m&lt;/span&gt;&lt;span class="sh"&gt;'&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt; &lt;span class="n"&gt;limit&lt;/span&gt;&lt;span class="o"&gt;=&lt;/span&gt;&lt;span class="mi"&gt;50000&lt;/span&gt;&lt;span class="p"&gt;)&lt;/span&gt;
&lt;span class="n"&gt;df&lt;/span&gt; &lt;span class="o"&gt;=&lt;/span&gt; &lt;span class="n"&gt;pd&lt;/span&gt;&lt;span class="p"&gt;.&lt;/span&gt;&lt;span class="nc"&gt;DataFrame&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="n"&gt;ohlcv&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt; &lt;span class="n"&gt;columns&lt;/span&gt;&lt;span class="o"&gt;=&lt;/span&gt;&lt;span class="p"&gt;[&lt;/span&gt;&lt;span class="sh"&gt;'&lt;/span&gt;&lt;span class="s"&gt;ts&lt;/span&gt;&lt;span class="sh"&gt;'&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt; &lt;span class="sh"&gt;'&lt;/span&gt;&lt;span class="s"&gt;open&lt;/span&gt;&lt;span class="sh"&gt;'&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt; &lt;span class="sh"&gt;'&lt;/span&gt;&lt;span class="s"&gt;high&lt;/span&gt;&lt;span class="sh"&gt;'&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt; &lt;span class="sh"&gt;'&lt;/span&gt;&lt;span class="s"&gt;low&lt;/span&gt;&lt;span class="sh"&gt;'&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt; &lt;span class="sh"&gt;'&lt;/span&gt;&lt;span class="s"&gt;close&lt;/span&gt;&lt;span class="sh"&gt;'&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt; &lt;span class="sh"&gt;'&lt;/span&gt;&lt;span class="s"&gt;volume&lt;/span&gt;&lt;span class="sh"&gt;'&lt;/span&gt;&lt;span class="p"&gt;])&lt;/span&gt;

&lt;span class="c1"&gt;# 13 indicators
&lt;/span&gt;&lt;span class="k"&gt;def&lt;/span&gt; &lt;span class="nf"&gt;add_features&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="n"&gt;df&lt;/span&gt;&lt;span class="p"&gt;):&lt;/span&gt;
    &lt;span class="c1"&gt;# Trend
&lt;/span&gt;    &lt;span class="n"&gt;df&lt;/span&gt;&lt;span class="p"&gt;[&lt;/span&gt;&lt;span class="sh"&gt;'&lt;/span&gt;&lt;span class="s"&gt;ema_9&lt;/span&gt;&lt;span class="sh"&gt;'&lt;/span&gt;&lt;span class="p"&gt;]&lt;/span&gt;   &lt;span class="o"&gt;=&lt;/span&gt; &lt;span class="n"&gt;df&lt;/span&gt;&lt;span class="p"&gt;[&lt;/span&gt;&lt;span class="sh"&gt;'&lt;/span&gt;&lt;span class="s"&gt;close&lt;/span&gt;&lt;span class="sh"&gt;'&lt;/span&gt;&lt;span class="p"&gt;].&lt;/span&gt;&lt;span class="nf"&gt;ewm&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="n"&gt;span&lt;/span&gt;&lt;span class="o"&gt;=&lt;/span&gt;&lt;span class="mi"&gt;9&lt;/span&gt;&lt;span class="p"&gt;).&lt;/span&gt;&lt;span class="nf"&gt;mean&lt;/span&gt;&lt;span class="p"&gt;()&lt;/span&gt;
    &lt;span class="n"&gt;df&lt;/span&gt;&lt;span class="p"&gt;[&lt;/span&gt;&lt;span class="sh"&gt;'&lt;/span&gt;&lt;span class="s"&gt;ema_21&lt;/span&gt;&lt;span class="sh"&gt;'&lt;/span&gt;&lt;span class="p"&gt;]&lt;/span&gt;  &lt;span class="o"&gt;=&lt;/span&gt; &lt;span class="n"&gt;df&lt;/span&gt;&lt;span class="p"&gt;[&lt;/span&gt;&lt;span class="sh"&gt;'&lt;/span&gt;&lt;span class="s"&gt;close&lt;/span&gt;&lt;span class="sh"&gt;'&lt;/span&gt;&lt;span class="p"&gt;].&lt;/span&gt;&lt;span class="nf"&gt;ewm&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="n"&gt;span&lt;/span&gt;&lt;span class="o"&gt;=&lt;/span&gt;&lt;span class="mi"&gt;21&lt;/span&gt;&lt;span class="p"&gt;).&lt;/span&gt;&lt;span class="nf"&gt;mean&lt;/span&gt;&lt;span class="p"&gt;()&lt;/span&gt;
    &lt;span class="n"&gt;df&lt;/span&gt;&lt;span class="p"&gt;[&lt;/span&gt;&lt;span class="sh"&gt;'&lt;/span&gt;&lt;span class="s"&gt;ema_50&lt;/span&gt;&lt;span class="sh"&gt;'&lt;/span&gt;&lt;span class="p"&gt;]&lt;/span&gt;  &lt;span class="o"&gt;=&lt;/span&gt; &lt;span class="n"&gt;df&lt;/span&gt;&lt;span class="p"&gt;[&lt;/span&gt;&lt;span class="sh"&gt;'&lt;/span&gt;&lt;span class="s"&gt;close&lt;/span&gt;&lt;span class="sh"&gt;'&lt;/span&gt;&lt;span class="p"&gt;].&lt;/span&gt;&lt;span class="nf"&gt;ewm&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="n"&gt;span&lt;/span&gt;&lt;span class="o"&gt;=&lt;/span&gt;&lt;span class="mi"&gt;50&lt;/span&gt;&lt;span class="p"&gt;).&lt;/span&gt;&lt;span class="nf"&gt;mean&lt;/span&gt;&lt;span class="p"&gt;()&lt;/span&gt;
    &lt;span class="n"&gt;df&lt;/span&gt;&lt;span class="p"&gt;[&lt;/span&gt;&lt;span class="sh"&gt;'&lt;/span&gt;&lt;span class="s"&gt;ema_200&lt;/span&gt;&lt;span class="sh"&gt;'&lt;/span&gt;&lt;span class="p"&gt;]&lt;/span&gt; &lt;span class="o"&gt;=&lt;/span&gt; &lt;span class="n"&gt;df&lt;/span&gt;&lt;span class="p"&gt;[&lt;/span&gt;&lt;span class="sh"&gt;'&lt;/span&gt;&lt;span class="s"&gt;close&lt;/span&gt;&lt;span class="sh"&gt;'&lt;/span&gt;&lt;span class="p"&gt;].&lt;/span&gt;&lt;span class="nf"&gt;ewm&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="n"&gt;span&lt;/span&gt;&lt;span class="o"&gt;=&lt;/span&gt;&lt;span class="mi"&gt;200&lt;/span&gt;&lt;span class="p"&gt;).&lt;/span&gt;&lt;span class="nf"&gt;mean&lt;/span&gt;&lt;span class="p"&gt;()&lt;/span&gt;
    &lt;span class="n"&gt;df&lt;/span&gt;&lt;span class="p"&gt;[&lt;/span&gt;&lt;span class="sh"&gt;'&lt;/span&gt;&lt;span class="s"&gt;macd&lt;/span&gt;&lt;span class="sh"&gt;'&lt;/span&gt;&lt;span class="p"&gt;]&lt;/span&gt;    &lt;span class="o"&gt;=&lt;/span&gt; &lt;span class="n"&gt;df&lt;/span&gt;&lt;span class="p"&gt;[&lt;/span&gt;&lt;span class="sh"&gt;'&lt;/span&gt;&lt;span class="s"&gt;ema_9&lt;/span&gt;&lt;span class="sh"&gt;'&lt;/span&gt;&lt;span class="p"&gt;]&lt;/span&gt; &lt;span class="o"&gt;-&lt;/span&gt; &lt;span class="n"&gt;df&lt;/span&gt;&lt;span class="p"&gt;[&lt;/span&gt;&lt;span class="sh"&gt;'&lt;/span&gt;&lt;span class="s"&gt;ema_21&lt;/span&gt;&lt;span class="sh"&gt;'&lt;/span&gt;&lt;span class="p"&gt;]&lt;/span&gt;
    &lt;span class="n"&gt;df&lt;/span&gt;&lt;span class="p"&gt;[&lt;/span&gt;&lt;span class="sh"&gt;'&lt;/span&gt;&lt;span class="s"&gt;adx&lt;/span&gt;&lt;span class="sh"&gt;'&lt;/span&gt;&lt;span class="p"&gt;]&lt;/span&gt;     &lt;span class="o"&gt;=&lt;/span&gt; &lt;span class="nf"&gt;compute_adx&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="n"&gt;df&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt; &lt;span class="mi"&gt;14&lt;/span&gt;&lt;span class="p"&gt;)&lt;/span&gt;

    &lt;span class="c1"&gt;# Momentum
&lt;/span&gt;    &lt;span class="n"&gt;df&lt;/span&gt;&lt;span class="p"&gt;[&lt;/span&gt;&lt;span class="sh"&gt;'&lt;/span&gt;&lt;span class="s"&gt;rsi&lt;/span&gt;&lt;span class="sh"&gt;'&lt;/span&gt;&lt;span class="p"&gt;]&lt;/span&gt;         &lt;span class="o"&gt;=&lt;/span&gt; &lt;span class="nf"&gt;compute_rsi&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="n"&gt;df&lt;/span&gt;&lt;span class="p"&gt;[&lt;/span&gt;&lt;span class="sh"&gt;'&lt;/span&gt;&lt;span class="s"&gt;close&lt;/span&gt;&lt;span class="sh"&gt;'&lt;/span&gt;&lt;span class="p"&gt;],&lt;/span&gt; &lt;span class="mi"&gt;14&lt;/span&gt;&lt;span class="p"&gt;)&lt;/span&gt;
    &lt;span class="n"&gt;df&lt;/span&gt;&lt;span class="p"&gt;[&lt;/span&gt;&lt;span class="sh"&gt;'&lt;/span&gt;&lt;span class="s"&gt;stoch_rsi&lt;/span&gt;&lt;span class="sh"&gt;'&lt;/span&gt;&lt;span class="p"&gt;]&lt;/span&gt;   &lt;span class="o"&gt;=&lt;/span&gt; &lt;span class="nf"&gt;compute_stoch_rsi&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="n"&gt;df&lt;/span&gt;&lt;span class="p"&gt;[&lt;/span&gt;&lt;span class="sh"&gt;'&lt;/span&gt;&lt;span class="s"&gt;close&lt;/span&gt;&lt;span class="sh"&gt;'&lt;/span&gt;&lt;span class="p"&gt;])&lt;/span&gt;
    &lt;span class="n"&gt;df&lt;/span&gt;&lt;span class="p"&gt;[&lt;/span&gt;&lt;span class="sh"&gt;'&lt;/span&gt;&lt;span class="s"&gt;williams_r&lt;/span&gt;&lt;span class="sh"&gt;'&lt;/span&gt;&lt;span class="p"&gt;]&lt;/span&gt;  &lt;span class="o"&gt;=&lt;/span&gt; &lt;span class="nf"&gt;compute_williams_r&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="n"&gt;df&lt;/span&gt;&lt;span class="p"&gt;)&lt;/span&gt;

    &lt;span class="c1"&gt;# Volatility
&lt;/span&gt;    &lt;span class="n"&gt;df&lt;/span&gt;&lt;span class="p"&gt;[&lt;/span&gt;&lt;span class="sh"&gt;'&lt;/span&gt;&lt;span class="s"&gt;bb_upper&lt;/span&gt;&lt;span class="sh"&gt;'&lt;/span&gt;&lt;span class="p"&gt;],&lt;/span&gt; &lt;span class="n"&gt;df&lt;/span&gt;&lt;span class="p"&gt;[&lt;/span&gt;&lt;span class="sh"&gt;'&lt;/span&gt;&lt;span class="s"&gt;bb_lower&lt;/span&gt;&lt;span class="sh"&gt;'&lt;/span&gt;&lt;span class="p"&gt;]&lt;/span&gt; &lt;span class="o"&gt;=&lt;/span&gt; &lt;span class="nf"&gt;compute_bollinger&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="n"&gt;df&lt;/span&gt;&lt;span class="p"&gt;[&lt;/span&gt;&lt;span class="sh"&gt;'&lt;/span&gt;&lt;span class="s"&gt;close&lt;/span&gt;&lt;span class="sh"&gt;'&lt;/span&gt;&lt;span class="p"&gt;])&lt;/span&gt;
    &lt;span class="n"&gt;df&lt;/span&gt;&lt;span class="p"&gt;[&lt;/span&gt;&lt;span class="sh"&gt;'&lt;/span&gt;&lt;span class="s"&gt;atr&lt;/span&gt;&lt;span class="sh"&gt;'&lt;/span&gt;&lt;span class="p"&gt;]&lt;/span&gt;   &lt;span class="o"&gt;=&lt;/span&gt; &lt;span class="nf"&gt;compute_atr&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="n"&gt;df&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt; &lt;span class="mi"&gt;14&lt;/span&gt;&lt;span class="p"&gt;)&lt;/span&gt;
    &lt;span class="n"&gt;df&lt;/span&gt;&lt;span class="p"&gt;[&lt;/span&gt;&lt;span class="sh"&gt;'&lt;/span&gt;&lt;span class="s"&gt;keltner&lt;/span&gt;&lt;span class="sh"&gt;'&lt;/span&gt;&lt;span class="p"&gt;]&lt;/span&gt; &lt;span class="o"&gt;=&lt;/span&gt; &lt;span class="nf"&gt;compute_keltner&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="n"&gt;df&lt;/span&gt;&lt;span class="p"&gt;)&lt;/span&gt;

    &lt;span class="c1"&gt;# Volume
&lt;/span&gt;    &lt;span class="n"&gt;df&lt;/span&gt;&lt;span class="p"&gt;[&lt;/span&gt;&lt;span class="sh"&gt;'&lt;/span&gt;&lt;span class="s"&gt;obv&lt;/span&gt;&lt;span class="sh"&gt;'&lt;/span&gt;&lt;span class="p"&gt;]&lt;/span&gt;  &lt;span class="o"&gt;=&lt;/span&gt; &lt;span class="nf"&gt;compute_obv&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="n"&gt;df&lt;/span&gt;&lt;span class="p"&gt;)&lt;/span&gt;
    &lt;span class="n"&gt;df&lt;/span&gt;&lt;span class="p"&gt;[&lt;/span&gt;&lt;span class="sh"&gt;'&lt;/span&gt;&lt;span class="s"&gt;vwap&lt;/span&gt;&lt;span class="sh"&gt;'&lt;/span&gt;&lt;span class="p"&gt;]&lt;/span&gt; &lt;span class="o"&gt;=&lt;/span&gt; &lt;span class="nf"&gt;compute_vwap&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="n"&gt;df&lt;/span&gt;&lt;span class="p"&gt;)&lt;/span&gt;

    &lt;span class="k"&gt;return&lt;/span&gt; &lt;span class="n"&gt;df&lt;/span&gt;&lt;span class="p"&gt;.&lt;/span&gt;&lt;span class="nf"&gt;dropna&lt;/span&gt;&lt;span class="p"&gt;()&lt;/span&gt;
&lt;/code&gt;&lt;/pre&gt;

&lt;/div&gt;



&lt;blockquote&gt;
&lt;p&gt;?? &lt;strong&gt;Critical:&lt;/strong&gt; Every indicator must be computed with a &lt;strong&gt;200-candle rolling lookback maximum&lt;/strong&gt;. Otherwise you'll leak future data into training.&lt;/p&gt;
&lt;/blockquote&gt;

&lt;h2&gt;
  
  
  The leakage trap
&lt;/h2&gt;

&lt;p&gt;My first run reported &lt;strong&gt;78% accuracy&lt;/strong&gt;. I almost shipped it.&lt;/p&gt;

&lt;p&gt;Then I noticed EMA 200 was looking 200 candles into the future at every row. I capped all lookbacks at 200, switched to a &lt;strong&gt;temporal&lt;/strong&gt; train/test split (not random), and accuracy dropped to &lt;strong&gt;62%&lt;/strong&gt; - a realistic number.&lt;/p&gt;

&lt;p&gt;&lt;strong&gt;Always sanity-check your validation strategy with a plot.&lt;/strong&gt; If your model "predicts" the past perfectly, it's leaking.&lt;/p&gt;

&lt;h2&gt;
  
  
  The XGBoost model
&lt;/h2&gt;



&lt;div class="highlight js-code-highlight"&gt;
&lt;pre class="highlight python"&gt;&lt;code&gt;&lt;span class="kn"&gt;import&lt;/span&gt; &lt;span class="n"&gt;xgboost&lt;/span&gt; &lt;span class="k"&gt;as&lt;/span&gt; &lt;span class="n"&gt;xgb&lt;/span&gt;
&lt;span class="kn"&gt;from&lt;/span&gt; &lt;span class="n"&gt;sklearn.model_selection&lt;/span&gt; &lt;span class="kn"&gt;import&lt;/span&gt; &lt;span class="n"&gt;TimeSeriesSplit&lt;/span&gt;

&lt;span class="n"&gt;X&lt;/span&gt; &lt;span class="o"&gt;=&lt;/span&gt; &lt;span class="n"&gt;df&lt;/span&gt;&lt;span class="p"&gt;[&lt;/span&gt;&lt;span class="n"&gt;feature_cols&lt;/span&gt;&lt;span class="p"&gt;].&lt;/span&gt;&lt;span class="n"&gt;values&lt;/span&gt;
&lt;span class="n"&gt;y&lt;/span&gt; &lt;span class="o"&gt;=&lt;/span&gt; &lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="n"&gt;df&lt;/span&gt;&lt;span class="p"&gt;[&lt;/span&gt;&lt;span class="sh"&gt;'&lt;/span&gt;&lt;span class="s"&gt;close&lt;/span&gt;&lt;span class="sh"&gt;'&lt;/span&gt;&lt;span class="p"&gt;].&lt;/span&gt;&lt;span class="nf"&gt;shift&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="o"&gt;-&lt;/span&gt;&lt;span class="mi"&gt;48&lt;/span&gt;&lt;span class="p"&gt;)&lt;/span&gt; &lt;span class="o"&gt;&amp;gt;&lt;/span&gt; &lt;span class="n"&gt;df&lt;/span&gt;&lt;span class="p"&gt;[&lt;/span&gt;&lt;span class="sh"&gt;'&lt;/span&gt;&lt;span class="s"&gt;close&lt;/span&gt;&lt;span class="sh"&gt;'&lt;/span&gt;&lt;span class="p"&gt;]&lt;/span&gt; &lt;span class="o"&gt;*&lt;/span&gt; &lt;span class="mf"&gt;1.008&lt;/span&gt;&lt;span class="p"&gt;).&lt;/span&gt;&lt;span class="nf"&gt;astype&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="nb"&gt;int&lt;/span&gt;&lt;span class="p"&gt;).&lt;/span&gt;&lt;span class="n"&gt;values&lt;/span&gt;  &lt;span class="c1"&gt;# next 4h, +0.8%
&lt;/span&gt;
&lt;span class="c1"&gt;# Time-based split
&lt;/span&gt;&lt;span class="n"&gt;split&lt;/span&gt; &lt;span class="o"&gt;=&lt;/span&gt; &lt;span class="nf"&gt;int&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="nf"&gt;len&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="n"&gt;X&lt;/span&gt;&lt;span class="p"&gt;)&lt;/span&gt; &lt;span class="o"&gt;*&lt;/span&gt; &lt;span class="mf"&gt;0.7&lt;/span&gt;&lt;span class="p"&gt;)&lt;/span&gt;
&lt;span class="n"&gt;X_train&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt; &lt;span class="n"&gt;X_test&lt;/span&gt; &lt;span class="o"&gt;=&lt;/span&gt; &lt;span class="n"&gt;X&lt;/span&gt;&lt;span class="p"&gt;[:&lt;/span&gt;&lt;span class="n"&gt;split&lt;/span&gt;&lt;span class="p"&gt;],&lt;/span&gt; &lt;span class="n"&gt;X&lt;/span&gt;&lt;span class="p"&gt;[&lt;/span&gt;&lt;span class="n"&gt;split&lt;/span&gt;&lt;span class="p"&gt;:]&lt;/span&gt;
&lt;span class="n"&gt;y_train&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt; &lt;span class="n"&gt;y_test&lt;/span&gt; &lt;span class="o"&gt;=&lt;/span&gt; &lt;span class="n"&gt;y&lt;/span&gt;&lt;span class="p"&gt;[:&lt;/span&gt;&lt;span class="n"&gt;split&lt;/span&gt;&lt;span class="p"&gt;],&lt;/span&gt; &lt;span class="n"&gt;y&lt;/span&gt;&lt;span class="p"&gt;[&lt;/span&gt;&lt;span class="n"&gt;split&lt;/span&gt;&lt;span class="p"&gt;:]&lt;/span&gt;

&lt;span class="n"&gt;model&lt;/span&gt; &lt;span class="o"&gt;=&lt;/span&gt; &lt;span class="n"&gt;xgb&lt;/span&gt;&lt;span class="p"&gt;.&lt;/span&gt;&lt;span class="nc"&gt;XGBClassifier&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;
    &lt;span class="n"&gt;n_estimators&lt;/span&gt;&lt;span class="o"&gt;=&lt;/span&gt;&lt;span class="mi"&gt;400&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt;
    &lt;span class="n"&gt;max_depth&lt;/span&gt;&lt;span class="o"&gt;=&lt;/span&gt;&lt;span class="mi"&gt;6&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt;
    &lt;span class="n"&gt;learning_rate&lt;/span&gt;&lt;span class="o"&gt;=&lt;/span&gt;&lt;span class="mf"&gt;0.05&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt;
    &lt;span class="n"&gt;subsample&lt;/span&gt;&lt;span class="o"&gt;=&lt;/span&gt;&lt;span class="mf"&gt;0.8&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt;
    &lt;span class="n"&gt;colsample_bytree&lt;/span&gt;&lt;span class="o"&gt;=&lt;/span&gt;&lt;span class="mf"&gt;0.8&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt;
    &lt;span class="n"&gt;random_state&lt;/span&gt;&lt;span class="o"&gt;=&lt;/span&gt;&lt;span class="mi"&gt;42&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt;
    &lt;span class="n"&gt;n_jobs&lt;/span&gt;&lt;span class="o"&gt;=-&lt;/span&gt;&lt;span class="mi"&gt;1&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt;
    &lt;span class="n"&gt;eval_metric&lt;/span&gt;&lt;span class="o"&gt;=&lt;/span&gt;&lt;span class="sh"&gt;'&lt;/span&gt;&lt;span class="s"&gt;logloss&lt;/span&gt;&lt;span class="sh"&gt;'&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt;
    &lt;span class="n"&gt;early_stopping_rounds&lt;/span&gt;&lt;span class="o"&gt;=&lt;/span&gt;&lt;span class="mi"&gt;30&lt;/span&gt;
&lt;span class="p"&gt;)&lt;/span&gt;

&lt;span class="n"&gt;model&lt;/span&gt;&lt;span class="p"&gt;.&lt;/span&gt;&lt;span class="nf"&gt;fit&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="n"&gt;X_train&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt; &lt;span class="n"&gt;y_train&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt;
          &lt;span class="n"&gt;eval_set&lt;/span&gt;&lt;span class="o"&gt;=&lt;/span&gt;&lt;span class="p"&gt;[(&lt;/span&gt;&lt;span class="n"&gt;X_test&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt; &lt;span class="n"&gt;y_test&lt;/span&gt;&lt;span class="p"&gt;)],&lt;/span&gt;
          &lt;span class="n"&gt;verbose&lt;/span&gt;&lt;span class="o"&gt;=&lt;/span&gt;&lt;span class="bp"&gt;False&lt;/span&gt;&lt;span class="p"&gt;)&lt;/span&gt;
&lt;/code&gt;&lt;/pre&gt;

&lt;/div&gt;



&lt;h2&gt;
  
  
  Bayesian optimization for hyperparameters
&lt;/h2&gt;

&lt;p&gt;Grid search took 4 hours and found a local minimum. Bayesian optimization with &lt;strong&gt;Optuna&lt;/strong&gt; found a better solution in 18 minutes:&lt;br&gt;
&lt;/p&gt;

&lt;div class="highlight js-code-highlight"&gt;
&lt;pre class="highlight python"&gt;&lt;code&gt;&lt;span class="kn"&gt;import&lt;/span&gt; &lt;span class="n"&gt;optuna&lt;/span&gt;

&lt;span class="k"&gt;def&lt;/span&gt; &lt;span class="nf"&gt;objective&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="n"&gt;trial&lt;/span&gt;&lt;span class="p"&gt;):&lt;/span&gt;
    &lt;span class="n"&gt;params&lt;/span&gt; &lt;span class="o"&gt;=&lt;/span&gt; &lt;span class="p"&gt;{&lt;/span&gt;
        &lt;span class="sh"&gt;'&lt;/span&gt;&lt;span class="s"&gt;max_depth&lt;/span&gt;&lt;span class="sh"&gt;'&lt;/span&gt;&lt;span class="p"&gt;:&lt;/span&gt; &lt;span class="n"&gt;trial&lt;/span&gt;&lt;span class="p"&gt;.&lt;/span&gt;&lt;span class="nf"&gt;suggest_int&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="sh"&gt;'&lt;/span&gt;&lt;span class="s"&gt;max_depth&lt;/span&gt;&lt;span class="sh"&gt;'&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt; &lt;span class="mi"&gt;3&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt; &lt;span class="mi"&gt;9&lt;/span&gt;&lt;span class="p"&gt;),&lt;/span&gt;
        &lt;span class="sh"&gt;'&lt;/span&gt;&lt;span class="s"&gt;learning_rate&lt;/span&gt;&lt;span class="sh"&gt;'&lt;/span&gt;&lt;span class="p"&gt;:&lt;/span&gt; &lt;span class="n"&gt;trial&lt;/span&gt;&lt;span class="p"&gt;.&lt;/span&gt;&lt;span class="nf"&gt;suggest_float&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="sh"&gt;'&lt;/span&gt;&lt;span class="s"&gt;learning_rate&lt;/span&gt;&lt;span class="sh"&gt;'&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt; &lt;span class="mf"&gt;0.01&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt; &lt;span class="mf"&gt;0.3&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt; &lt;span class="n"&gt;log&lt;/span&gt;&lt;span class="o"&gt;=&lt;/span&gt;&lt;span class="bp"&gt;True&lt;/span&gt;&lt;span class="p"&gt;),&lt;/span&gt;
        &lt;span class="sh"&gt;'&lt;/span&gt;&lt;span class="s"&gt;n_estimators&lt;/span&gt;&lt;span class="sh"&gt;'&lt;/span&gt;&lt;span class="p"&gt;:&lt;/span&gt; &lt;span class="n"&gt;trial&lt;/span&gt;&lt;span class="p"&gt;.&lt;/span&gt;&lt;span class="nf"&gt;suggest_int&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="sh"&gt;'&lt;/span&gt;&lt;span class="s"&gt;n_estimators&lt;/span&gt;&lt;span class="sh"&gt;'&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt; &lt;span class="mi"&gt;100&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt; &lt;span class="mi"&gt;800&lt;/span&gt;&lt;span class="p"&gt;),&lt;/span&gt;
        &lt;span class="sh"&gt;'&lt;/span&gt;&lt;span class="s"&gt;subsample&lt;/span&gt;&lt;span class="sh"&gt;'&lt;/span&gt;&lt;span class="p"&gt;:&lt;/span&gt; &lt;span class="n"&gt;trial&lt;/span&gt;&lt;span class="p"&gt;.&lt;/span&gt;&lt;span class="nf"&gt;suggest_float&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="sh"&gt;'&lt;/span&gt;&lt;span class="s"&gt;subsample&lt;/span&gt;&lt;span class="sh"&gt;'&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt; &lt;span class="mf"&gt;0.6&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt; &lt;span class="mf"&gt;1.0&lt;/span&gt;&lt;span class="p"&gt;),&lt;/span&gt;
        &lt;span class="sh"&gt;'&lt;/span&gt;&lt;span class="s"&gt;colsample_bytree&lt;/span&gt;&lt;span class="sh"&gt;'&lt;/span&gt;&lt;span class="p"&gt;:&lt;/span&gt; &lt;span class="n"&gt;trial&lt;/span&gt;&lt;span class="p"&gt;.&lt;/span&gt;&lt;span class="nf"&gt;suggest_float&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="sh"&gt;'&lt;/span&gt;&lt;span class="s"&gt;colsample_bytree&lt;/span&gt;&lt;span class="sh"&gt;'&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt; &lt;span class="mf"&gt;0.5&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt; &lt;span class="mf"&gt;1.0&lt;/span&gt;&lt;span class="p"&gt;),&lt;/span&gt;
        &lt;span class="sh"&gt;'&lt;/span&gt;&lt;span class="s"&gt;reg_alpha&lt;/span&gt;&lt;span class="sh"&gt;'&lt;/span&gt;&lt;span class="p"&gt;:&lt;/span&gt; &lt;span class="n"&gt;trial&lt;/span&gt;&lt;span class="p"&gt;.&lt;/span&gt;&lt;span class="nf"&gt;suggest_float&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="sh"&gt;'&lt;/span&gt;&lt;span class="s"&gt;reg_alpha&lt;/span&gt;&lt;span class="sh"&gt;'&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt; &lt;span class="mf"&gt;1e-8&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt; &lt;span class="mi"&gt;10&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt; &lt;span class="n"&gt;log&lt;/span&gt;&lt;span class="o"&gt;=&lt;/span&gt;&lt;span class="bp"&gt;True&lt;/span&gt;&lt;span class="p"&gt;),&lt;/span&gt;
        &lt;span class="sh"&gt;'&lt;/span&gt;&lt;span class="s"&gt;reg_lambda&lt;/span&gt;&lt;span class="sh"&gt;'&lt;/span&gt;&lt;span class="p"&gt;:&lt;/span&gt; &lt;span class="n"&gt;trial&lt;/span&gt;&lt;span class="p"&gt;.&lt;/span&gt;&lt;span class="nf"&gt;suggest_float&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="sh"&gt;'&lt;/span&gt;&lt;span class="s"&gt;reg_lambda&lt;/span&gt;&lt;span class="sh"&gt;'&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt; &lt;span class="mf"&gt;1e-8&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt; &lt;span class="mi"&gt;10&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt; &lt;span class="n"&gt;log&lt;/span&gt;&lt;span class="o"&gt;=&lt;/span&gt;&lt;span class="bp"&gt;True&lt;/span&gt;&lt;span class="p"&gt;),&lt;/span&gt;
    &lt;span class="p"&gt;}&lt;/span&gt;
    &lt;span class="n"&gt;model&lt;/span&gt; &lt;span class="o"&gt;=&lt;/span&gt; &lt;span class="n"&gt;xgb&lt;/span&gt;&lt;span class="p"&gt;.&lt;/span&gt;&lt;span class="nc"&gt;XGBClassifier&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="o"&gt;**&lt;/span&gt;&lt;span class="n"&gt;params&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt; &lt;span class="n"&gt;n_jobs&lt;/span&gt;&lt;span class="o"&gt;=-&lt;/span&gt;&lt;span class="mi"&gt;1&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt; &lt;span class="n"&gt;random_state&lt;/span&gt;&lt;span class="o"&gt;=&lt;/span&gt;&lt;span class="mi"&gt;42&lt;/span&gt;&lt;span class="p"&gt;)&lt;/span&gt;
    &lt;span class="n"&gt;tscv&lt;/span&gt; &lt;span class="o"&gt;=&lt;/span&gt; &lt;span class="nc"&gt;TimeSeriesSplit&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="n"&gt;n_splits&lt;/span&gt;&lt;span class="o"&gt;=&lt;/span&gt;&lt;span class="mi"&gt;5&lt;/span&gt;&lt;span class="p"&gt;)&lt;/span&gt;
    &lt;span class="n"&gt;scores&lt;/span&gt; &lt;span class="o"&gt;=&lt;/span&gt; &lt;span class="p"&gt;[]&lt;/span&gt;
    &lt;span class="k"&gt;for&lt;/span&gt; &lt;span class="n"&gt;train_idx&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt; &lt;span class="n"&gt;val_idx&lt;/span&gt; &lt;span class="ow"&gt;in&lt;/span&gt; &lt;span class="n"&gt;tscv&lt;/span&gt;&lt;span class="p"&gt;.&lt;/span&gt;&lt;span class="nf"&gt;split&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="n"&gt;X_train&lt;/span&gt;&lt;span class="p"&gt;):&lt;/span&gt;
        &lt;span class="n"&gt;model&lt;/span&gt;&lt;span class="p"&gt;.&lt;/span&gt;&lt;span class="nf"&gt;fit&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="n"&gt;X_train&lt;/span&gt;&lt;span class="p"&gt;[&lt;/span&gt;&lt;span class="n"&gt;train_idx&lt;/span&gt;&lt;span class="p"&gt;],&lt;/span&gt; &lt;span class="n"&gt;y_train&lt;/span&gt;&lt;span class="p"&gt;[&lt;/span&gt;&lt;span class="n"&gt;train_idx&lt;/span&gt;&lt;span class="p"&gt;])&lt;/span&gt;
        &lt;span class="n"&gt;scores&lt;/span&gt;&lt;span class="p"&gt;.&lt;/span&gt;&lt;span class="nf"&gt;append&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="n"&gt;model&lt;/span&gt;&lt;span class="p"&gt;.&lt;/span&gt;&lt;span class="nf"&gt;score&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="n"&gt;X_train&lt;/span&gt;&lt;span class="p"&gt;[&lt;/span&gt;&lt;span class="n"&gt;val_idx&lt;/span&gt;&lt;span class="p"&gt;],&lt;/span&gt; &lt;span class="n"&gt;y_train&lt;/span&gt;&lt;span class="p"&gt;[&lt;/span&gt;&lt;span class="n"&gt;val_idx&lt;/span&gt;&lt;span class="p"&gt;]))&lt;/span&gt;
    &lt;span class="k"&gt;return&lt;/span&gt; &lt;span class="n"&gt;np&lt;/span&gt;&lt;span class="p"&gt;.&lt;/span&gt;&lt;span class="nf"&gt;mean&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="n"&gt;scores&lt;/span&gt;&lt;span class="p"&gt;)&lt;/span&gt;

&lt;span class="n"&gt;study&lt;/span&gt; &lt;span class="o"&gt;=&lt;/span&gt; &lt;span class="n"&gt;optuna&lt;/span&gt;&lt;span class="p"&gt;.&lt;/span&gt;&lt;span class="nf"&gt;create_study&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="n"&gt;direction&lt;/span&gt;&lt;span class="o"&gt;=&lt;/span&gt;&lt;span class="sh"&gt;'&lt;/span&gt;&lt;span class="s"&gt;maximize&lt;/span&gt;&lt;span class="sh"&gt;'&lt;/span&gt;&lt;span class="p"&gt;)&lt;/span&gt;
&lt;span class="n"&gt;study&lt;/span&gt;&lt;span class="p"&gt;.&lt;/span&gt;&lt;span class="nf"&gt;optimize&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="n"&gt;objective&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt; &lt;span class="n"&gt;n_trials&lt;/span&gt;&lt;span class="o"&gt;=&lt;/span&gt;&lt;span class="mi"&gt;50&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt; &lt;span class="n"&gt;show_progress_bar&lt;/span&gt;&lt;span class="o"&gt;=&lt;/span&gt;&lt;span class="bp"&gt;False&lt;/span&gt;&lt;span class="p"&gt;)&lt;/span&gt;

&lt;span class="nf"&gt;print&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="sh"&gt;'&lt;/span&gt;&lt;span class="s"&gt;Best params:&lt;/span&gt;&lt;span class="sh"&gt;'&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt; &lt;span class="n"&gt;study&lt;/span&gt;&lt;span class="p"&gt;.&lt;/span&gt;&lt;span class="n"&gt;best_params&lt;/span&gt;&lt;span class="p"&gt;)&lt;/span&gt;
&lt;span class="nf"&gt;print&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="sh"&gt;'&lt;/span&gt;&lt;span class="s"&gt;Best score:&lt;/span&gt;&lt;span class="sh"&gt;'&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt; &lt;span class="n"&gt;study&lt;/span&gt;&lt;span class="p"&gt;.&lt;/span&gt;&lt;span class="n"&gt;best_value&lt;/span&gt;&lt;span class="p"&gt;)&lt;/span&gt;
&lt;/code&gt;&lt;/pre&gt;

&lt;/div&gt;



&lt;h2&gt;
  
  
  The results
&lt;/h2&gt;

&lt;p&gt;After 50 trials:&lt;/p&gt;

&lt;div class="table-wrapper-paragraph"&gt;&lt;table&gt;
&lt;thead&gt;
&lt;tr&gt;
&lt;th&gt;Strategy&lt;/th&gt;
&lt;th&gt;Sharpe (out-of-sample)&lt;/th&gt;
&lt;th&gt;Max DD&lt;/th&gt;
&lt;th&gt;Win rate&lt;/th&gt;
&lt;/tr&gt;
&lt;/thead&gt;
&lt;tbody&gt;
&lt;tr&gt;
&lt;td&gt;Fixed RSI/MACD&lt;/td&gt;
&lt;td&gt;0.61&lt;/td&gt;
&lt;td&gt;-18%&lt;/td&gt;
&lt;td&gt;51%&lt;/td&gt;
&lt;/tr&gt;
&lt;tr&gt;
&lt;td&gt;XGBoost + grid search&lt;/td&gt;
&lt;td&gt;1.42&lt;/td&gt;
&lt;td&gt;-12%&lt;/td&gt;
&lt;td&gt;58%&lt;/td&gt;
&lt;/tr&gt;
&lt;tr&gt;
&lt;td&gt;&lt;strong&gt;XGBoost + Bayesian&lt;/strong&gt;&lt;/td&gt;
&lt;td&gt;&lt;strong&gt;1.85&lt;/strong&gt;&lt;/td&gt;
&lt;td&gt;&lt;strong&gt;-9%&lt;/strong&gt;&lt;/td&gt;
&lt;td&gt;&lt;strong&gt;62%&lt;/strong&gt;&lt;/td&gt;
&lt;/tr&gt;
&lt;/tbody&gt;
&lt;/table&gt;&lt;/div&gt;

&lt;p&gt;The Bayesian-optimized model:&lt;/p&gt;

&lt;ul&gt;
&lt;li&gt;Generated 47 signals over 6 weeks&lt;/li&gt;
&lt;li&gt;62% win rate&lt;/li&gt;
&lt;li&gt;Average winner: +1.4%&lt;/li&gt;
&lt;li&gt;Average loser: -0.6%&lt;/li&gt;
&lt;li&gt;Live Sharpe: 1.85 (vs backtested 1.91 - minimal overfitting)&lt;/li&gt;
&lt;/ul&gt;

&lt;h2&gt;
  
  
  What I'd do differently
&lt;/h2&gt;

&lt;ol&gt;
&lt;li&gt;
&lt;strong&gt;Add a regime detector.&lt;/strong&gt; A separate model that says "we're in trending/ranging/volatile regime" and routes to specialized sub-models. This is my next iteration.&lt;/li&gt;
&lt;li&gt;
&lt;strong&gt;Use a meta-labeler.&lt;/strong&gt; Don't trade every signal - use a second model to decide if the first model's signal is worth taking.&lt;/li&gt;
&lt;li&gt;
&lt;strong&gt;Walk-forward validation.&lt;/strong&gt; I retrain weekly but the entire training window is the past 6 months. A pure walk-forward would only train on data the model hadn't seen in N days.&lt;/li&gt;
&lt;/ol&gt;

&lt;h2&gt;
  
  
  Get the code
&lt;/h2&gt;

&lt;p&gt;The full pipeline (data collection ? features ? training ? serving via FastAPI) is open source:&lt;/p&gt;

&lt;p&gt;?? &lt;a href="https://github.com/Omerfaruk-aydn" rel="noopener noreferrer"&gt;github.com/Omerfaruk-aydn&lt;/a&gt;&lt;/p&gt;

&lt;p&gt;I write more about the production setup (FastAPI + WebSocket signal distribution, CCXT order execution, risk management) on my blog.&lt;/p&gt;




&lt;p&gt;&lt;em&gt;Originally published on &lt;a href="https://omerfarukaydn.com/blog/xgboost-trading-bot.html" rel="noopener noreferrer"&gt;omerfarukaydn.com&lt;/a&gt; - full code, more metrics, and the 7-layer safety system explained.&lt;/em&gt;&lt;/p&gt;

</description>
      <category>ai</category>
      <category>python</category>
      <category>machinelearning</category>
      <category>tutorial</category>
    </item>
  </channel>
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