https://github.com/joequant/algobroker

Algo execution engine
https://github.com/joequant/algobroker

Last synced: 3 months ago
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Algo execution engine

• Host: GitHub
• URL: https://github.com/joequant/algobroker
• Owner: joequant
• License: bsd-2-clause
• Created: 2015-08-29T17:15:15.000Z (over 9 years ago)
• Default Branch: master
• Last Pushed: 2016-03-31T12:49:31.000Z (almost 9 years ago)
• Last Synced: 2024-04-26T01:21:04.581Z (10 months ago)
• Language: Python
• Size: 223 KB
• Stars: 85
• Watchers: 7
• Forks: 24
• Open Issues: 0
• Metadata Files:
  • Readme: README.md
  • License: LICENSE.txt

Awesome Lists containing this project

• awesome-quant - algobroker - This is an execution engine for algo trading. (Python / Trading & Backtesting)
• awesome-quant - algobroker - This is an execution engine for algo trading. (Python / Trading & Backtesting)

README

        
This is an execution engine for algo trading.  The idea is that this

python server gets requests from clients and then forwards them to the

broker api.

RUNNING

-------

To start the servers, run "start-algo.sh"

To inject commands to the servers from the command line, run

"algoinjector.py" with the files in cmds which contain json commands

to output to the algosystem

broker_web.py sets a web server off port 5000 which can be used to

inject commands into the system.

This has the follow capabilities

* connect to bitcoin brokers (btcchina and bitmex)

* send out alerts via SMS

This module handles only execution.  The reason for having this in a

separate module are:

* flexibility, you can feed orders to this engine from any algo

  trading system

* security. The keys to connect to the brokers are localized within

  this package

* reliability. You can swap out a live execution engine for one that

  does paper trading or loop back

* performance. You can have multiple brokers that route to separate

  systems