https://github.com/joequant/algobroker
Algo execution engine
https://github.com/joequant/algobroker
Last synced: 8 months ago
JSON representation
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 10 years ago)
- Default Branch: master
- Last Pushed: 2016-03-31T12:49:31.000Z (almost 10 years ago)
- Last Synced: 2024-04-26T01:21:04.581Z (over 1 year ago)
- Language: Python
- Size: 223 KB
- Stars: 85
- Watchers: 7
- Forks: 24
- Open Issues: 0
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Metadata Files:
- Readme: README.md
- License: LICENSE.txt
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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