A multi-asset, multi-strategy, event-driven trade execution and management platform for running many algorithms/bots at many venues simultaneously with unified risk management and reporting. Uses MongoDB for storage and Telegram for user notifications/trade consent.
A multi-asset, multi-strategy, event-driven trade execution and management platform for running many algorithms/bots at many venues simultaneously, with unified risk management and reporting.
This is not a standalone trading bot. You need to install and run this on a server or VPS using your own trading algorithms.
Using python 3.9
Trade any API-accessible market with unified multi-strategy portfolio management, autonomously or semi-autonomously.
Allocation-based risk management (allocate x% of capital to specific strategies with y% exposure per strategy).
Porfolio performance metrics and tracking. Tracks the following:
Feature library - assemble new strategies quickly from existing features.
Trade consent via Telegram (or write your own messaging client). Accept, veto or tweak trade setups before they are actioned.
Account multicasting - trade as many accounts on as many platforms as desired.
UI - web dashboard for portfolio stats and individual trade metrics
Integration with Backtrader
Blockchain-based strategy auditing - publish trade signals to IPFS and Ethereum/BSC to empirically prove win rate over time
Accounting and compliance reporting
|Integration status||Instrument types|
|In progress||Crypto spot, options & derivatives|
|Planned||Crypto spot & derivatives|
|IG Markets||Planned||FX, equity, commodity & index CFD's|
|Interactive Brokers||Planned||FX, equity, commodity & index CFD's|
|Deribit||Planned||Crypto derivatives & options|
1 minute resolution OHLCV bars for all watched instruments are stored with MongoDB.
This software works with 1 minute and above resolution strategies. Tick-resolution support planned later. With this in mind, the software converts tick data to 1 min bars where live tick data is available, but doesn't store ticks locally (i.e. it handles tick data but doesnt use it as is, yet).
Individual strategy implementations are not included. A simple moving average cross model is included as an example only. Custom strategy implementations, collaboration or any other enquiries please email me at [email protected]
Feature requests and discussion regarding new features are very welcome, please reach out.
TA-LIB - https://mrjbq7.github.io/ta-lib/
Backtrader - https://www.backtrader.com/
Based on architecture described by Michael Halls-Moore at QuantStart.com (qsTrader), and written works by E. Chan and M. Lopez de Prado. Thanks all.