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Python Trading Platform for Live Trading


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Python Trading Platform for Live Trading

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  #1 (permalink)
Transatlantic
Los Angeles, CA
 
 
Posts: 11 since Sep 2015
Thanks: 0 given, 3 received

Hi,

It seems there are many Python trading platforms out there but many of them are for backtesting only.

Can anyone recommend one they have actually used for Live Trading?

Thanks.

-S

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  #2 (permalink)
 forestcall 
Tokushima, Japan
 
Experience: Beginner
Platform: Tradovate + Tradingview
Trading: Futures + Stocks
 
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Posts: 57 since Jun 2020
Thanks: 65 given, 102 received

I use https://alpaca.markets/
They are for Stocks. But they have a REST API that allows you to write in Python. I don't think this is exactly what you meant, but thought I would share anyway.

Cheers!


Transatlantic View Post
Hi,

It seems there are many Python trading platforms out there but many of them are for backtesting only.

Can anyone recommend one they have actually used for Live Trading?

Thanks.

-S


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  #3 (permalink)
 Fu510n 
Suffield, CT
 
Experience: Advanced
Platform: MultiCharts, TS, Python
Broker: IB, IQFeed, TS, Kraken
Trading: ES, NQ, RTY, YM, CL, RB, 6E
 
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Posts: 139 since Oct 2009
Thanks: 876 given, 141 received



Transatlantic View Post
Hi,

It seems there are many Python trading platforms out there but many of them are for backtesting only.

Can anyone recommend one they have actually used for Live Trading?

Thanks.

-S

I've built one that's coming close to being releasable though it's more "programmer-centric" in it's current state than "end-user-centric" like most traditional ($$$) retail platforms. It does have better replay functionality (IMHO) than what's currently offered by either TradeStation, MultiCharts or NinjaTrader (i.e. true tick-by-tick real-time replay, with variable speed control). It's very Futures-centric at the moment as that's what I mostly trade, but plan on ultimately supporting IB, Alpaca & CCXT (for Crypto) brokerage-wise. DTN/IQFeed or CSV are all I plan on supporting for data near-term. It also has built-in optimizer & backtest support.

It's 100% Python 3.8+ and surprisingly fast - at some point I plan on running & recording similar TradesStation, MultiCharts and " Fu510nTrader" charts on a single 1920x1200 screen for comparison-sake - stay tuned

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  #4 (permalink)
 psytopy 
Austin, TX
 
Experience: Beginner
Platform: NinjaTrader, MetaTrader
Trading: Forex
 
Posts: 3 since Mar 2017
Thanks: 2 given, 0 received


Fu510n View Post
I've built one that's coming close to being releasable though it's more "programmer-centric" in it's current state than "end-user-centric" like most traditional ($$$) retail platforms. It does have better replay functionality (IMHO) than what's currently offered by either TradeStation, MultiCharts or NinjaTrader (i.e. true tick-by-tick real-time replay, with variable speed control). It's very Futures-centric at the moment as that's what I mostly trade, but plan on ultimately supporting IB, Alpaca & CCXT (for Crypto) brokerage-wise. DTN/IQFeed or CSV are all I plan on supporting for data near-term. It also has built-in optimizer & backtest support.

It's 100% Python 3.8+ and surprisingly fast - at some point I plan on running & recording similar TradesStation, MultiCharts and " Fu510nTrader" charts on a single 1920x1200 screen for comparison-sake - stay tuned

@Fu510n is the system going to be open source? and can it easily be extensible to use MT5 (python integration)? Does it support MTF? May I also be included in your pilot program?

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  #5 (permalink)
 Fu510n 
Suffield, CT
 
Experience: Advanced
Platform: MultiCharts, TS, Python
Broker: IB, IQFeed, TS, Kraken
Trading: ES, NQ, RTY, YM, CL, RB, 6E
 
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Posts: 139 since Oct 2009
Thanks: 876 given, 141 received


psytopy View Post
@Fu510n is the system going to be open source? and can it easily be extensible to use MT5 (python integration)? Does it support MTF? May I also be included in your pilot program?

If I ever got the code to the level of "professionalism" I'd like, I'd probably consider licensing it but since I really don't have the time or interest in supporting such a project, I'll most likely go the FOSS route and let others rip & tear as they see fit. I have a GitHub repo set up at Fu51onTrader for when I feel the code is ready for prime time.

I'm not sure how/why you'd want to integrate with MT5 other than possibly for data and/or trading FOREX - if that's the case, it's not on the roadmap at the moment. MTF (technically, multiple "charts" on a given "workspace") is on the backlog though only a single chart (with up to 9 indicator "subgraphs") is currently implemented.

For now, just keep checking the GitHub repo for updates - I'll most likely post a series of articles on FIO at some point (post-GitHub upload) that describes the platform in detail and my thoughts on trading in general. I still use TradeStation and MultiCharts for live trading at the moment but that will ideally change to FT at some point. There is quite a bit of refactoring I'm in the midst of at the moment integrating Numba for better performance - once that's done, it should be decent enough to let loose into the wild .

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  #6 (permalink)
 BA 21 
Southern MD
 
Experience: Beginner
Platform: TWS
Broker: Interactive Brokers
Trading: Futures
 
Posts: 85 since Feb 2017
Thanks: 31 given, 120 received


Transatlantic View Post
Hi,

It seems there are many Python trading platforms out there but many of them are for backtesting only.

Can anyone recommend one they have actually used for Live Trading?

Thanks.

-S

Interactive Brokers. The IBAPI has a Python variant.

Warning, the learning curve may be obscenely steep. But it is worth it.

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  #7 (permalink)
 BA 21 
Southern MD
 
Experience: Beginner
Platform: TWS
Broker: Interactive Brokers
Trading: Futures
 
Posts: 85 since Feb 2017
Thanks: 31 given, 120 received

I forgot to mention MetaTrader. MT4/5 has a Python API.

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