joequant/algobroker: Algo execution engine · GitHub

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.

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