In this section, we will design and build a live algorithmic trading system in Python. Since developer tools and offerings vary with each broker, it is important to take into consideration the different programming implementation that is required in integrating with our very own trading system. With a good system design, we can build a generic service that allows configurations of different brokers to plug in and play together nicely with our trading system.
Building an algorithmic trading platform
Designing a broker interface
When designing a trading platform, the following three functionalities are highly desirable to fulfill any given trading plan:
- Getting prices: Pricing data is the one of the most basic units of information...