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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