Multi-Strategy Multi-Account Trade Execution Engine

This project is a multi-strategy, multi-account trade execution engine designed to work with Alpaca. The engine is capable of executing various trading strategies across multiple accounts and can be expanded to support other brokers in the future. It is developed to be easily deployed to a linux server.

Table of Contents

• Project Structure
• Installation
• Configuration
• Usage
• Scripts
• APIs
• Contributing
• License

Project Structure

Directories and Files

• alpaca_api/: Contains the Alpaca API integration functions.
• historical_data/: Manages historical data fetching and updating.
• postgresql/: Contains the Flask application, database models, and PostgreSQL management scripts.
• schedulers/: Scheduler scripts for different trading strategies.
• systems/: Implementation of various trading strategies.
• crontab: Crontab configuration for scheduling tasks.
• maintenance.sh: Script for system maintenance.
• run_schedulers.sh: Script to run all schedulers.
• requirements.txt: Python dependencies.

Installation

1. Clone the repository:

   git clone https://github.com/yourusername/yourrepository.git
   cd yourrepository

2. Create a virtual environment and activate it:

   python3 -m venv venv
   source venv/bin/activate

3. Install the required dependencies:

   pip install -r requirements.txt

4. Set up the environment variables:

   • Copy the .env files in alpaca_api and postgresql directories and fill in the required values.

Configuration

Alpaca API

• Configure your Alpaca API keys in .env:

  API_PUBLIC=your_public_key
  API_SECRET=your_secret_key

PostgreSQL

• Configure your PostgreSQL database in .env:

  DB_USER=your_db_user
  DB_PASSWORD=your_db_password
  DB_HOST=your_db_host
  DB_PORT=your_db_port
  DB_NAME=your_db_name

Usage

Running the Flask Application

1. Navigate to the postgresql directory:

   cd postgresql

2. Run the Flask application:

   python flaskapp.py

Running the Schedulers

1. Run the run_schedulers.sh script to start all schedulers:

   bash run_schedulers.sh

Maintenance

1. Run the maintenance.sh script for system maintenance:

   bash maintenance.sh

Scripts

run_schedulers.sh

This script starts all the scheduler scripts in separate tmux sessions.

maintenance.sh

This script performs system maintenance tasks such as terminating tmux sessions, cleaning up the system, and rebooting.

APIs

Flask Application

The Flask application provides an interface to manage user accounts and their API keys.

• Endpoint: /manage
• Methods: GET, POST
• Form Fields:
  • email: User's email.
  • api_public: Alpaca Public API key.
  • api_secret: Alpaca Secret API key.
  • stop_strategy: Checkbox to stop the strategy.

Contributing

Contributions are welcome! Please open an issue or submit a pull request for any improvements or bug fixes.

License

This project is licensed under the MIT License. See the LICENSE(LICENSE) file for details.