Multi-Platform Trading Order Automation
Budget: ₹5,000 – ₹10,000 INR
I need a compact script (Python is fine, but I am open to Node or any language the broker SDK supports) that can talk simultaneously to Kotak Neo, Fyers, and Dhan REST/WebSocket APIs.
The workflow is straightforward:
• On my signal I will pass a symbol, entry price and total quantity. The program must split that quantity 25 %, 25 %, 50 % and fire three separate limit orders (target 1, target 2, target 3).
• A fixed 2-point stop-loss order has to be attached immediately; if the broker supports OCO/bracket use it, otherwise emulate it through the API.
• As soon as either the stop or the final target is hit, the logic should place a fresh re-entry order at the original entry price, repeating the same 25/25/50 allocation. This loop continues until I manually stop the strategy.
Supported order types must include limit for entries and stop for the SL; market orders are not required right now.
Reliability is key: reconnect on token expiry or network drops, store every trade in a local SQLite/CSV log, and expose a minimal CLI or lightweight web panel so I can enable/disable the strategy on each broker independently.
Deliverables:
1. Clean, well-commented source code.
2. A short read-me showing environment setup and sample curl/CLI calls.
3. Demo video or live session proving that a full entry–target–SL–re-entry cycle works on at least one paper/production account per broker.
If you have already worked with any of these APIs (especially Kotak Neo, Fyers, or Dhan) please mention it—your experience will speed up approval.
The workflow is straightforward:
• On my signal I will pass a symbol, entry price and total quantity. The program must split that quantity 25 %, 25 %, 50 % and fire three separate limit orders (target 1, target 2, target 3).
• A fixed 2-point stop-loss order has to be attached immediately; if the broker supports OCO/bracket use it, otherwise emulate it through the API.
• As soon as either the stop or the final target is hit, the logic should place a fresh re-entry order at the original entry price, repeating the same 25/25/50 allocation. This loop continues until I manually stop the strategy.
Supported order types must include limit for entries and stop for the SL; market orders are not required right now.
Reliability is key: reconnect on token expiry or network drops, store every trade in a local SQLite/CSV log, and expose a minimal CLI or lightweight web panel so I can enable/disable the strategy on each broker independently.
Deliverables:
1. Clean, well-commented source code.
2. A short read-me showing environment setup and sample curl/CLI calls.
3. Demo video or live session proving that a full entry–target–SL–re-entry cycle works on at least one paper/production account per broker.
If you have already worked with any of these APIs (especially Kotak Neo, Fyers, or Dhan) please mention it—your experience will speed up approval.