Python based automated trading-analysis solution, using live-historical data from Indian brokers' APIs
Budget: ₹1,500 – ₹12,500 INR
Hi,
Thanks for showing interest in this work.
This would be an assignment with multiple stages. We can change scope as per feasiblity.
I need proper working codes (with appropriate comments) for below-mentioned, for multiple scrips, across exchanges....(Brokers provide Python standard SDKs)
Stage 1.
- Automate establishing connection thru API keys/ available means
- Getting live feed from brokers api thru Websocket.
- storing the live data
- convert feed data into diff timeframes to store/ analyse
- store historical data across timeframes given by broker.
-- Data to be stored on desktop (No paid storage pls.).
2.
- Execute automated trades (market- limit- SL orders) using 2 sample trade setups, within set time period window. Both setups can run simultaneously across selected scrips.
- Position sizing trades.
- Trail profits, setting target-profits
- Option to set limit on max no. of open orders/ exposure
- Auto sq off all open trades, at predefined time
- Error to be thrown if there is disconnection from broker/ exchange/ any glitch
- Continuous monitoring and adjustments of the orders.
3.
- Code to backtest a sample strategy on historical data provided by broker & showing performance as graph and standard parameters, which we shall discuss.
4.
- Order splitting when qty is greater than exchange limit/ set limit
- Auto sq off intraday trades, if set trade duration is done
- Provision to send alert (thru telegram/ wsap/ messg), once orders are placed/squared off/ glitches with regard to connection
Please note:
- You need not create any trading strategy. We shall use 2 sample strategies e.g. MA crossover, price volume vwap or inter scrip price action.
- I need proper efficient solution (best practices), workable across brokers having Rest APIs n Websocket data feed. We shall check with 2 brokers, who provide Python SDKs.
- You should write code on your pc and share, which I shall run & test. I can not share my API keys/ OTP/ pwd.
Thanks
Pankaj
Thanks for showing interest in this work.
This would be an assignment with multiple stages. We can change scope as per feasiblity.
I need proper working codes (with appropriate comments) for below-mentioned, for multiple scrips, across exchanges....(Brokers provide Python standard SDKs)
Stage 1.
- Automate establishing connection thru API keys/ available means
- Getting live feed from brokers api thru Websocket.
- storing the live data
- convert feed data into diff timeframes to store/ analyse
- store historical data across timeframes given by broker.
-- Data to be stored on desktop (No paid storage pls.).
2.
- Execute automated trades (market- limit- SL orders) using 2 sample trade setups, within set time period window. Both setups can run simultaneously across selected scrips.
- Position sizing trades.
- Trail profits, setting target-profits
- Option to set limit on max no. of open orders/ exposure
- Auto sq off all open trades, at predefined time
- Error to be thrown if there is disconnection from broker/ exchange/ any glitch
- Continuous monitoring and adjustments of the orders.
3.
- Code to backtest a sample strategy on historical data provided by broker & showing performance as graph and standard parameters, which we shall discuss.
4.
- Order splitting when qty is greater than exchange limit/ set limit
- Auto sq off intraday trades, if set trade duration is done
- Provision to send alert (thru telegram/ wsap/ messg), once orders are placed/squared off/ glitches with regard to connection
Please note:
- You need not create any trading strategy. We shall use 2 sample strategies e.g. MA crossover, price volume vwap or inter scrip price action.
- I need proper efficient solution (best practices), workable across brokers having Rest APIs n Websocket data feed. We shall check with 2 brokers, who provide Python SDKs.
- You should write code on your pc and share, which I shall run & test. I can not share my API keys/ OTP/ pwd.
Thanks
Pankaj