Algorithmic Trading System Development
Budget: $750 – $1,500 SGD
I'm seeking an algorithmic trading system expert to help me build a secure and modular architecture for a trading system. The system will consist of three components: a Prediction Engine (A), an Order Manager (B), and an IB Gateway (C).
Here's a brief overview of each component:
- Prediction Engine (A): This component will run a trading algorithm based on technical analysis, machine learning, and quantitative models to generate buy/sell signals.
- Order Manager (B): This part of the system will read predictions from A, validate them, and send orders to C.
- IB Gateway (C): This component will execute trades through the IBKR API and should remain active continuously.
There is no need to create anything regarding the predictive model, or the order placement script. Just the architecture is required to manage the three components A, B and C above.
Deliverables
1. Dockerized Architecture:
• Each component (A, B, C) must run in its own Docker container.
• Docker Compose file for easy setup and orchestration of the system.
2. Secure Communication Between Components:
• Ensure only B can communicate with C.
• Implement one or more of the following security measures:
• Mutual TLS Authentication (Preferred): Require certificates for both B and C to authenticate each other.
• Docker Private Network: Use a private Docker bridge network to isolate B and C.
• IP Whitelisting: Restrict C to accept connections only from B’s IP address.
• Message Queue with Access Control: Use a secure message queue (e.g., RabbitMQ) between B and C.
3. Deployment on Cloud (Optional):
• Deploy the entire system on AWS EC2.
• Configure IAM roles, VPC, and security groups to restrict access.
4. Logging and Monitoring:
• Implement logging for all components:
• Predictions generated by A.
• Orders sent and executed by B and C.
• Optionally, integrate monitoring tools like Prometheus and Grafana.
5. Documentation:
• Clear instructions on setting up and running the system locally and on AWS.
• Document all security configurations and communication protocols.
Here's a brief overview of each component:
- Prediction Engine (A): This component will run a trading algorithm based on technical analysis, machine learning, and quantitative models to generate buy/sell signals.
- Order Manager (B): This part of the system will read predictions from A, validate them, and send orders to C.
- IB Gateway (C): This component will execute trades through the IBKR API and should remain active continuously.
There is no need to create anything regarding the predictive model, or the order placement script. Just the architecture is required to manage the three components A, B and C above.
Deliverables
1. Dockerized Architecture:
• Each component (A, B, C) must run in its own Docker container.
• Docker Compose file for easy setup and orchestration of the system.
2. Secure Communication Between Components:
• Ensure only B can communicate with C.
• Implement one or more of the following security measures:
• Mutual TLS Authentication (Preferred): Require certificates for both B and C to authenticate each other.
• Docker Private Network: Use a private Docker bridge network to isolate B and C.
• IP Whitelisting: Restrict C to accept connections only from B’s IP address.
• Message Queue with Access Control: Use a secure message queue (e.g., RabbitMQ) between B and C.
3. Deployment on Cloud (Optional):
• Deploy the entire system on AWS EC2.
• Configure IAM roles, VPC, and security groups to restrict access.
4. Logging and Monitoring:
• Implement logging for all components:
• Predictions generated by A.
• Orders sent and executed by B and C.
• Optionally, integrate monitoring tools like Prometheus and Grafana.
5. Documentation:
• Clear instructions on setting up and running the system locally and on AWS.
• Document all security configurations and communication protocols.