Quantpylib's Exchange Gateway
You might be thinking,
HangukQuant has not posted any updates to quantpylib for 5 days. Is he SLEEPING? Is he DEAD? Is he BING CHILLIN? Is he watching MSI?
No. I mean he is watching MSI, but no for the other stuff. He has traded in some dark circles for a very nice module on the quantpylib repo in the name of
quantpylib.gateway
This brings order management features to quantpylib. For now it features account, position and order/trade management, and will of course evolve to include even more comprehensive endpoints.
With the addition of this module, this should make the trading of say, any alpha that can be string-encoded such as a trend following strategy ridiculously easy. Like, 10-20 lines of code easy.
The code is up in the repo, but the official documentation is not yet up. We will do that in a couple of days or so and release it to you all. I will demo some stuff. This is the repo access, for yearly subscribers:
https://hangukquant.github.io/
Some questions on the repo:
Is it stable? Can the gateway be trusted? No
How unstable is it? I trade my crypto PA using quantpylib. It is my self interest to log, debug, improve and fix any issues in any part of quantpylib. Some of my bots have been now deployed for weeks on AWS without downtime or issues.
We are looking for contributors on more data/broker/gateway wrappers, testing, documentation etc. What quantpylib should now feature is my idea of the core trading toolkit, but I hope to also extend it with auxiliary modules such as a realtime logging system, database connectors and what not.
To encourage contribution, I am going to start giving bounties to people who increase the quality of the project as a whole. I’ll be fairly generous to people who show effort. Unpaid > monthly, monthly > yearly, yearly > lifetime bounties and so on. It will be case-by-case for now, with more weightage on feature importance. E.g. well designed packages > endpoints, bugs in code > bugs in documentation. bugs in order gateway > bugs in utility files. You get what I mean.
Due to the quantity of people requesting for access with ideas for contributions vs actual contributions, I am also going to screen much more tightly on the repo access for requests to join for unpaid subscribers. I will ease up again, based on the prevailing context.
Cheers~