Backtrader realtime data integration - python

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  • #2003107
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Mohit P.Mukesh Y.iCreative TechnologiesRedspark T.WIFT CAP SOLUTIONS P. have already sent a proposal.
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Description

Experience Level: Expert
this project will be done in Python.
using the following platforms:
1: backtrader - this is the platform we are integrating to retrieve the realtime data. Learn more on how the framework works at - https://www.backtrader.com/docu/quickstart/quickstart.html we will only be interested in bringing in realtime data, there was recently a connector wrote for another provider and should be easily interchangeable for our use. goo.gl/qYZhLu this is a opensource platform and the code will be found on github
2: influxDB, again open source platform and will be used to store the data. https://github.com/influxdata/influxdb
3: Kapacitor, will be used to get backtrader to query influx db using a continuous query.

the job:

we will write a unix command script that will be used to subscribe to data via polygon.io polygon is a natserver you can find a example script on how to connect to polygon.io at the following github https://github.com/Polygon-io/client-examples since this wont be interfacing with backtrader i am ok with this aspect being wrote in GoLang. The commands that will be needed with in terminal will be simple such as, subscribe to new symbol, which symbols are active and unsubscribe to symbol. should be able to read the subscription from a text file or a one off symbole typed in. all simple stuff up to this point.

once data connection is made, the data will be stored into influxdb.

using backtrader we will connect to influxdb via Kapacitor. this will be a real time continuous query. influxdb connector has already been wrote but is only for one time pulls for static data you can see this in backtrader docs, but can be used as an example.

this should be a good baseline for the project outline. check example diagram. really for you to be the right person for this job you should have some basic terminology understand for financial markets.

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