# MidasTrader
[](LICENSE)
[](https://pypi.org/project/midastrader/)
MidasTrader is a robust trading system designed for seamless transitions between backtesting and live trading without requiring changes to user code. It integrates a flexible architecture combining a data engine, execution engine, and core components that streamline the strategy development process. The system is built with a multi-threaded design where each component communicates via a shared message bus.
### Key Components
1. **Core Engine**:
- Central to the system, the Core Engine includes:
- **Order Book**: Tracks market depth and price movements.
- **Portfolio Server**: Manages and tracks portfolio allocations and positions.
- **Performance Tracking**: Calculates and monitors key trading metrics.
- **Order Management System**: Handles order placement, modifications, and cancellations.
- **Base Strategy**: A foundation for user-defined strategies.
2. **Data Engine**:
- Connects to user-defined data sources:
- **Midas Server**: Access historical data via the Midas ecosystem.
- **Binary Data Files**: Handles local files encoded with the Midas Binary Encoding Library.
- **External Sources**: Currently supports Databento, with more integrations planned.
3. **Execution Engine**:
- Facilitates live trading by connecting to brokers:
- Currently supports Interactive Brokers.
- Users can configure broker details in the `config.toml` file.
## Installation
You can install `midastrader` directly from [PyPI](https://pypi.org/project/midastrader/):
```bash
pip install midastrader
```
## Configuration
### Configuration File (`config.toml`)
Define system parameters, including data sources, execution settings, and strategy configuration.
- Example : [config.toml](example/config.toml)
### Strategy File (`logic.py`)
Strategies are implemented by extending the `BaseStrategy` class. Define your custom logic in Python.
- Example : [logic.py](example/logic.py)
## Usage
#### CLI Mode
Run the system using the following commands:
```bash
# Backtest Mode
midas path/to/config.toml backtest
# Live Mode
midas path/to/config.toml live
```
#### Application Mode
Alternatively, you can use the system programmatically in your application:
```python
from midas.cli import run
# Backtest Mode
run("path/to/config.toml", "backtest")
# Live Mode
run("path/to/config.toml", "live")
```
## Supported Features
<!-- | ✅ | Alpha Vantage | -->
<!-- | ❌ | Yahoo Finance (Planned) | -->
<!-- | ❌ | Quandl (Planned) | -->
| | **Data Vendors** |
| --- | ---------------- |
| ✅ | Databento |
| | **Brokers** |
| --- | ------------------- |
| ✅ | Interactive Brokers |
<!-- | ✅ | TD Ameritrade | -->
<!-- | ❌ | E\*TRADE | -->
<!-- | ❌ | Robinhood | -->
## Future Plans
- Add more data sources.
- Integrate additional brokers.
## Contributing
Contributions are welcome! Feel free to open an issue or submit a pull request with suggestions or improvements.
## License
This project is licensed under the Apache 2.0 License. See the [LICENSE](LICENSE) file for details.
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"description": "# MidasTrader\n\n[](LICENSE)\n[](https://pypi.org/project/midastrader/)\n\nMidasTrader is a robust trading system designed for seamless transitions between backtesting and live trading without requiring changes to user code. It integrates a flexible architecture combining a data engine, execution engine, and core components that streamline the strategy development process. The system is built with a multi-threaded design where each component communicates via a shared message bus.\n\n### Key Components\n\n1. **Core Engine**:\n\n - Central to the system, the Core Engine includes:\n - **Order Book**: Tracks market depth and price movements.\n - **Portfolio Server**: Manages and tracks portfolio allocations and positions.\n - **Performance Tracking**: Calculates and monitors key trading metrics.\n - **Order Management System**: Handles order placement, modifications, and cancellations.\n - **Base Strategy**: A foundation for user-defined strategies.\n\n2. **Data Engine**:\n\n - Connects to user-defined data sources:\n - **Midas Server**: Access historical data via the Midas ecosystem.\n - **Binary Data Files**: Handles local files encoded with the Midas Binary Encoding Library.\n - **External Sources**: Currently supports Databento, with more integrations planned.\n\n3. **Execution Engine**:\n\n - Facilitates live trading by connecting to brokers:\n - Currently supports Interactive Brokers.\n - Users can configure broker details in the `config.toml` file.\n\n## Installation\n\nYou can install `midastrader` directly from [PyPI](https://pypi.org/project/midastrader/):\n\n```bash\npip install midastrader\n```\n\n## Configuration\n\n### Configuration File (`config.toml`)\n\nDefine system parameters, including data sources, execution settings, and strategy configuration.\n\n- Example : [config.toml](example/config.toml)\n\n### Strategy File (`logic.py`)\n\nStrategies are implemented by extending the `BaseStrategy` class. Define your custom logic in Python.\n\n- Example : [logic.py](example/logic.py)\n\n## Usage\n\n#### CLI Mode\n\nRun the system using the following commands:\n\n```bash\n# Backtest Mode\nmidas path/to/config.toml backtest\n\n# Live Mode\nmidas path/to/config.toml live\n```\n\n#### Application Mode\n\nAlternatively, you can use the system programmatically in your application:\n\n```python\nfrom midas.cli import run\n\n# Backtest Mode\nrun(\"path/to/config.toml\", \"backtest\")\n\n# Live Mode\nrun(\"path/to/config.toml\", \"live\")\n```\n\n## Supported Features\n\n<!-- | \u2705 | Alpha Vantage | -->\n<!-- | \u274c | Yahoo Finance (Planned) | -->\n<!-- | \u274c | Quandl (Planned) | -->\n\n| | **Data Vendors** |\n| --- | ---------------- |\n| \u2705 | Databento |\n\n| | **Brokers** |\n| --- | ------------------- |\n| \u2705 | Interactive Brokers |\n\n<!-- | \u2705 | TD Ameritrade | -->\n<!-- | \u274c | E\\*TRADE | -->\n<!-- | \u274c | Robinhood | -->\n\n## Future Plans\n\n- Add more data sources.\n- Integrate additional brokers.\n\n## Contributing\n\nContributions are welcome! Feel free to open an issue or submit a pull request with suggestions or improvements.\n\n## License\n\nThis project is licensed under the Apache 2.0 License. See the [LICENSE](LICENSE) file for details.\n",
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