trading-bot

Python-based multi-threaded trading bot using the Interative Broker Trader Work Station (TWS) API,
This repo uses an simple statistical arbitrage strategy as an example.

Requirement

1. Python 3.9.12
2. Interative Broker Trader Work Station (TWS)
   https://interactivebrokers.github.io/tws-api/index.html
3. Mongodb 6.0.5 (Optional)

Usage

Create the following config files as per your use case and research

1. /config/account_example.json

{
    "host": "127.0.0.1",                                         
    "port": 7496,                                                 
    "clientid": 0,                                                  
    "accountid":  "",
    "currency": "USD",
    "exchange": "NASDAQ"
}       

2. /config/spread_example.json

{
    "name": "spread1",
    "exchange" : "NASDAQ",
    "sec_type" : "STK",
    "symbol_first" : "STOCK_A",
    "symbol_second" : "STOCK_B",
    "pair": ["STOCK_A","STOCK_B"],
    "hedge_ratio" : ,                                                                 
    "spread_mean" : ,                         
    "spread_std" : , 
    "entry_Zscore" : 1,
    "exit_Zscore" : 0
}     

Run the Interactive Broker TWS Simply run

python run.py