Algobox, open source algorithmic trading platform

It's out! After months of hard work I am proud of publishing the open source algorithmic trading platform I have been working on, Algobox https://github.com/melphi/algobox.

An algorithmic trading platform is a very challenging software, a mixture of Big Data, Data Integration and Machine Learning technologies. 

open source algorithmic trading platform

Functionalities

  • Trading strategies can be loaded in a separated folder to protect the source code
  • Multiple connectors support (Currenlty Oanda, IgIndex and FXMC) to receive prices and manage orders
  • Collects histotical price ticks
  • Supports multiple strategies written in Java, other languages like Python can be considered
  • Trading service written in Java and API exposed via REST, this allow to use any language as a client
  • Very basic market risk module which can be extended
  • A good balance of microservice architecture with Docker, without marking the system too complex to manage
  • Client in Python. The management, monitoring and data analysis is performed mostly with Jupyter Notebook.

How to use it

The is not a simple procedure to install the software right now, honestly I am focusing my time on developing trading strategies rather than installation procedures.

Also the profitable trading strategies are published in a private repository. Currently I have some profitable strategies and I am working with other Data Scientists to implement more trading strategies.

However if you are looking for a trading platform to implement trading algorithms please get in touch, we migth consider some sort of collaboration.