IB-Multi-Strategy-ATS

Summary

IB-Multi-Strategy-ATS is an Automated Trading System (ATS) designed to manage and execute multiple trading strategies seamlessly through Interactive Brokers (IB). Leveraging the power of ib_async for efficient trading and ArcticDB for robust data storage, this system empowers traders to optimize their strategies with a user-friendly graphical interface.

Features

• Multiple Strategy Management: Run and monitor multiple trading strategies simultaneously.
• Interactive Brokers Integration: Utilize ib_async for a smooth and powerful connection with IB's trading API.
• ArcticDB for Data Storage: Robust and scalable storage solution for strategy cash flow and P&L data.
• User-Friendly GUI: Intuitive interface for managing settings, strategies, and real-time portfolio monitoring.
• Customizable Strategy Parameters: Tailor strategies with user-defined parameters to fit specific trading needs.
• Database Management: Browse through ArcticDB data and schedule cron jobs directly from the GUI.
• Research Tools: Integrated research modules to aid in strategy development and analysis.

Installation

Prerequisites

• Python 3.8+
• Interactive Brokers Account
• Trader Workstation (TWS) or IB Gateway

Steps

1. Clone the Repository

   git clone https://github.com/lowQuant/IB-Multi-Strategy-ATS.git
   cd IB-Multi-Strategy-ATS

2. Create a Virtual Environment

   python -m venv venv
   source venv/bin/activate  # On Windows: venv\Scripts\activate

3. Install the Package in Editable Mode

   pip install -e .

   This allows you to modify the codebase and have changes reflected without reinstalling.

Usage

After installation, you can run the application using:

python main.py

Upon launching the application, the GUI initializes ArcticDB automatically and provides various controls to interact with the ATS.

GUI Documentation

Settings

Configure application settings, including API credentials, trading parameters, and strategy preferences.

Key Functions:

• Manage strategies
• Set risk parameters
• Configure notifications

Portfolio

Monitor your portfolio in real-time, view positions, asset classes, market prices, and P&L metrics.

Key Functions:

• View current holdings
• Analyze performance metrics
• Update or adjust positions

Database

Explore and manage your ArcticDB data. Browse through stored data, perform queries, and schedule automated data processing jobs.

Key Functions:

• Browse data collections
• Schedule cron jobs
• Export and import data

Research

Utilize integrated research tools to develop, test, and analyze new trading strategies.

Key Functions:

• Backtest strategies
• Analyze market data
• Develop custom indicators

Start Trading

Initiate trading operations by connecting to Interactive Brokers and selecting desired strategies to deploy.

Key Functions:

• Connect to IB
• Select and deploy strategies
• Monitor real-time trading activities

Note: Replace the screenshot placeholders with actual images from your application.

Main Components

StrategyManager

The StrategyManager is responsible for handling multiple trading strategies. It dynamically loads, manages, and executes strategies based on user interactions and market conditions.

PortfolioManager

The PortfolioManager interfaces with Interactive Brokers to retrieve and manage portfolio data. It leverages ArcticDB to store and analyze strategy performance, offering robust data persistence and querying capabilities.

Integration with ArcticDB:

• Data Storage: Stores cash flow, positions, and P&L data.
• Data Retrieval: Efficiently queries and aggregates data for analysis.
• Scalability: Handles large datasets with ease, ensuring smooth performance.

Roadmap

• Strategy Creation: Add some pre-built strategies.
• Ask an AI: Allow the user to ask an AI to create a strategy and get some suggestions which strategies can potentially fill the trader's potholes given the existing set of strategies.
• Auto Start: Work on the auto start feature.
• Automated Reporting: Generate and schedule automated performance reports.
• Strategy Backtests: Create a backtesting feature for strategies. This way the trader can compare actual performance vs. backtested performance and check strategy degradation.

Contributing

Contributions are welcome! Please fork the repository and submit a pull request for any enhancements or bug fixes.

1. Fork the Repository
2. Create a Feature Branch

   git checkout -b feature/YourFeature

3. Commit Your Changes

   git commit -m "Add Your Feature"

4. Push to the Branch

   git push origin feature/YourFeature

5. Open a Pull Request

Please ensure your code follows the project's coding standards and includes appropriate tests.

License

This project is licensed under the MIT License.