5
Most read
13
Most read
21
Most read
Algo Trading
Workshop
Quantageddon 2.0 – IIT Chennai. www.openalgo.in
API and Trade
Automation
Quantageddon 2.0 – IIT Chennai. www.openalgo.in
What is a Trading Strategy?
Quantageddon 2.0 – IIT Chennai. www.openalgo.in
Python Libraries for Trading Automation
🧠 Core Data & Analysis
• NumPy – Fast numerical computing, arrays, and vectorized math.
• Pandas – Powerful data analysis and time-series manipulation.
📈 Technical Analysis
• TA-Lib – C-based library for 150+ technical indicators (very fast).
• pandas_ta – Pandas-native technical indicators, easy to use.
🧪 Backtesting & Performance
• VectorBT – Fast portfolio backtesting and performance metrics.
• Use with OpenAlgo data to test strategies on real historical data.
Quantageddon 2.0 – IIT Chennai. www.openalgo.in
Live Market Interaction (via OpenAlgo)
⚙️Live Market Interaction (via OpenAlgo)
• OpenAlgo SDK (custom module or REST API) for:
• Historical OHLC data
• Live Quotes & Market Depth
• Order Execution
• WebSocket for LTP / Trades / Events
📊 Charting & Visualization
• TradingView Lightweight Charts (via HTML/JS embed or pywebview) – Professional charting in a
lightweight web UI.
• Plotly / Matplotlib – Optional for advanced visualization or debugging.
Quantageddon 2.0 – IIT Chennai. www.openalgo.in
VectorBT
Backtesting
Quantageddon 2.0 – IIT Chennai. www.openalgo.in
Backtesting Metrics
Quantageddon 2.0 – IIT Chennai. www.openalgo.in
Trade
List
Quantageddon 2.0 – IIT Chennai. www.openalgo.in
Equity Curve & Drawdown
Integrating Trading Strategy with the Broker
Quantageddon 2.0 – IIT Chennai. www.openalgo.in
What is OpenAlgo?
openalgo.in
● Self Hostable Algo Trading
Platform
● 100% OpenSource (Free to use,
modify, distribute)
● AGPL v3 License
● Runs on Mac OS, Windows, Linux,
VPS, Cloud Servers
● Supports Static IP
● Connects your favorite Trading
Software’s Python, Tradingview,
Amibroker, Excel, Metatrader etc
Quantageddon 2.0 – IIT Chennai. www.openalgo.in
Download
OpenAlgo
from Github
Quantageddon 2.0 – IIT Chennai. www.openalgo.in
Quantageddon 2.0 – IIT Chennai. www.openalgo.in
Quantageddon 2.0 – IIT Chennai. www.openalgo.in
OpenAlgo High Level Architecture
Quantageddon 2.0 – IIT Chennai. www.openalgo.in
Why OpenAlgo?
Quantageddon 2.0 – IIT Chennai. www.openalgo.in
Python Code
to Fetch
RELIANCE 1-
Min Data (Last
30 Days)
Quantageddon 2.0 – IIT Chennai. www.openalgo.in
Python Code
to Place Order
in Reliance
Quantageddon 2.0 – IIT Chennai. www.openalgo.in
Python Code
to get realtime
streaming data
Quantageddon 2.0 – IIT Chennai. www.openalgo.in
Quantageddon 2.0 – IIT Chennai. www.openalgo.in
List of Tools
Required to Setup
Python Strategy
●Broker API
●VS Code
●Python
●Git
●ChatGPT (Custom
GPT)
Quantageddon 2.0 – IIT Chennai. www.openalgo.in
Quantageddon 2.0 – IIT Chennai. www.openalgo.in
Trading API and Automation – Quantageddon 2.0 @ IIT Chennai
Thanks

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Trading API and Automation – Quantageddon 2.0 @ IIT Chennai

  • 1. Algo Trading Workshop Quantageddon 2.0 – IIT Chennai. www.openalgo.in API and Trade Automation
  • 2. Quantageddon 2.0 – IIT Chennai. www.openalgo.in
  • 3. What is a Trading Strategy? Quantageddon 2.0 – IIT Chennai. www.openalgo.in
  • 4. Python Libraries for Trading Automation 🧠 Core Data & Analysis • NumPy – Fast numerical computing, arrays, and vectorized math. • Pandas – Powerful data analysis and time-series manipulation. 📈 Technical Analysis • TA-Lib – C-based library for 150+ technical indicators (very fast). • pandas_ta – Pandas-native technical indicators, easy to use. 🧪 Backtesting & Performance • VectorBT – Fast portfolio backtesting and performance metrics. • Use with OpenAlgo data to test strategies on real historical data. Quantageddon 2.0 – IIT Chennai. www.openalgo.in
  • 5. Live Market Interaction (via OpenAlgo) ⚙️Live Market Interaction (via OpenAlgo) • OpenAlgo SDK (custom module or REST API) for: • Historical OHLC data • Live Quotes & Market Depth • Order Execution • WebSocket for LTP / Trades / Events 📊 Charting & Visualization • TradingView Lightweight Charts (via HTML/JS embed or pywebview) – Professional charting in a lightweight web UI. • Plotly / Matplotlib – Optional for advanced visualization or debugging. Quantageddon 2.0 – IIT Chennai. www.openalgo.in
  • 6. VectorBT Backtesting Quantageddon 2.0 – IIT Chennai. www.openalgo.in
  • 7. Backtesting Metrics Quantageddon 2.0 – IIT Chennai. www.openalgo.in
  • 8. Trade List Quantageddon 2.0 – IIT Chennai. www.openalgo.in
  • 9. Equity Curve & Drawdown
  • 10. Integrating Trading Strategy with the Broker Quantageddon 2.0 – IIT Chennai. www.openalgo.in
  • 11. What is OpenAlgo? openalgo.in ● Self Hostable Algo Trading Platform ● 100% OpenSource (Free to use, modify, distribute) ● AGPL v3 License ● Runs on Mac OS, Windows, Linux, VPS, Cloud Servers ● Supports Static IP ● Connects your favorite Trading Software’s Python, Tradingview, Amibroker, Excel, Metatrader etc Quantageddon 2.0 – IIT Chennai. www.openalgo.in
  • 13. Quantageddon 2.0 – IIT Chennai. www.openalgo.in
  • 14. Quantageddon 2.0 – IIT Chennai. www.openalgo.in
  • 15. Quantageddon 2.0 – IIT Chennai. www.openalgo.in
  • 16. OpenAlgo High Level Architecture Quantageddon 2.0 – IIT Chennai. www.openalgo.in
  • 17. Why OpenAlgo? Quantageddon 2.0 – IIT Chennai. www.openalgo.in
  • 18. Python Code to Fetch RELIANCE 1- Min Data (Last 30 Days) Quantageddon 2.0 – IIT Chennai. www.openalgo.in
  • 19. Python Code to Place Order in Reliance Quantageddon 2.0 – IIT Chennai. www.openalgo.in
  • 20. Python Code to get realtime streaming data Quantageddon 2.0 – IIT Chennai. www.openalgo.in Quantageddon 2.0 – IIT Chennai. www.openalgo.in
  • 21. List of Tools Required to Setup Python Strategy ●Broker API ●VS Code ●Python ●Git ●ChatGPT (Custom GPT) Quantageddon 2.0 – IIT Chennai. www.openalgo.in
  • 22. Quantageddon 2.0 – IIT Chennai. www.openalgo.in