Using custom live data source and custom broker. #572
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I have a framework where I can get my own custom live data feed and use a custom trade api from my broker. I need a backtesting+live trade framework to code strategies etc. I also plan to deploy using same. I see this has support for live trading. Is there functionality to add a generic data feed class where i can implement how to get data and it handles how to get data to trade engine. And then at time of execution i can define how to place order. |
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Apologies for the very delayed response! The short answer is, absolutely the platform can handle your use case. You can implement a custom You can also backtest on whatever sort of Then simply write a |
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Apologies for the very delayed response!
The short answer is, absolutely the platform can handle your use case. You can implement a custom
LiveDataClientfor your feed https://github.com/nautechsystems/nautilus_trader/blob/develop/nautilus_trader/adapters/_template/data.py.You can also backtest on whatever sort of
GenericDatathis component produces.Then simply write a
TradingStrategy.https://docs.nautilustrader.io/user_guide/strategies.html