A Python live trading framework with a zipline-compatible API for executing algorithms via broker APIs.
pylivetrader is a Python framework for executing live trading algorithms using a zipline-compatible API. It allows developers to run quantitative strategies developed in backtesting environments directly with real broker APIs, automating trade execution in live markets. The library handles market data streaming, order management, and state persistence, simplifying the deployment of systematic trading systems.
Quantitative developers and algorithmic traders who have built strategies using zipline or on platforms like Quantopian and want to deploy them for live trading with brokers such as Alpaca.
Developers choose pylivetrader because it provides a seamless migration path from zipline backtesting to live execution, reducing the need to rewrite trading logic. Its support for state persistence, Docker deployment, and integration with pipeline-live for real-time data screening offers a robust, production-ready environment for live algorithmic trading.
Python live trade execution library with zipline interface.
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Mimics the zipline interface exactly, allowing seamless migration of strategies from Quantopian with minimal code changes, as highlighted in the migration document.
Supports saving algorithm context to disk or Redis, enabling strategies to survive crashes and restarts, crucial for live trading reliability.
Provides a testing framework to simulate trading days with synthetic data, helping catch errors before live deployment, as shown in the examples folder.
Offers pre-built Docker images for consistent environment setup, reducing deployment overhead in production systems.
Primarily designed for Alpaca's API; integrating other brokers requires custom backend implementation, limiting flexibility.
Only supports Python 3.6, which is no longer actively maintained, complicating compatibility with modern libraries and security updates.
Lacks support for key zipline APIs like optimize, restricting the portability of advanced strategies without rewrites.