atabet-trader 1.0.0

Atabet-Trader: Event-driven algorithmic trading engine for backtest, simulation, and live trading

Atabet-Trader

Event-driven algorithmic trading engine for backtest, simulation, and live trading.

Features

• Same strategy code for backtesting, simulation, and live trading
• Supports equity and futures
• Gateways: Backtest, Futu (securities / futures / crypto), Interactive Brokers (IB) (CQG source is retained but disabled for public use)
• Plugins: analysis, live monitor (Dash), Telegram bot, SQLite, ClickHouse
• Token-based license checking via the Atabet licensing server (com.atabet.trader)

Authentication

Engine requires a valid authentication token. Install auth support with pip install atabet-trader[auth] (requires atabet-token for licensing-server session support).

Token types

Token source	Format	Usage
Licensing server (/admin/generate_license)	JWT (three dot-separated segments)	Default — Engine(..., token=jwt) uses validation_method='licensing'
Dev HMAC (generate_secure_token with DEV_MODE=1)	Hex string	Pass validation_method='original'

import os
import socket
from atabet_trader.core.engine import Engine

engine = Engine(
    gateways={gateway_name: gateway},
    token=os.environ["ATABET_TRADER_TOKEN"],
    licensing_server_url=os.environ.get(
        "LICENSING_SERVER_URL", "http://39.101.65.167:5001"
    ),
    device_name=os.environ.get(
        "ATABET_DEVICE_NAME",
        os.environ.get("ATABET_CLIENT_ID", socket.gethostname()),
    ),
)

# Dev HMAC token (offline / local testing)
engine = Engine(
    gateways={gateway_name: gateway},
    token=dev_token,
    validation_method="original",
)

Licenses must be issued with application_id: "com.atabet.trader". Call engine.close() (also invoked from engine.stop()) to free a licensing session slot via POST /logout.

Environment preparations

conda env create -f environment.yml
conda activate atabet_trader_env
pip install -e ".[auth,dev]"

Optional extras:

pip install -e ".[futu,ib,monitor,telegram,clickhouse]"
# or
pip install -e ".[all]"

Configuration

At the working directory (or on PYTHONPATH), create atabet_trader_config.py. Use atabet_trader_config_sample.py as a template.

DATA_PATH = {
    "kline": "sample_data/k_line",
}
ACTIVATED_PLUGINS = ["analysis"]

Bar CSV layout (frequency folder → security code → yyyy-mm-dd.csv):

sample_data/k_line/K_1M/HK.01157/2021-03-15.csv

Quick start (backtest)

from datetime import datetime
from atabet_trader.core.constants import TradeMode, Exchange
from atabet_trader.core.event_engine import BarEventEngineRecorder, BarEventEngine
from atabet_trader.core.security import Stock
from atabet_trader.core.engine import Engine
from atabet_trader.core.strategy import BaseStrategy
from atabet_trader.gateways import BacktestGateway

class MyStrategy(BaseStrategy):
    def init_strategy(self):
        pass

    def on_bar(self, cur_data):
        print(cur_data)

stock_list = [
    Stock(code="HK.01157", lot_size=100, security_name="example", exchange=Exchange.SEHK),
]
gateway_name = "Backtest"
gateway = BacktestGateway(
    securities=stock_list,
    start=datetime(2021, 3, 15, 9, 30, 0, 0),
    end=datetime(2021, 3, 17, 16, 0, 0, 0),
    gateway_name=gateway_name,
)
gateway.SHORT_INTEREST_RATE = 0.0
gateway.set_trade_mode(TradeMode.BACKTEST)

engine = Engine(gateways={gateway_name: gateway}, token=your_token)
# ... init strategy, recorder, BarEventEngine, then event_engine.run()

Full runnable demo:

export ATABET_TRADER_TOKEN='...'
cd samples
python main_demo.py

Simulation / live trading

Replace the backtest gateway with FutuGateway, FutuFuturesGateway, FutuCryptoGateway, or IbGateway and set TradeMode.SIMULATE or TradeMode.LIVETRADE. Install the matching optional extra first. List currently importable gateways with from atabet_trader.gateways import list_available_gateways.

Interactive Brokers (IbGateway): install the official ibapi Python client from interactivebrokers.github.io and match the API build to your TWS/Gateway (e.g. API 10.48 with TWS 1048). The ib extra expects the ibapi package; it is not reliably available on PyPI from IB. Configure GATEWAYS["Ib"] in atabet_trader_config.py (host, port paper TWS 7497, clientid, broker_account). Close other live TWS/IBKR sessions on the same account — competing sessions block market/historical data (IB errors 10197 / 162). Crypto spot (e.g. BTC.USD) maps to IB CRYPTO on PAXOS and needs a PAXOS crypto market-data subscription (AGGTRADES); without it you get IB error 162/354. CME crypto futures (e.g. MBT) may have market data but still require Virtual Asset trading permission to place orders. IbGateway disables ibapi 10.48 protobuf encoding for place/cancel (classic socket) because protobuf placeOrder can fail silently.

Important: live mode can send real orders. Use simulation first and review risk controls. Futu crypto (FutuCryptoGateway) supports live trading only (no paper trading).

Live monitoring and Telegram

Enable plugins in atabet_trader_config.py:

ACTIVATED_PLUGINS = ["analysis", "monitor", "telegram"]
TELEGRAM_TOKEN = ""       # prefer env / secret store
TELEGRAM_CHAT_ID = 1

Monitor UI (when enabled): http://127.0.0.1:8050

Packaging

Protected wheels are built with Cython (sources stripped; __init__.pyc kept for importability). samples/ remain plain Python in the distribution.

python setup.py bdist_wheel
# or via cibuildwheel in CI

Test

pip install -e ".[auth,dev]"
DEV_MODE=1 pytest tests/ -v

Integration / broker scripts live under tests/manual_*.py and are not run in default CI. Licensing-server integration tests are marked @pytest.mark.integration.

Note: Analysis / recorder / historical-data helpers avoid pandas in-place column writes (df[col]=…, .T then mutate). They use DataFrame rebuilds and .assign so Cython-built extensions stay compatible with pandas ≥3 Copy-on-Write.

GitHub Actions

• Test workflow: every push and pull request (pytest with .[auth,dev])
• Build wheels (build-wheels.yml): runs when the tip commit message contains [build ci], [pub pypi], or [pub test.pypi] (case variants allowed), or via workflow_dispatch (build only — no publish).
• Publish: tip commit must include [pub pypi] (PyPI) or [pub test.pypi] (TestPyPI). Requires Trusted Publishing on PyPI for workflow build-wheels.yml (no GitHub Environment), or an API token wired into the publish step. Package is not on PyPI yet — create a pending trusted publisher before the first [pub pypi] push.

Project structure

atabet-trader/
├── atabet_trader/          # library package
├── samples/                 # runnable demos
├── sample_data/             # offline bar CSVs for demos/tests
├── tests/                   # pytest + manual broker scripts
├── atabet_trader_config_sample.py
├── pyproject.toml
├── environment.yml
├── setup.py
└── build_wheel.py

License

Proprietary — ATABET LIMITED. Contact: [e-mail]