walrasquant
walrasquant is a high-performance Python framework for quantitative trading.
It is designed for low-latency execution, multi-exchange connectivity, and strategy development at scale.
Highlights
- Async-first architecture for real-time trading workflows
- Multi-exchange support (OKX, Binance, Bybit, Hyperliquid, Bitget)
- Built-in order and position lifecycle management
- Strategy framework with execution algorithms (including TWAP)
- Optional web API integration with FastAPI
- CLI and PM2 tooling for monitoring and operations
Installation
Requirements
- Python
>=3.11,<3.14 - Redis (recommended for monitoring and shared runtime state)
From PyPI
pip install walrasquant
From source
git clone https://github.com/walras-group/WalrasQuant.git
cd WalrasQuant
uv pip install -e .
Quick start
from decimal import Decimal
from walrasquant.constants import settings, ExchangeType, OrderSide, OrderType
from walrasquant.config import Config, BasicConfig, PublicConnectorConfig, PrivateConnectorConfig
from walrasquant.engine import Engine
from walrasquant.exchange.okx import OkxAccountType
from walrasquant.schema import BookL1, Order
from walrasquant.strategy import Strategy
OKX_API_KEY = settings.OKX.DEMO_1.api_key
OKX_SECRET = settings.OKX.DEMO_1.secret
OKX_PASSPHRASE = settings.OKX.DEMO_1.passphrase
class DemoStrategy(Strategy):
def __init__(self):
super().__init__()
self.subscribe_bookl1(symbols=["BTCUSDT-PERP.OKX"])
self.signal = True
def on_filled_order(self, order: Order):
print(order)
def on_bookl1(self, bookl1: BookL1):
if not self.signal:
return
self.create_order(
symbol="BTCUSDT-PERP.OKX",
side=OrderSide.BUY,
type=OrderType.MARKET,
amount=Decimal("0.1"),
)
self.create_order(
symbol="BTCUSDT-PERP.OKX",
side=OrderSide.SELL,
type=OrderType.MARKET,
amount=Decimal("0.1"),
)
self.signal = False
config = Config(
strategy_id="okx_demo_buy_sell",
user_id="user_test",
strategy=DemoStrategy(),
basic_config={
ExchangeType.OKX: BasicConfig(
api_key=OKX_API_KEY,
secret=OKX_SECRET,
passphrase=OKX_PASSPHRASE,
testnet=True,
)
},
public_conn_config={
ExchangeType.OKX: [PublicConnectorConfig(account_type=OkxAccountType.DEMO)]
},
private_conn_config={
ExchangeType.OKX: [PrivateConnectorConfig(account_type=OkxAccountType.DEMO)]
},
)
engine = Engine(config)
if __name__ == "__main__":
try:
engine.start()
finally:
engine.dispose()
CLI tools
After installation, the following commands are available:
wqfor PM2-based strategy process operations
Documentation
- Local docs source:
docs/
Contributing
Contributions are welcome. Please open an issue or submit a PR.
License
MIT License
1 maintainer
Metadata
1 maintainer
Release files for walrasquant-lib 0.6.8
For a detailed explanation of source distributions (sdists) and built distributions (wheels), please see the package formats documentation.
Source distribution (sdist)
| File | Size | Uploaded | |
|---|---|---|---|
| walrasquant_lib-0.6.8.tar.gz | 406.7 kB | Details |
Built distributions (wheels)
Total release size: 5.1 MB
Release files / walrasquant_lib-0.6.8.tar.gz
| Download URL | walrasquant_lib-0.6.8.tar.gz |
|---|---|
| Size | 406.7 kB |
| Tags | Source |
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| Upload date | |
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Uploaded using Trusted Publishing? What is trusted publishing? |
No |
| Uploaded via |
twine/7.0.0 CPython/3.13.14
|
Release files / walrasquant_lib-0.6.8-cp314-cp314-manylinux2014_x86_64.manylinux_2_17_x86_64.manylinux_2_28_x86_64.whl
| Download URL | walrasquant_lib-0.6.8-cp314-cp314-manylinux2014_x86_64.manylinux_2_17_x86_64.manylinux_2_28_x86_64.whl |
|---|---|
| Size | 648.5 kB |
| Tags | CPython 3.14 Linux glibc 2.17+ x86-64 Linux glibc 2.28+ x86-64 |
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| Upload date | |
|
Uploaded using Trusted Publishing? What is trusted publishing? |
No |
| Uploaded via |
twine/7.0.0 CPython/3.13.14
|
Release files / walrasquant_lib-0.6.8-cp314-cp314-macosx_10_15_universal2.whl
| Download URL | walrasquant_lib-0.6.8-cp314-cp314-macosx_10_15_universal2.whl |
|---|---|
| Size | 523.8 kB |
| Tags | CPython 3.14 macOS 10.15+ universal2 (ARM64, x86-64) |
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No |
| Uploaded via |
twine/7.0.0 CPython/3.13.14
|
Release files / walrasquant_lib-0.6.8-cp313-cp313-manylinux2014_x86_64.manylinux_2_17_x86_64.manylinux_2_28_x86_64.whl
| Download URL | walrasquant_lib-0.6.8-cp313-cp313-manylinux2014_x86_64.manylinux_2_17_x86_64.manylinux_2_28_x86_64.whl |
|---|---|
| Size | 647.7 kB |
| Tags | CPython 3.13 Linux glibc 2.17+ x86-64 Linux glibc 2.28+ x86-64 |
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No |
| Uploaded via |
twine/7.0.0 CPython/3.13.14
|
Release files / walrasquant_lib-0.6.8-cp313-cp313-macosx_10_13_universal2.whl
| Download URL | walrasquant_lib-0.6.8-cp313-cp313-macosx_10_13_universal2.whl |
|---|---|
| Size | 521.8 kB |
| Tags | CPython 3.13 macOS 10.13+ universal2 (ARM64, x86-64) |
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No |
| Uploaded via |
twine/7.0.0 CPython/3.13.14
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Release files / walrasquant_lib-0.6.8-cp312-cp312-manylinux2014_x86_64.manylinux_2_17_x86_64.manylinux_2_28_x86_64.whl
| Download URL | walrasquant_lib-0.6.8-cp312-cp312-manylinux2014_x86_64.manylinux_2_17_x86_64.manylinux_2_28_x86_64.whl |
|---|---|
| Size | 660.6 kB |
| Tags | CPython 3.12 Linux glibc 2.17+ x86-64 Linux glibc 2.28+ x86-64 |
|
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No |
| Uploaded via |
twine/7.0.0 CPython/3.13.14
|
Release files / walrasquant_lib-0.6.8-cp312-cp312-macosx_10_13_universal2.whl
| Download URL | walrasquant_lib-0.6.8-cp312-cp312-macosx_10_13_universal2.whl |
|---|---|
| Size | 523.6 kB |
| Tags | CPython 3.12 macOS 10.13+ universal2 (ARM64, x86-64) |
|
SHA-256 checksum How to use checksums |
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| Uploaded via |
twine/7.0.0 CPython/3.13.14
|
Release files / walrasquant_lib-0.6.8-cp311-cp311-manylinux2014_x86_64.manylinux_2_17_x86_64.manylinux_2_28_x86_64.whl
| Download URL | walrasquant_lib-0.6.8-cp311-cp311-manylinux2014_x86_64.manylinux_2_17_x86_64.manylinux_2_28_x86_64.whl |
|---|---|
| Size | 650.9 kB |
| Tags | CPython 3.11 Linux glibc 2.17+ x86-64 Linux glibc 2.28+ x86-64 |
|
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No |
| Uploaded via |
twine/7.0.0 CPython/3.13.14
|
Release files / walrasquant_lib-0.6.8-cp311-cp311-macosx_10_9_universal2.whl
| Download URL | walrasquant_lib-0.6.8-cp311-cp311-macosx_10_9_universal2.whl |
|---|---|
| Size | 524.1 kB |
| Tags | CPython 3.11 macOS 10.9+ universal2 (ARM64, x86-64) |
|
SHA-256 checksum How to use checksums |
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| Uploaded via |
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