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:

wq for 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

Release files for walrasquant 0.4.18

For a detailed explanation of source distributions (sdists) and built distributions (wheels), please see the package formats documentation.

Source distribution (sdist)

Source distribution for walrasquant 0.4.18
File	Size	Uploaded
walrasquant-0.4.18.tar.gz	234.9 kB	Jun 10, 2026	Details

Built distribution (wheel)

Table of built distributions (wheels) for walrasquant 0.4.18
File	Interpreter	ABI	Platform	Reset
walrasquant-0.4.18-py3-none-any.whl 280.6 kB Jun 10, 2026	Python 3	none	any	Details

Total release size: 515.5 kB

Release files / walrasquant-0.4.18.tar.gz

Download URL	walrasquant-0.4.18.tar.gz
Size	234.9 kB
Tags	Source
SHA-256 checksum How to use checksums	`817117806713ee0643cb98fa7e2c14b32a2d98229087ed118a037c67e8a96e4d`
BLAKE2b-256 checksum How to use checksums	`b70d230c0725eeabd1847e3352bfcdd86822574f3dddf6e2c416b5a93b2c4617`
Upload date	Jun 10, 2026
Uploaded using Trusted Publishing? What is trusted publishing?	No
Uploaded via	`twine/6.1.0 CPython/3.13.12`

Release files / walrasquant-0.4.18-py3-none-any.whl

Download URL	walrasquant-0.4.18-py3-none-any.whl
Size	280.6 kB
Tags	Python 3
SHA-256 checksum How to use checksums	`edc5ca24e5876408432dd03b7c771766238f02e658929351a8405bd4bb7f5255`
BLAKE2b-256 checksum How to use checksums	`284bc391afdb05fd65c333da8aa3a0384408f57b12d27e9e9197401ea2f98f6a`
Upload date	Jun 10, 2026
Uploaded using Trusted Publishing? What is trusted publishing?	No
Uploaded via	`twine/6.1.0 CPython/3.13.12`