Trading Algorithm Template

A Python template for building trading algorithms that connect to the exchange simulator.

Quick Start

Available scenarios

• normal_market
• stressed_market
• flash_crash
• hft_dominated
• mini_flash_crash

1. Install Dependencies

pip install -r requirements.txt

2. Get Your Team Credentials

ASk NBC to register your team.

• Team Name: team_alpha
• Password: secret123

3. Run Your Algorithm

Deployed server (HTTPS):

python student_algorithm.py --name team_alpha --password secret123 --scenario normal_market --host ip:host --secure

4. Manual Trading (Optional)

Use manual_trader.py to manually submit orders and explore the market:

python manual_trader.py --name team_alpha --password secret123 --scenario normal_market

Commands: buy <qty> <price> | sell <qty> <price> | step | quit

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Customize Your Strategy

Edit the decide_order() method in student_algorithm.py:

def decide_order(self, bid: float, ask: float, mid: float) -> Optional[Dict]:
    """
    Your strategy goes here!
    
    Available state:
        self.inventory     - Your current position
        self.pnl           - Your realized PnL
        self.current_step  - Current simulation step
    
    Return:
        {"side": "BUY"|"SELL", "price": X, "qty": N}
        Or return None to not send an order
    """
    
    # YOUR LOGIC HERE
    return {"side": "BUY", "price": mid - 0.05, "qty": 100}

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Command Line Arguments

Argument	Required	Description
--name	Yes	Your team name
--password	Yes	Your team password
--scenario	No	Scenario to run (default: normal_market)
--host	No	Server host:port (default: localhost:8080)
--secure	No	Use HTTPS/WSS for deployed servers

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Important Rules

Rule	Limit
Max open orders	50
Order quantity	100-500 per order
Rate limit	1000 runs per hour

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Files

File	Description
student_algorithm.py	Main algorithm template - edit this!
manual_trader.py	Interactive manual trading tool
requirements.txt	Python dependencies