Design Documentation

OpenAlgo Design Documentation

Introduction

Welcome to the design documentation for OpenAlgo, a broker-agnostic algorithmic trading platform API.

Purpose

This documentation aims to provide a comprehensive understanding of the OpenAlgo system architecture, core components, design patterns, data flows, and operational considerations. It serves as a guide for developers, architects, and maintainers involved in the development and extension of the platform.

Overview

OpenAlgo provides a RESTful API interface built with Flask, allowing users and automated systems to:

• Connect to various stock brokers.

• Manage trading accounts.

• Retrieve market data.

• Define and execute trading strategies.

• Monitor trading activity and performance.

Goals

• Broker Agnosticism: Provide a unified API layer abstracting the complexities of different broker APIs.

• Extensibility: Easily integrate new brokers and trading strategies.

• Performance: Ensure efficient handling of API requests and trading operations.

• Reliability: Maintain stable connections and robust error handling.

• Usability: Offer a clear and well-documented API for developers.

Target Users

• Algorithmic Traders

• Developers building custom trading applications

• Quantitative Analysts

• Trading Firms

This documentation is structured into modular sections, navigable through the sidebar in GitBook (or by browsing the files directly), covering different aspects of the system.