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bsgbryan/bombax

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Welcome!

Hi there & hello πŸ‘‹πŸ»

Bombax is an algorithmic stock trading tool. It's built in Rust, uses polygon.io to track all trading activity on all major exhanges in real-time, and uses TradeStation's ReST API to enter & exit positions.

Architecture diagram

stateDiagram-v2
 polygon: Polygon.io
 timeline: Timeline
 monitor: Monitor
 tradestation: TradeStation
 state timeline {
 tick: Add Trade to Tick
 minute: Covert Tick to Minute
 recognizer: Build and recognize a Bollinger Band
 evaluate: Evaluate Bollinger Band for buy signal
 tick --> minute
 minute --> recognizer
 recognizer --> evaluate
 }
 state monitor {
 quote: Ingest Quote
 buyorder: Send buy order when price requirement hit
 quote --> buyorder
 }
 state tradestation {
 executebuyorder: Execute buy order
 activity: Monitor Trade/Quote activity
 sellorder: Issue sell order when bid price meets requirement
 executebuyorder --> activity
 activity --> sellorder
 }
 polygon --> timeline: a Trade
 polygon --> monitor: a Quote
 timeline --> monitor
 monitor --> tradestation
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License

Shield: CC BY-NC-ND 4.0

This work is licensed under a Creative Commons Attribution-NonCommercial-NoDerivs 4.0 International License.

CC BY-NC-ND 4.0

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