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Quick Start Guide

Get the py_rt trading system running in 10 minutes.

Prerequisites

Before you begin, ensure you have:

  • Rust 1.70+ - Install from rustup.rs
  • Python 3.11+ - Install from python.org
  • uv - Fast Python package manager: pip install uv
  • Alpaca Markets Account - Free paper trading at alpaca.markets

Step 1: Clone Repository

git clone https://github.com/SamoraDC/RustAlgorithmTrading.git
cd RustAlgorithmTrading

Step 2: Install Dependencies

Python Dependencies

# Install Python dependencies with uv
uv sync

# Verify installation
uv run python --version

Rust Dependencies

# Navigate to Rust workspace
cd rust

# Build all components (this will take a few minutes on first build)
cargo build --release

# Run tests to verify installation
cargo test --workspace

Step 3: Configure API Keys

Create a .env file in the project root:

# Copy template
cp .env.example .env

# Edit with your credentials
nano .env

Add your Alpaca API keys:

# Alpaca API Keys (Paper Trading)
ALPACA_API_KEY=your_api_key_here
ALPACA_SECRET_KEY=your_secret_key_here
ALPACA_BASE_URL=https://paper-api.alpaca.markets
ALPACA_DATA_URL=https://data.alpaca.markets

# System Configuration
RUST_LOG=info
LOG_LEVEL=INFO

Get your API keys from Alpaca Dashboard.

Step 4: Test Alpaca Connection

Verify your API credentials work:

# Run connection test
uv run python python-trading/test_alpaca_connection.py

Expected output:

Account Status: ACTIVE
Buying Power: $100000.00
Portfolio Value: $100000.00
Equity: $100000.00

Step 5: Create System Configuration

Create config/system.json:

{
  "market_data": {
    "alpaca_api_key": "${ALPACA_API_KEY}",
    "alpaca_secret_key": "${ALPACA_SECRET_KEY}",
    "zmq_pub_address": "tcp://*:5555",
    "symbols": ["AAPL", "MSFT", "GOOGL"],
    "reconnect_delay_secs": 5
  },
  "signal_bridge": {
    "zmq_sub_address": "tcp://localhost:5555",
    "zmq_pub_address": "tcp://*:5556",
    "python_module": "src.strategies.momentum"
  },
  "risk_manager": {
    "zmq_sub_address": "tcp://localhost:5555,tcp://localhost:5556",
    "zmq_pub_address": "tcp://*:5557",
    "max_position_size": 10000.0,
    "max_order_size": 1000.0,
    "max_daily_loss": 5000.0,
    "position_limit_pct": 0.1
  },
  "execution_engine": {
    "alpaca_api_key": "${ALPACA_API_KEY}",
    "alpaca_secret_key": "${ALPACA_SECRET_KEY}",
    "zmq_sub_address": "tcp://localhost:5557",
    "zmq_pub_address": "tcp://*:5558",
    "max_retries": 3,
    "max_slippage_bps": 50,
    "rate_limit_per_minute": 200
  }
}

Step 6: Start the System

Open 4 terminal windows and start each component:

Terminal 1: Market Data Service

cd rust/market-data
RUST_LOG=info cargo run --release

Wait for: Market Data Service started on tcp://*:5555

Terminal 2: Signal Bridge

cd rust/signal-bridge
RUST_LOG=info cargo run --release

Wait for: Signal Bridge connected to tcp://localhost:5555

Terminal 3: Risk Manager

cd rust/risk-manager
RUST_LOG=info cargo run --release

Wait for: Risk Manager started, enforcing limits

Terminal 4: Execution Engine

cd rust/execution-engine
RUST_LOG=info cargo run --release

Wait for: Execution Engine connected to Alpaca Markets

Step 7: Run a Simple Backtest

Test a strategy with historical data:

# Run basic momentum strategy backtest
uv run python examples/basic_backtest.py

Expected output:

Backtesting Momentum Strategy...
Total Return: 12.34%
Sharpe Ratio: 1.45
Max Drawdown: -8.21%
Win Rate: 54.3%

Step 8: Monitor System Health

Check that all components are running:

# Check market data service
curl http://localhost:9090/metrics | grep market_data

# Check risk manager
curl http://localhost:9091/metrics | grep risk_manager

# Check execution engine
curl http://localhost:9092/metrics | grep execution_engine

What's Next?

Now that your system is running:

  1. Develop a Strategy - Create your first trading strategy
  2. Configure Risk Limits - Set up risk controls
  3. Run Backtests - Test strategies on historical data
  4. Monitor Performance - Set up dashboards and alerts

Common Issues

Port Already in Use

# Find process using port 5555
lsof -i :5555

# Kill process
kill -9 <PID>

ZMQ Connection Failed

  • Ensure services start in order: Market Data → Signal Bridge → Risk Manager → Execution Engine
  • Check firewall settings allow localhost connections

Alpaca API Errors

  • Verify API keys are correct in .env
  • Check account status at Alpaca Dashboard
  • Ensure using paper trading URL for testing

Python Import Errors

# Reinstall dependencies
uv sync --reinstall

Rust Build Errors

# Clean and rebuild
cd rust
cargo clean
cargo build --release

Need Help?

Next: Strategy Development Guide