Haymaker is a Python framework designed for algorithmic trading via Interactive Brokers. Built on top of ib_insync library, it provides essential scafolling typically required for building live trading strategy components.
Note
Haymaker works as an extension to ib_insync, throughout this documentation it is assumed that users are familiar with this library.
- Strategy Execution: Run your stategy in production. Haymaker is designed to serve as a long-running process, robustly recovering from any faults regardless whether they are due to local crashes, broker issues or internet disconnections.
- Historical Data Download: Work within IB's limitations to download and store any data that is available regardless of how long it takes to get it.
- Strategy Research: Develop your strategy using Haymaker's set of vector based tools aiding typical research pipeline.
- Backtesting: Use your actual strategy trading code to simulate past behavior limiting look-ahead bias and avoiding discrepancies between testing and production. Note: In development, currently non-functional, to come in future releases
- Modular: Easily customize components or build your own to suit your trading needs.
- Minimal: Provide only essential components, allowing you to code your strategy in preferred style.
- Tried and Tested: Built on top of ib_insync, leveraging over a decade of development community feedback. Interactive Brokers is a pioneer in algoritmic trading and still remains the leading platform both for individual and institutional investors.
- Event Driven: Processes market data as soon as it becomes available.
For full documentation, visit: