LTS — Live Trading System

LTS is the execution endpoint of this trading stack: a plugin-based Python trading framework that turns model predictions into venue orders and observations. It provides a multi-user, multi-portfolio core (FastAPI + SQL persistence), six plugin families loaded via entry points, per-venue CLIs and systemd units for paper/demo execution labs, and a model-authority / L1 execution layer that binds hash-verified model artifacts to order intents using trading-contracts.

Status

ACTIVE — core repository. Package lts version 0.1.0 (setup.py).

Trading status: simulation and paper/demo venues only. The wired venues are OANDA practice, Alpaca paper, IBKR paper, an MT5 bridge and a Capital.com demo lab. Real-capital trading is not enabled anywhere in this repository, and none of the examples or strategies are financial advice.

Role and non-responsibilities

Owns

• Order execution and venue observation in simulation and paper/demo environments (broker plugins, venue CLIs, watchdogs, systemd units).
• The model-authority / L1 execution layer: hash-pinned model loading and decision-to-order translation (app/ibkr_model_authority.py, app/ibkr_l1_adapter.py, app/ibkr_l1_executor.py, app/ibkr_l1_outbox.py, app/demo_execution_service.py).
• Multi-user / multi-portfolio accounting, JWT-authenticated REST API and SQLite persistence (schema notes in app/README_db_schema.md).

Does not own

• Model training or optimization (predictor, agent-multi, doin-node).
• Prediction serving — LTS is the primary HTTP client of prediction_provider, not its host.
• Contract data shapes — imported from trading-contracts.

Architecture

Core flow: the pipeline plugin loop runs every global_latency interval and, for each active user → portfolio → asset: the portfolio plugin allocates capital → the strategy plugin decides → the broker plugin executes or observes → orders/positions are recorded in the database. The FastAPI core exposes the REST/UI surface; the L1 venue services run separately under systemd.

Console scripts (8, from setup.py)

Command	Module	Purpose
lts	app/main.py	Generic config-driven entry point
lts-oanda-practice	app/oanda_practice_cli.py	OANDA practice execution lab
lts-alpaca-paper	app/alpaca_paper_cli.py	Alpaca paper execution lab
lts-ibkr-paper	app/ibkr_paper_cli.py	IBKR paper observer/lab
lts-multi-venue-shadow	app/multi_venue_shadow_cli.py	Cross-venue shadow comparison
lts-capital-demo	app/capital_demo_cli.py	Capital.com demo lab
lts-mt5-bridge	app/mt5_bridge_cli.py	MT5 bridge control
lts-social-trading-lab	app/social_trading_cli.py	Social-trading reality lab

Plugin entry-point groups (6, from setup.py)

Group	Directory	Registered plugins
plugins_aaa	plugins_aaa/	default_aaa
plugins_core	plugins_core/	default_core
plugins_pipeline	plugins_pipeline/	default_pipeline
plugins_strategy	plugins_strategy/	default_strategy, prediction_strategy, eurusd_mr_strategy, usdjpy_tsmom_strategy, usdjpy_dual_momentum_strategy
plugins_broker	plugins_broker/	default_broker, backtrader_broker, backtrader_simulation_broker, oanda_broker*, alpaca_paper_broker, ibkr_paper_broker, mt5_bridge_broker, capital_demo_broker
plugins_portfolio	plugins_portfolio/	default_portfolio

* oanda_broker is an OANDA REST-v20 prototype and is not compatible with the OANDA Global Markets MT5 flow used by the current labs; see Limitations.

Full plugin details: REFERENCE_plugins.md.

Relationship to sibling repositories

• prediction_provider — plugins_strategy/prediction_strategy.py consumes its /api/v1/predict/entry and /api/v1/predict/exit HTTP endpoints; the live integration test boots a sibling checkout of that repository.
• trading-contracts — imported by roughly 21 files (L1 adapters, model runners, demo execution).
• predictor and agent-multi — produce the model artifacts and champion configurations that the model-authority layer pins by hash. LTS itself is not a DOIN network participant; distributed optimization lives in doin-node.

Requirements

• Python: no python_requires is declared in setup.py; the repository was verified with Python 3.12.13.
• Key dependencies (from install_requires): fastapi, uvicorn, sqlalchemy, backtrader, pydantic, httpx, oandapyV20, ib_async==2.1.0, matplotlib, schedule.
• trading-contracts is imported but not declared in install_requires; install it alongside LTS (see below).

Installation

git clone https://github.com/harveybc/trading-contracts.git
git clone https://github.com/harveybc/lts.git
pip install -e ./trading-contracts
pip install -e ./lts

Not re-executed in a clean environment for this document (unverified). Note: the package installs a generic top-level package named app; in an environment where several sibling repositories are installed editable, the lts console script can resolve a different repository's app package (this was observed in a shared environment). Use a dedicated virtual environment, or run from the repository root with PYTHONPATH=./ as below.

Smallest working example

From the repository root:

PYTHONPATH=./ python -m app.main --help

Verified: exits 0 and prints the argument reference (--load_config, plugin selection flags, remote-config options). Repository-owned example configurations live in examples/configs/ (paper execution lab) and examples/config/ (phase inference configs). Executing a venue lab additionally requires paper/demo credentials supplied via environment or local config and was not executed for this document (unverified).

Configuration

Configuration is JSON merged from defaults, an optional --load_config file, CLI flags and unknown-argument passthrough (see app/config_handler.py and app/config_merger.py). Venue setup helpers and preflight scripts are in examples/scripts/; systemd service/timer units for observers, model runners, watchdogs and the multi-venue shadow are in examples/systemd/.

Tests and validation

python -m pytest -q --collect-only

Observed result: 661 tests collected in 0.78s (collection clean). Full-suite execution was not run for this document — some tests boot venue labs and a sibling prediction_provider checkout (see tests/). Deeper operational docs: docs/MULTI_VENUE_PAPER_EXECUTION.md, docs/OANDA_PRACTICE_EXECUTION_LAB.md, docs/SOCIAL_TRADING_REALITY_LAB.md.

Artifacts, data and outputs

• Runtime state is SQLite (database_url in config) plus per-venue journals and outbox files created by the L1 layer at the paths each venue config declares; systemd units define their own working directories.
• Model artifacts are inputs, referenced by hash through the model-authority layer; they are produced by predictor/agent-multi, not here.
• Reproducibility: decision-to-order flows journal their intents and execution reports as trading-contracts models, so a run can be audited from its journal plus the pinned artifact hashes.

Safety, security and credentials

• Venue credentials (OANDA practice, Alpaca paper, IBKR paper, MT5, Capital demo) are supplied via environment variables or local, uncommitted config files; no credentials belong in this repository.
• The REST API uses JWT authentication with RBAC, account lockout and rate limiting (see plugins_aaa/ and docs/security/).
• Venue observers are fail-closed: paper execution requires explicit capability/mandate files minted by the tooling in tools/.
• Simulation and paper/demo only. Not financial advice.

Limitations

• Committed runtime residue. The repository currently tracks artifacts of past runs (lts_trading.db, lts_security_test.db, app.log, model.bin, config_out.json, prediction_provider.pid, live_api_integration_results.json). Treat them as historical residue, not as inputs or documentation.
• oanda_broker prototype. It is registered as a first-class plugin but implements an OANDA REST-v20 prototype that is incompatible with the OANDA Global Markets MT5 flow; the maintained OANDA path is the practice lab via lts-oanda-practice and mt5_bridge_broker.
• Generic app package name. Editable installs of multiple sibling repositories that all use a top-level app package can shadow each other, making the lts console script unreliable in shared environments; prefer a dedicated venv or PYTHONPATH=./ python -m app.main.
• Parts of app/cli.py retain argument text inherited from an ancestor project; the venue CLIs listed above are the operational entry points.
• Some root-level files (arima_predictor.py, predictor.bat, ls_pred.bat, STATUS.md) are historical and may reference environments that no longer exist.

License

MIT — see LICENSE.txt.