by Alfio Caprino
Broker integration for algorithmic trading in Python: Interactive Brokers via the TWS API and ib_async across equities, options, futures, FX, CFDs and crypto (per-class contracts and market rules, order types and TIF/fill-mode capability resolution, brackets in depth, a classified catalog of all 458 published TWS message codes, venue-behaviour verification tooling, reconnection resilience, deployment on Windows, Linux, macOS and Docker), MetaTrader 5 via the official synchronous API (polling-based event systems, order execution with fill modes, historical data, the aiomql async framework, a ZeroMQ bridge, Windows production deployment), and the vendor-neutral vocabulary shared between them: five access archetypes, the single-broker/multi-broker-platform axis, a reference order-lifecycle state machine, session and recovery patterns, and a six-rank evidence ladder with provenance tags for what a claim about a venue is worth
Claude Code3 Skills