If graphs are moving “too slowly” you can probably implement a WebSocket server, download historical executed orders prices and replay that data at “any” speed.
An other approach could also be to implement a random walk and “play it” at any expected speed.
See random_cl from Test data · MarketData.jl
I have put PingPong.jl back online at GitHub - psydyllic/Planar.jl: Cryptocurrency trading bot and framework written in julia
The sysimage build isn’t working because PackageCompiler currently hangs on julia 1.11
main difference apart the naming refactor is that ping! and pong! functions are merged into call!
All tests currently passing (except a few that flap…but they also flapped before…)
All example strats are based on OnlineTechnicalIndicators now (before they used Indicators)
I don’t have a backup of the github issues so I tried to remember the most important ones from memory.
Note that I am not currently working on the improvements (unless support is offered), just plan to maintain the bot as is
3 Likes
I’m very pleased to know that OnlineTechnicalIndicators.jl is being used!
We probably also need something like
in Julia to decouple backtesting tools from strategy execution and monitoring
1 Like
Wow,
Pleased to have my library posted here. Open up an issue on GitHub with your favorite Julia backtester, and I’ll try to make it happen!
1 Like
Hi,
Currently working on a Julia trading framework with Genie.jl as web interface.
This reactive trading system is a modular, Julia-based architecture that integrates reactive programming (Rocket.jl) with online statistics (OnlineStatsBase.jl). The system uses Fastback.jl as its account management and order execution engine, Binance.jl for exchange integration, OnlineTechnicalIndicators.jl for technical indicators, OnlinePortfolioAnalytics.jl for performance metrics, and Timestamps64.jl for precise time management.
Goal is to provide an interface for backtesting / paper trading and live trading Julia trading strategies..
Here is a work in progress
Development was started using Kiro.dev but it’s essentially done now with Claude Code and Github Spec Kit (so it may not be as good as done “manually”.
[deps]
Binance = "12345678-1234-5678-9012-123456789012"
CSV = "336ed68f-0bac-5ca0-87d4-7b16caf5d00b"
DataFrames = "a93c6f00-e57d-5684-b7b6-d8193f3e46c0"
Dates = "ade2ca70-3891-5945-98fb-dc099432e06a"
Fastback = "2b92286b-cbc8-46f1-be48-a629b4baefca"
Genie = "c43c736e-a2d1-11e8-161f-af95117fbd1e"
HTTP = "cd3eb016-35fb-5094-929b-558a96fad6f3"
JSON3 = "0f8b85d8-7281-11e9-16c2-39a750bddbf1"
LightweightCharts = "d6998af1-87ca-4e7f-83d4-864c79a249fa"
OnlinePortfolioAnalytics = "d39dbdee-9d7b-4a6f-a064-c0eaa0a6e939"
OnlineStatsBase = "925886fa-5bf2-5e8e-b522-a9147a512338"
OnlineTechnicalIndicators = "dc2d07fb-478f-4566-8417-81bb3e5a7af1"
Random = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c"
Rocket = "df971d30-c9d6-4b37-b8ff-e965b2cb3a40"
SHA = "ea8e919c-243c-51af-8825-aaa63cd721ce"
SQLite = "0aa819cd-b072-5ff4-a722-6bc24af294d9"
SearchLight = "340e8cb6-72eb-11e8-37ce-c97ebeb32050"
Statistics = "10745b16-79ce-11e8-11f9-7d13ad32a3b2"
Timestamps64 = "bb4eac3f-01a0-4c2b-bd7e-ee6d71616039"
5 Likes
Looks very interesting.
What is the current status of this project?
How would a person get started on learning and using?
I have read the documents at JuliaReactiveTradingFrameworkRequirements.
But I do not see a importable package. I am assuming that this will all be something I can run locally.
Thanks for any help moving forward.
Jimmie
I’m doing it on my spare time. It’s not publishable currently. Backtesting seems to work (with order sizer and risk management) but not yet paper trading nor live trading. What I fear is that if/when I publish noone will help.
Hey, are you still there? I rebuilt and significantly improved the system. As I mentioned, I lost my entire original codebase, so it took me more than a year to rewrite and enhance it. I believe it’s pretty neat — a bit like a blend of publicly described system solutions by Jump Trading and Citadel [I wrote it, but let’s be realistic, of course :-)]. Anyway, I believe that if you’re into Julia or Lisp, you might really like it.
I’m planning to significantly limit my activities on the public forum, so in case you may have any questions, please send me a direct message. Also, I’d like to add a brief disclaimer: I’m happy to cooperate on trading related subjects, but I’m interested only in simulations or paper trading, all in full compliance with the law.