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zigley / feed.py
Created April 23, 2026 16:51
HFT feed async v5
import asyncio
import logging
import os
from collections import deque
from typing import Callable
import requests
logger = logging.getLogger(__name__)
SYMBOLS = ["SPY", "QQQ"]
BAR_WINDOW = 50
@zigley
zigley / feed.py
Created April 23, 2026 16:41
HFT feed REST polling v4
import asyncio, logging, os
from collections import deque
from datetime import datetime, timezone, timedelta
from typing import Callable
import requests
logger = logging.getLogger(__name__)
SYMBOLS = ["SPY", "QQQ"]
BAR_WINDOW = 50
POLL_INTERVAL = 60 # seconds
@zigley
zigley / feed.py
Created April 23, 2026 16:23
HFT feed v3
import asyncio, logging, os
from collections import deque
from typing import Callable
from alpaca.data.live import StockDataStream
from alpaca.data.enums import DataFeed
logger = logging.getLogger(__name__)
SYMBOLS = ["SPY", "QQQ"]
BAR_WINDOW = 50
@zigley
zigley / feed.py
Created April 23, 2026 16:21
HFT feed fixed
import asyncio, logging, os
from collections import deque
from typing import Callable
from alpaca.data.live import StockDataStream
logger = logging.getLogger(__name__)
SYMBOLS = ["SPY", "QQQ"]
BAR_WINDOW = 50
class BarFeed:
@zigley
zigley / main.py
Created April 23, 2026 16:17
HFT scalper main
"""
HFT Momentum Scalper — entry point.
Runs the async engine + FastAPI dashboard concurrently.
"""
import asyncio
import logging
import sys
from pathlib import Path
@zigley
zigley / feed.py
Created April 23, 2026 16:17
HFT scalper feed
"""
Real-time 1-minute bar feed via Alpaca WebSocket.
Maintains a rolling window of bars per symbol for signal calculation.
"""
import asyncio
import logging
import os
from collections import deque
from datetime import datetime, timezone
@zigley
zigley / dashboard.py
Created April 23, 2026 16:17
HFT scalper dashboard
"""
FastAPI dashboard for HFT Scalper — port 8082.
"""
import logging
from datetime import datetime, timezone
from pathlib import Path
from fastapi import FastAPI, Request
from fastapi.responses import HTMLResponse, JSONResponse
@zigley
zigley / engine.py
Created April 23, 2026 16:17
HFT scalper engine
"""
HFT Scalper Engine — main event loop.
Wires together: feed → signals → risk → broker → logger.
"""
import asyncio
import logging
from datetime import datetime, timezone
from typing import Dict, List, Optional
@zigley
zigley / logger.py
Created April 23, 2026 16:17
HFT scalper logger
"""
Trade logger — writes every trade to a JSON log file and maintains
a running performance summary for the dashboard.
"""
import json
import logging
from datetime import datetime, timezone
from pathlib import Path
from typing import Dict, List
@zigley
zigley / broker.py
Created April 23, 2026 16:17
HFT scalper broker
"""
Order router for HFT scalper.
Uses Alpaca REST API for fast market order execution.
Tracks open positions and handles bracket orders (entry + stop + target).
"""
import logging
import os
from datetime import datetime, timezone
from typing import Dict, List, Optional