Implementing a Simple Trading Bot Framework in Python

Building a trading bot from scratch teaches you more about markets than any course. Here's a clean, extensible framework. Design Principles Separation of concerns — strategy logic, execution, and risk management are separate modules Event-driven — react to market data, don't poll Paper trading first — always simulate before going live Logging everything — you can't debug what you can't see Core Architecture from abc import ABC , abstractmethod from dataclasses import dataclass from enum import Enum from datetime import datetime import logging logger = logging . getLogger ( __name__ ) class Side ( Enum ): BUY = ' buy ' SELL = ' sell ' @dataclass class Signal : symbol : str side : Side strength : float # 0 to 1 timestamp : datetime metadata : dict = None @dataclass class Order : symbol : str side : Side quantity : float order_type : str # 'market', 'limit' price : float = None class Strategy ( ABC ): @abstractmethod def on_bar ( self , symbol : str , bar : dict ) -> Signal | None : pass