We are seeking an experienced software development company or expert team to design and build a Level 1 and Level 2 Automated Trading System (ATS) in Python. This is a fixed-price project with an estimated duration of 3 to 6 months, followed by 6 months of post-implementation support and upgrades, following an industrial W-cycle development approach. The project will start from a blank page (greenfield development). Strong expertise in automated trading systems architecture is mandatory. ________________________________________ Scope of Work The system will consist of 10 modules total: 🔹 Level 1 – Automated Trading Execution (5 Modules) Level 1 will implement fully automated trading strategies for: • Asset Class: US Large Cap Stocks • Trading Style: Day Trading • Primary Entry Timeframe: 5-minute (5m) • Position Type: Long only (initial phase) Core Functional Requirements: • Real-time market data consumption • Market depth (order book) monitoring • Integration of approximately 5–7 technical indicators (details disclosed after NDA) • Multi-timeframe trend analysis: o 1 Hour o Daily o Weekly • Detection of: o Market trend o Trend exhaustion o Alignment across higher timeframes • Generation of a “GO Long” signal • Automated limit order placement • Trade monitoring and lifecycle management The system must prioritize simplicity and robustness in algorithm design. ________________________________________ 🔹 Level 2 – Adaptive Optimization (5 Modules) Level 2 will focus on: • Performance analysis of Level 1 strategies • Automated evaluation of trading results • Adaptive parameter optimization • Strategy performance tracking • Continuous improvement logic Initial scope will focus on adaptive parameter optimization (not full AI or deep machine learning). Advanced ML is not required at this stage. ________________________________________ Technical Requirements • Language: Python • Broker Integration: Interactive Brokers • API: TWS API (direct connection) • Data Requirements: o Real-time market data o Market depth (Level 2 data) • Order Types: o Primarily limit orders • Modular system architecture • Secure API credential management • Clean, scalable code structure • Logging and monitoring framework No strict latency requirement for this phase (not high-frequency trading), but real-time functionality must be stable and reliable. ________________________________________ Architecture & Functional Design The selected team will: • Lead functional analysis • Define detailed strategy logic • Design full system architecture • Produce technical documentation • Manage development lifecycle • Oversee implementation and deployment • Provide maintenance and structured upgrades The indicators and detailed strategic logic will be disclosed after NDA signature. ________________________________________ Security & IP Protection • Strict confidentiality required • NDA mandatory • Secure handling of trading credentials • Protection of proprietary strategy logic • Secure deployment practices ________________________________________ Required Experience We are looking for: • Minimum 5+ years experience in automated trading systems • Proven experience with Interactive Brokers integration • Strong background in algorithmic trading (equities) • Experience designing modular, production-grade systems • Understanding of market depth usage in trading logic • Strong software architecture capability Experience in high-frequency or professional trading systems is a plus. ________________________________________ Deliverables 1. Full system architecture documentation 2. Functional specification 3. 10 fully implemented modules (Level 1 + Level 2) 4. Testing & validation framework 5. Deployment support 6. 6 months post-implementation support 7. Upgrade roadmap following industrial W-cycle methodology ________________________________________ Project Type • Fixed Price • Long-term collaboration preferred • Confidential trading project ________________________________________ If you have strong experience building production-level automated trading systems and are comfortable leading architecture from scratch, we welcome your proposal. Please include: • Relevant trading system experience • Technologies used • Experience with Interactive Brokers • Approach to modular trading system design • Example past projects (if possible)