88 lines
3.3 KiB
Markdown
88 lines
3.3 KiB
Markdown
# Broker Gateway
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## Overview
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The Broker Gateway service will provide a unified interface for connecting to multiple broker APIs and trading venues within the stock-bot platform. It will abstract the complexities of different broker systems, providing a standardized way to route orders, receive executions, and manage account information across multiple execution venues.
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## Planned Features
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### Broker Integration
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- **Multi-broker Support**: Connectivity to multiple brokerage platforms
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- **Unified API**: Standardized interface across different brokers
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- **Credential Management**: Secure handling of broker authentication
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- **Connection Management**: Monitoring and maintenance of broker connections
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- **Error Handling**: Standardized error processing across providers
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### Order Routing
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- **Smart Routing**: Intelligent selection of optimal execution venues
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- **Route Optimization**: Cost and execution quality-based routing decisions
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- **Failover Routing**: Automatic rerouting in case of broker issues
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- **Split Orders**: Distribution of large orders across multiple venues
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- **Order Translation**: Mapping platform orders to broker-specific formats
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### Account Management
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- **Balance Tracking**: Real-time account balance monitoring
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- **Position Reconciliation**: Verification of position data with brokers
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- **Margin Calculation**: Standardized margin requirement calculation
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- **Account Limits**: Enforcement of account-level trading restrictions
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- **Multi-account Support**: Management of multiple trading accounts
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### Market Access
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- **Market Data Proxying**: Standardized access to broker market data
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- **Instrument Coverage**: Management of tradable instrument universe
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- **Trading Hours**: Handling of exchange trading calendars
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- **Fee Structure**: Tracking of broker-specific fee models
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- **Corporate Actions**: Processing of splits, dividends, and other events
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## Planned Integration Points
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### Upstream Connections
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- Order Management System (for order routing)
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- Risk Guardian (for account risk monitoring)
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- Authentication Service (for user permissions)
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### Downstream Connections
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- External Broker APIs (e.g., Alpaca, Interactive Brokers)
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- Market Data Providers
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- Clearing Systems
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## Planned Technical Implementation
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### Technology Stack
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- **Runtime**: Node.js with TypeScript
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- **Database**: Fast key-value store for state management
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- **Messaging**: Message bus for order events
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- **Authentication**: Secure credential vault
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- **Monitoring**: Real-time connection monitoring
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### Architecture Pattern
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- Adapter pattern for broker integrations
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- Circuit breaker for fault tolerance
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- Rate limiting for API compliance
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- Idempotent operations for reliability
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## Development Guidelines
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### Broker Integration
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- API implementation requirements
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- Authentication methods
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- Error mapping standards
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- Testing requirements
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### Performance Considerations
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- Latency expectations
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- Throughput requirements
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- Resource utilization guidelines
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- Connection pooling recommendations
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### Reliability Measures
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- Retry strategies
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- Circuit breaker configurations
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- Monitoring requirements
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- Failover procedures
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## Implementation Roadmap
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1. Core integration with primary broker (Alpaca)
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2. Order routing and execution tracking
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3. Account management and position reconciliation
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4. Additional broker integrations
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5. Smart routing and optimization features
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