Python Dev for Quant Trading Engine

PROJECT TITLE SIMPLE $20 MAX Python Quantitative Trading Developer Needed – Custom Non-Print Market Structure Engine, LineBreak Reconstruction, AI Integration PROJECT OVERVIEW I am looking for an experienced Python developer with strong knowledge of market data processing, algorithmic trading systems, event-driven architecture, and custom chart construction. This is NOT a traditional trading bot project. The objective is to build a proprietary market structure research and analysis platform using Interactive Brokers Time & Sales data as the primary input. The system will be used for future AI-driven analysis and strategy development. REQUIRED SKILLS * Python * Interactive Brokers API (IBKR) * Real-time market data processing * Time & Sales processing * PostgreSQL / TimescaleDB * WebSocket architecture * Custom chart construction * Multithreading / asynchronous programming * Trading system development * Historical replay systems * Quantitative research tools Experience with the following is highly preferred: * Market microstructure * Footprint concepts * Order flow analysis * Liquidity modeling * AI integration * LLM integration * Machine learning pipelines PROJECT OBJECTIVE The system will receive live Time & Sales data from Interactive Brokers. From that data, the program will build two completely separate structural datasets: 1. BID NON-PRINT DATA ENGINE Track only Bid-side non-print events. Examples: * Zero-print bid levels * Non-traded bid levels * Bid liquidity voids * Bid structural gaps * Bid persistence measurements 2. ASK NON-PRINT DATA ENGINE Track only Ask-side non-print events. Examples: * Zero-print ask levels * Non-traded ask levels * Ask liquidity voids * Ask structural gaps * Ask persistence measurements These two data engines must remain completely independent. The purpose is to model liquidity absence rather than traditional price movement. CUSTOM LINEBREAK ENGINE REQUIREMENTS The system must construct proprietary Line Break charts from the Non-Print datasets. This is a critical requirement. The Line Break charts are NOT visual indicators. They are data structures. The Line Break construction must be accurate because all downstream classification depends on these chart states. Required: 100 Bid Non-Print Line Break charts 100 Ask Non-Print Line Break charts Resolutions: 1 Line Break through 100 Line Break Total: 200 independent Line Break data engines IMPORTANT I do NOT require 200 rendered chart windows. I specifically do NOT want visual rendering of 200 charts because of CPU and memory overhead. The charts should exist internally as data structures only. The system should maintain and update them in memory and/or database form. CLASSIFICATION ENGINE I already have the classification logic and prompts. The programmer does NOT need to invent classification formulas. The system will apply provided formulas to each Line Break engine. Each chart will maintain multiple classification scores. Examples: * Compression Score * Expansion Score * Dominance Score * Synchronization Score * Structural State Score The exact formulas and rules will be provided. DATA STORAGE REQUIREMENTS Store: * Raw Time & Sales * Bid Non-Print events * Ask Non-Print events * Structural classifications * Historical states * Line Break states * Replay data Database: Preferred: * PostgreSQL * TimescaleDB Alternative recommendations are welcome. DASHBOARD REQUIREMENTS The system should provide a single primary dashboard. The dashboard should contain: MAIN TRADING WINDOW One visual chart only. This chart will be used for: * Future strategy development * Historical replay * Backtesting * Trade simulation * Signal visualization This is the only full chart that requires rendering. STRUCTURAL STATUS PANELS Display: 100 Bid Structural Panels 100 Ask Structural Panels Total: 200 small status blocks These are NOT charts. These are lightweight dashboard elements. Each block should display the current classification state and scores for its corresponding Line Break engine. Examples: * Compression * Expansion * Transition * Strength * Synchronization Simple color coding and numerical values are sufficient. AI INTEGRATION The platform is being designed to support future local AI integration. The architecture should be designed so future agents can consume: * Historical data * Classification data * Structural states * Synchronization data Preferred output options: * JSON * WebSocket * API endpoints PERFORMANCE REQUIREMENTS This project is intended to run continuously. Efficiency is important. The architecture should: * Minimize CPU usage * Minimize memory usage * Support real-time updates * Support historical replay * Support future AI integration DELIVERABLES * Fully documented Python code * Installation instructions * Database schema * Real-time data ingestion * Bid Non-Print Engine * Ask Non-Print Engine * 200 internal Line Break engines * Classification framework integration * Dashboard UI * Historical replay capability * Source code ownership transferred upon completion WHEN APPLYING Please include: 1. Examples of trading systems you have built. 2. Experience with Interactive Brokers API. 3. Experience with custom chart construction. 4. Experience with event-driven market data systems. 5. Experience with databases used for tick data. 6. Estimated timeline. 7. Estimated cost. Please do not apply if your experience is limited to simple indicator scripting or retail trading bots. This project requires strong software engineering and market data architecture experience.

Project ID: 40523492