Live Trading on Lime

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Run

import datetime
from pathlib import Path

from ziplime.core.run_live_trading import run_live_trading

if __name__ == "__main__":
    perf = run_live_trading(
        trading_calendar="XNYS",
        algorithm_file=str(Path("strategy.py").absolute()),
        config_file=str(Path("strategy_config.json").absolute()),
        total_cash=100_000.0,
        emission_rate=datetime.timedelta(minutes=1),
    )
    print(perf.tail())

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Credentials and account

• By default the exchange reads Lime Trader SDK credentials from the environment. To use a credentials file, construct LimeTraderSdkExchange(..., lime_sdk_credentials_file=...) and pass it as exchange=.
• Market data from Lime reads LIME_SDK_CREDENTIALS_FILE.
• If the credentials give access to several brokerage accounts, set LIME_SDK_ACCOUNT_ID. Automatic selection is refused for safety.

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What the adapter does

• Async throughout.
• Orders are validated by the broker and rounded down to whole lots (whole shares).
• Fills are deduplicated from the account’s trades.
• Capital allocation per strategy: with capital_limit, the strategy sees the account’s positions but trades its allocated capital, not the whole account’s cash.
• A single-tick clock for scheduled deployments.

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Order guards

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Before going live

• Backtest with next-bar fills and a real commission (--commission-per-share), not the CLI’s zero default.
• Make sure every TICKER@MIC you trade resolves in your asset database.
• Start with the guards on and a small capital_limit.