API financières Jobs

Schwab API Execution Hardening – 2 Week Contract I’m completing a nearly finished Python trading system (“Hyperion”) and need a senior execution-focused engineer for final hardening and validation. This is NOT a strategy build. This is broker execution stabilization. System Context: • Schwab API integration • Cash account only • Single-leg options only • No spreads • No margin • GUI guardrails implemented (contract limits, capital caps, DTE filters, one position per symbol) • 80–90% complete Scope: • Validate OAuth refresh logic • Harden order submission (idempotency, duplicate prevention) • Confirm proper order lifecycle handling • Implement position reconciliation checks • Add structured logging &bu...

I have already got built python based trading algo that can execute index options orders on the Indian market in real time. The core requirement is seamless, low-latency integration with the zerdoha API (but order execution in angelone broker).so that the script can place, modify, and square-off positions the moment a signal is generated. Let me be very clear that only issue I have been facing is that my trading strategy is very very price sensitive (speciallly closing prices in 2 min timeframe on nifty options) and its based on closing prices of nifty options 2 min candles, so the most mandatory and NON-NEGOTIABLE PART IS THAT THE CLOSING PRICES LIVE FETCHED DATA MUST MATCH WITH BROKER CHART CLOSING PRICES AND ACCORDINGLY ENTRY SIGNAL WILL BE , this only issue needs to be resolved (not ...

I want to build a Python-based trading algorithm that can execute index options orders on the Indian market in real time. The core requirement is seamless, low-latency integration with the AngelOne API so that the script can place, modify, and square-off positions the moment a signal is generated. My signals and position sizing logic are ready; what I need from you is production-ready code that handles the full trade-life-cycle—connect, authenticate, stream prices, fire orders, confirm fills, and gracefully handle disconnections. Although back-testing and advanced risk modules may come later, this first milestone is strictly about real-time trading execution done me be very clear that I have already got few algos developed by someone buut the only issue I have been facing is that m...

I need a robust yet straightforward way to pull equity and option-chain information from Massive, Yahoo Finance, or any other reliable market data API you propose, and deliver it straight into my Excel model (or a clean CSV that drops in seamlessly). The data set must include: • Historical OHLC prices and volume • Key market statistics such as market-cap, short interest, basic fundamentals • Full options chains with greeks when available I have no hard preference on the raw download format—as long as the end result is refreshable in Excel without manual clean-up. What I expect from you 1. A well-commented script or low-maintenance workflow (Python, VBA, Power Query, or similar) that authenticates, fetches, and aggregates the fields above. 2. Mapping lo...

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Project Overview I need a Python developer to build a modular trading system where: ✔ BUY strategy works independently ✔ SELL strategy works independently ✔ Both use stock list from Chartink ✔ Strategies are structured to run on AlgoTest Market Scope: • Indian stocks from NSE • Nifty 200 + FnO • Intraday (1-min / 10-min) Module 1 — Scanner Input Fetch stock list from Chartink scanner Auto refresh at defined interval Module 2 — BUY STRATEGY ENGINE Handles only long trades. Examples of rules: Price above VWAP (2 candle close) previous day breakout % calculation First 10-min breakout Entry, SL, Target logic Output: BUY signals only Module 3 — SELL STRATEGY ENGINE Handles only short trades. Examples of rules: Price below VWAP Breakdown p...

I need a robust yet straightforward way to pull equity and option-chain information from Massive, Yahoo Finance, or any other reliable market data API you propose, and deliver it straight into my Excel model (or a clean CSV that drops in seamlessly). The data set must include: • Historical OHLC prices and volume • Key market statistics such as market-cap, short interest, basic fundamentals • Full options chains with greeks when available I have no hard preference on the raw download format—as long as the end result is refreshable in Excel without manual clean-up. What I expect from you 1. A well-commented script or low-maintenance workflow (Python, VBA, Power Query, or similar) that authenticates, fetches, and aggregates the fields above. 2. Mapping lo...

I need a Solana-based bot that can execute trades automatically while constantly monitoring trading-volume signals to decide when to enter or exit positions. The core idea is a “monitoring”-style strategy rather than complex arbitrage or high-frequency scalping: the bot should watch real-time volume spikes on chosen pairs and trigger pre-set order actions the moment a threshold is crossed. Key expectations • Continuous stream access to Solana on-chain data (e.g. via WebSockets/RPC endpoints) with sub-second latency • Simple, configurable rules where I can define the target markets, volume threshold, order size, and slippage tolerance • Auto-trade execution through a DEX of your choice (Jupiter, Serum, or Orca are fine as long as you justify the choice) &...

I need a Python developer experienced with financial APIs to create a financial reporting tool. This tool will focus on generating reports on top percentage gainers using 1-minute bars over a 10-minute span. Key Requirements: - Financial reporting tool development - Integration with financial APIs (, Alpaca, Yahoo Finance, etc.) - Focus on top % gainers metric - Use of 1-minute bars over 10-minute span Ideal Skills & Experience: - Proficiency in Python - Experience with financial data and APIs - Strong analytical skills - Background in finance or data analysis

Project Overview I need a Python developer to build a modular trading system where: ✔ BUY strategy works independently ✔ SELL strategy works independently ✔ Both use stock list from Chartink ✔ Strategies are structured to run on AlgoTest Market Scope: • Indian stocks from NSE • Nifty 200 + FnO • Intraday (1-min / 10-min) Module 1 — Scanner Input Fetch stock list from Chartink scanner Auto refresh at defined interval Module 2 — BUY STRATEGY ENGINE Handles only long trades. Examples of rules: Price above VWAP (2 candle close) previous day breakout % calculation First 10-min breakout Entry, SL, Target logic Output: BUY signals only Module 3 — SELL STRATEGY ENGINE Handles only short trades. Examples of rules: Price below VWAP Breakdown p...

I need a reliable automation that mirrors every order placed in my master equities account to multiple follower accounts in real time. Master Broker is Alice Blue Core scope • Trade mirroring – market, limit, stop, partial fills, cancels, and modifications must be replicated almost instantly. • Risk management – configurable lot multipliers, per-account caps, daily loss limits, max exposure per symbol, and detailed logs of any intervention. Deliverables 1. Fully documented source code and deployable package. 2. Step-by-step configuration guide plus a brief live demo showing successful mirroring and active risk controls. 3. Test script or unit tests proving position parity after a sample session. Acceptance criteria • Average relay time ≤ 300 ms. • Ris...