Multi-broker order execution framework for automated portfolio rebalancing. Part of the FinLab quantitative trading package.
| Broker | Module | Realtime |
|---|---|---|
| Fugle | brokers.fugle |
Yes |
| Sinopac (Shioaji) | brokers.sinopac |
Yes |
| Fubon | brokers.fubon |
Yes |
| Masterlink | brokers.masterlink |
Yes |
| Schwab | brokers.schwab |
No |
| Binance | brokers.binance |
No |
brokers.pocket |
No | |
| E.SUN | brokers.esun |
Yes (via Fugle) |
finlab/online/
├── core/ # Abstract interfaces, position, executor, enums, realtime
├── brokers/ # Broker-specific Account implementations
├── dashboard.py # Cloud-connected multi-strategy rebalancing engine
├── panel.py # Jupyter notebook GUI for interactive order placement
└── tests/ # Unit and integration tests
from finlab.online import OrderExecutor, Position
# See https://doc.finlab.tw/details/order_api/ for full documentation.# Unit tests (fast, mocked)
pytest tests/unit/ -v
# Integration tests (requires broker credentials)
pytest tests/integration/ -v -sSee tests/README.md for credential setup and details.
Contributions are welcome. All changes must pass the existing test suite.