Replay and paper trading

Replay engines play a strategy back over historical data with an interactive Bokeh chart (play / pause / step / speed), so you can visually audit behavior. They are also the way to feed a recorded order book to L2 order-flow indicators offline.

ReplayEngine

ReplayEngine runs a programmatic strategy forward over historical ticks or klines, with the same constructors as the other engines plus playback options:

from tradetropy.replay import ReplayEngine
from tradetropy.plotting import PlotConfig
from tradetropy.plotting.live import LiveChart
from tradetropy.datasets import load_btcusd_1m

engine = ReplayEngine.by_klines(SmaCross(), data=(load_btcusd_1m(),), speed=5.0)

chart = LiveChart(config=PlotConfig(theme='dark'), max_candles=200)
engine.run(live_chart=chart)     # play/pause/step/speed controls appear in the browser

Playback is forward-only; use Restart to rewind and replay from scratch. speed is a ticks/sec multiplier (float('inf') = turbo).

Replaying a recorded order book

Pass book=BookData (a single BookData or a tuple/list of them) to replay an L2 book time-aligned with the ticks, which is what makes DeepTrades and the order-book metrics work offline. The symbol is read from each BookData.symbol, so you never pass a {symbol: BookData} mapping. The bundled adausd_ticks + adausd_book datasets are aligned for this:

from tradetropy.datasets import load_adausd_ticks, load_adausd_book

engine = ReplayEngine.by_ticks(
    DeepFlow(),
    data=(load_adausd_ticks(),),
    book=load_adausd_book(),
    speed=20.0,
)
engine.run(live_chart=chart)

See Order flow and L2 for the full DeepTrades strategy and examples/orderflow_l2.py.

PaperEngine

PaperEngine is the discretionary counterpart: it plays data forward and lets you place trades manually from the chart (order ticket), for practicing setups without writing a programmatic strategy. It shares the same forward-only playback controls as ReplayEngine.

Live trade overlays

The live/replay/paper-trading chart draws closed-trade markers and connector lines, the open position's average-price line, and dashed take-profit (green) and stop-loss (red) lines with price labels. These update every tick and clear on Restart.