A Modular Python Framework for Multi-Asset Perpetual Futures Trading

Summary

This document outlines a Python framework for managing several perpetual futures markets. Its modules cover market data, exchange-specific contract precision, positions, orders, account metrics, and a live status display. The main loop polls these components at set intervals, while order management can cancel and replace orders when prices drift and pause trading when data is delayed.

The framework is infrastructure rather than a trading strategy: users are expected to supply their own signals and position rules. The included example demonstrates a basic buy-side rule based on position value, but provides no backtest results or evidence of profitability. The source excerpt is incomplete, and the described safeguards and accounting features should be checked against the actual implementation and exchange behavior before use. It focuses on USDT-margined perpetual contracts and assumes one-way position mode.

Key ideas

• The framework separates market data, account and position tracking, precision handling, and order management.
• It is designed to manage multiple perpetual futures symbols through a shared state object.
• Order maintenance includes price-drift checks and pausing when market data is delayed.
• The example leaves the core signal logic to the user and does not establish strategy performance.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.