Live trading runtime for ML4T strategies with broker integrations, risk checks, and shadow mode.
Use ml4t-live after a strategy has passed research and backtesting. It runs strategies that follow
lifecycle version 1 against Interactive Brokers or Alpaca, applies SafeBroker limits, and supports
a staged path from shadow mode to paper trading and live execution.
ml4t-live supports Python 3.12, 3.13, and 3.14 on Linux, macOS, and Windows.
uv add ml4t-liveThe default installation includes the Interactive Brokers, Alpaca, CCXT, and OKX adapters. Install
the experimental extra only when evaluating the DataBento feed:
uv add 'ml4t-live[experimental]'Broker execution requires an account, a configured paper or live environment, and market-data permissions. The credential-free quick start below verifies the installed public API and shadow portfolio behavior without contacting a broker or placing an order.
from ml4t.backtest import Order, OrderSide, OrderStatus
from ml4t.live import VirtualPortfolio
portfolio = VirtualPortfolio(initial_cash=100_000)
fill = Order(
asset="SPY",
side=OrderSide.BUY,
quantity=10,
order_id="shadow-1",
status=OrderStatus.FILLED,
filled_price=500.0,
filled_quantity=10,
)
portfolio.process_fill(fill)
position = portfolio.positions["SPY"]
assert position.quantity == 10
assert portfolio.cash == 95_000
print(f"shadow position: {position.quantity:g} SPY")Expected output:
shadow position: 10 SPY
Continue with the shadow-mode tutorial before connecting a provider.
LiveEngine,SafeBroker, Interactive Brokers and Alpaca execution adapters, the OKX funding feed, and typed bar aggregation are stable-supported within their documented capabilities.- Alpaca, Interactive Brokers, generic CCXT, and DataBento feeds require explicit experimental
opt-in with
experimental=True. Experimental adapters report their missing guarantees on first use. - Shadow mode never routes orders to the wrapped broker. Paper and live modes require explicit execution identity and provider-specific qualification.
- State and journal files enforce current-user ownership and mode
0600on POSIX systems. On Windows, restrict the containing directory with service-account ACLs. - The package has no hardware-specific acceleration or hardware dependency.
Read the support and qualification boundary before promoting a strategy beyond shadow mode.
ml4t-backtest provides the portable Strategy lifecycle used here. ml4t-specs defines the
shared lifecycle and canonical intent contracts. See the
ML4T libraries page for the broader ecosystem.
git clone https://github.com/ml4t/live.git
cd live
uv sync --all-extras --dev --locked
uv run python scripts/qualification/run_stable_gate.pyThe full gate runs lint, formatting, type checking, tests, coverage, stress and performance checks, strict documentation, package builds, clean artifact installs, and security qualification.
Report defects through the issue tracker. Report suspected vulnerabilities through private vulnerability reporting, not a public issue. Release notes and artifacts are available from GitHub Releases.