vwap_topstepx

VWAP-Based Automated Trading Strategy - Enterprise Production Application

A production-ready VWAP-based automated trading strategy application with REST API backend and React frontend dashboard for TopstepX.

Architecture

This is a full-stack enterprise application with:

• Backend: FastAPI REST API (Python)
• Frontend: React + TypeScript dashboard
• Containerization: Docker & Docker Compose
• Production Ready: Proper error handling, logging, and configuration management

Features

• 🎯 VWAP calculation from historical market data
• 📊 Real-time dashboard for monitoring strategy status
• 🎛️ Web-based controls to start/stop strategy
• 📈 Live VWAP data and entry point visualization
• ⚙️ Configurable parameters via environment variables
• 🐳 Docker containerization for easy deployment
• 🔒 Production-ready security and error handling

Project Structure

vwap_topstepx/
├── backend/                 # FastAPI backend application
│   ├── app/
│   │   ├── api/            # API routes
│   │   ├── core/           # Core configuration
│   │   ├── services/       # Business logic services
│   │   └── main.py         # Application entry point
│   ├── requirements.txt    # Python dependencies
│   └── Dockerfile          # Backend container
├── frontend/               # React frontend application
│   ├── src/
│   │   ├── components/     # React components
│   │   ├── services/       # API client
│   │   └── App.tsx         # Main app component
│   ├── package.json        # Node dependencies
│   └── Dockerfile          # Frontend container
├── docker-compose.yml      # Docker Compose configuration
├── vwap_strategy.py        # Core strategy implementation
├── config.py               # Configuration module
└── README.md               # This file

Prerequisites

• Docker & Docker Compose (recommended for production)
• OR Python 3.11+ and Node.js 18+ for local development
• TopstepX API Access with API credentials

Quick Start with Docker (Recommended)

1. Clone the repository

2. Set up environment variables

   cp .env.example .env
   

   Edit .env and add your TopstepX credentials:

   PROJECT_X_API_KEY=your_api_key_here
   PROJECT_X_USERNAME=your_username_here
   

3. Start the application

   docker-compose up -d
   

4. Access the application
   • Frontend Dashboard: http://localhost:3000
   • Backend API: http://localhost:8000
   • API Documentation: http://localhost:8000/api/docs

Manual Installation

Backend Setup

1. Navigate to backend directory

   cd backend
   

2. Create virtual environment

   python -m venv venv
   source venv/bin/activate  # On Windows: venv\Scripts\activate
   

3. Install dependencies

   pip install -r requirements.txt
   

4. Set environment variables

   export PROJECT_X_API_KEY=your_api_key_here
   export PROJECT_X_USERNAME=your_username_here
   

5. Run the backend

   uvicorn app.main:app --reload --host 0.0.0.0 --port 8000
   

Frontend Setup

1. Navigate to frontend directory

   cd frontend
   

2. Install dependencies

   npm install
   

3. Set environment variables (optional)

   export VITE_API_URL=http://localhost:8000
   

4. Run the frontend

   npm run dev
   

5. Access the dashboard
   • Open http://localhost:3000 in your browser

Configuration

Configuration is managed through environment variables:

Required Environment Variables

• PROJECT_X_API_KEY: TopstepX API key
• PROJECT_X_USERNAME: TopstepX username

Optional Configuration

• VWAP_DEVIATION: Deviation from VWAP (default: 2.0)
• TIMER_INTERVAL: Order check interval in seconds (default: 1800 = 30 min)
• CONTRACT_SIZE: Number of contracts per trade (default: 1)
• INSTRUMENT: Trading instrument symbol (default: ‘MGC’)
• DEBUG: Enable debug mode (default: false)
• HOST: Backend host (default: 0.0.0.0)
• PORT: Backend port (default: 8000)

API Endpoints

The backend provides the following REST API endpoints:

Status & Health

• GET /api/v1/status - Get API status
• GET /api/v1/status/health - Health check
• GET /health - Root health check

Strategy Control

• GET /api/v1/strategy/status - Get strategy status
• POST /api/v1/strategy/control - Start/stop strategy

  {
    "action": "start"  // or "stop"
  }
  

• GET /api/v1/strategy/vwap - Get current VWAP data
• GET /api/v1/strategy/positions - Get current positions

Configuration

• GET /api/v1/config - Get current configuration

API Documentation

Interactive API documentation is available at:

• Swagger UI: http://localhost:8000/api/docs
• ReDoc: http://localhost:8000/api/redoc

Strategy Logic

• Long Entry: Place BUY limit order when current price ≤ VWAP - deviation
• Short Entry: Place SELL limit order when current price ≥ VWAP + deviation
• Position Management: Only one trade at a time; skips order placement if position exists

Production Deployment

Docker Deployment

The application is containerized and ready for production deployment:

# Build and start
docker-compose up -d

# View logs
docker-compose logs -f

# Stop services
docker-compose down

Cloud Deployment

The application can be deployed to:

• AWS: ECS, EKS, or EC2
• Google Cloud: Cloud Run, GKE
• Azure: Container Instances, AKS
• DigitalOcean: App Platform, Droplets

Environment Setup for Production

1. Set environment variables securely (use secrets management)
2. Configure CORS origins in backend/app/core/config.py
3. Enable HTTPS/TLS for production
4. Set up monitoring and logging
5. Configure database for trade history (optional)

Development

Running Tests

# Backend tests (when available)
cd backend
pytest

# Frontend tests (when available)
cd frontend
npm test

Code Structure

• Backend: FastAPI with clean architecture
  • app/api/ - API routes and endpoints
  • app/services/ - Business logic
  • app/core/ - Configuration and shared utilities
• Frontend: React with TypeScript
  • src/components/ - React components
  • src/services/ - API client services

Important Notes

⚠️ Production Considerations

• Test thoroughly in a simulated/paper trading environment before live trading
• Ensure compliance with Topstep’s terms of use
• Implement proper risk management and monitoring
• Use secure secrets management for API credentials
• Monitor the application and implement alerting
• API method names may need adjustment based on actual project-x-py documentation

License

This is an enterprise production application for trading purposes.