Installation¶

Requirements¶

Python 3.11+
A supported broker or data source for live use
ml4t-backtest is installed automatically as a package dependency

Install From PyPI¶

pip install ml4t-live

Optional Add-Ons¶

ml4t-live installs the core broker/feed stack used by the package. DataBento is optional and must be installed separately if you want DataBentoFeed:

pip install databento

Install From Source¶

git clone https://github.com/ml4t/live.git
cd live
uv sync --dev

Broker Setup¶

Interactive Brokers¶

Install and launch TWS or IB Gateway
Enable API access in the IB settings
Use port 7497 for paper trading or 7496 for live trading

from ml4t.live import IBBroker

broker = IBBroker(
    host="127.0.0.1",
    port=7497,
    client_id=1,
)

Alpaca¶

Create an Alpaca account
Generate API credentials
Start with paper=True

from ml4t.live import AlpacaBroker

broker = AlpacaBroker(
    api_key="YOUR_API_KEY",
    secret_key="YOUR_SECRET_KEY",
    paper=True,
)

Verify Installation¶

from ml4t.live import (
    AlpacaBroker,
    AlpacaDataFeed,
    BarAggregator,
    IBBroker,
    LiveEngine,
    LiveRiskConfig,
    SafeBroker,
)

print("ml4t-live imports succeeded")