Brokers

ml4t-live currently ships two broker adapters:

• IBBroker for Interactive Brokers
• AlpacaBroker for Alpaca stocks and crypto

Broker Model

The raw broker implementations are asynchronous. They implement AsyncBrokerProtocol and are meant to be used by LiveEngine and SafeBroker.

• Strategy code uses synchronous broker calls such as broker.get_position(...)
• Raw broker instances use async methods such as await broker.get_cash_async()

Interactive Brokers

from ml4t.live import IBBroker

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

await broker.connect()

Notes

• 7497 is the usual TWS paper port
• 7496 is the usual TWS live port
• You must have TWS or IB Gateway running with API access enabled

Alpaca

from ml4t.live import AlpacaBroker

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

await broker.connect()

Notes

• paper=True is the safe default
• The broker maintains positions and pending orders internally from Alpaca account state and trade updates

Recommended Wrapper

Wrap raw brokers with SafeBroker before handing them to LiveEngine:

from ml4t.live import LiveRiskConfig, SafeBroker

safe_broker = SafeBroker(
    broker,
    LiveRiskConfig(
        shadow_mode=True,
        max_position_value=25_000,
        max_order_value=5_000,
    ),
)

Direct Async Broker Calls

Outside strategy code, use the broker asynchronously:

cash = await broker.get_cash_async()
equity = await broker.get_account_value_async()
order = await broker.submit_order_async("AAPL", 10)

Strategy-Side Calls

Inside Strategy.on_data(...), the broker object is synchronous:

def on_data(self, timestamp, data, context, broker):
    if broker.get_position("AAPL") is None:
        broker.submit_order("AAPL", 10)

Disconnect

await broker.disconnect()

Error Handling

Broker connection and order failures surface as standard Python exceptions, typically RuntimeError, broker SDK exceptions, or RiskLimitError when wrapped by SafeBroker.

from ml4t.live import RiskLimitError

try:
    await safe_broker.submit_order_async("AAPL", 10_000)
except RiskLimitError as exc:
    print(f"blocked by risk controls: {exc}")