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 and satisfy AsyncBrokerProtocol. In normal usage they sit behind SafeBroker, and strategies interact with a synchronous broker wrapper created by LiveEngine.

• Strategy code uses synchronous calls such as broker.get_position(...) and broker.submit_order(...)
• Infrastructure code uses 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 TWS
    client_id=1,
    account=None,
)

await broker.connect()

Notes

• 7497 is the usual TWS paper port
• 7496 is the usual TWS live port
• 4002 and 4001 are the usual paper/live IB Gateway ports
• TWS or IB Gateway must be running with API access enabled before you connect

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 and should stay on until you are ready for live deployment
• The broker tracks positions and pending orders from Alpaca account state plus trade-update callbacks

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, 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}")