Nexus: Algorithmic Trading Platform

Nexus is a robust and modular algorithmic trading platform designed to execute various trading strategies, such as mean reversion and momentum, in a scalable and secure manner. The platform integrates with AWS services (SQS, SNS, Secrets Manager) for message queuing, event-driven architecture, and secure secret management. It is designed to run both locally and in cloud environments.

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Table of Contents

1. Features
2. Architecture
3. Getting Started
   • Prerequisites
   • Installation
   • Configuration
4. Environment Variables
5. Security
6. Testing
7. Contributing
8. License

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Features

• Modular Design: Easily add new trading strategies as independent services.
• Event-Driven Architecture: Uses AWS SQS and SNS for message queuing and event handling.
• Secure Secret Management: Integrates with AWS Secrets Manager for secure storage of sensitive information.
• Environment Agnostic: Runs seamlessly in both local and cloud environments.
• Logging and Monitoring: Built-in logging for debugging and monitoring.

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Architecture

The platform is structured as follows:

• Services: Each trading strategy (e.g., Reversion, Momentum) is implemented as a separate service.
• Helpers: Common utilities like logging, AWS client management, and environment decryption.
• Environment Management: Uses .env files for configuration, with support for encrypted environment files for added security.
• AWS Integration: Leverages AWS SQS, SNS, and Secrets Manager for message handling and secret management.

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Getting Started

Prerequisites

• Python 3.12+
• AWS account with access to SQS, SNS, and Secrets Manager.
• AWS CLI configured with valid credentials.
• GPG for encrypting/decrypting environment files.

Installation

1. Clone the repository:

git clone https://github.com/jaredgrxss/nexus.git
cd nexus

2. Install dependencies:

python -m pip install --upgrade pip
pip install -r requirements.txt

3. Set up environment files:

cp .env.example .env

Configuration

1. Environment Setup

nano .env
python src/helpers/cloud/encrypt_env_file .env

2. AWS Resources

• Create SQS queues for inter-service communication
• Configure SNS topics for event notifications
• Store sensitive credentials in Secrets Manager

3. GPG Setup

gpg --full-generate-key  # Create new keypair
gpg --list-secret-keys   # Note your key ID

Environment Variables

Variable Description Required AWS_ACCESS_KEY_ID AWS IAM access key Yes AWS_SECRET__ACCESS_KEY AWS IAM secret key Yes DATA_SNS_ARN ARN for market data topic Yes BROKER_ACCESS_KEY Encrypted via secrets manager Yes BROKER_SECRET_ACCESS_KEY Logging verbosity No

Security

• Encrypted Secrets: Production credentials stored in AWS Secrets Manager
• Environment Encryption:

# Decrypt for local development
python src/helpers/env_helpers.py decrypt .env.gpg

• IAM Policies: Least-privilege access for AWS resources
• Audit Logging: All trades logged to S3 bucket with versioning

Testing

Run the test suite with coverage:

pytest --cov=src --cov-report=html

• Unit tests: tests/unit
• Integration/tests: tests/integration
• Security tests: tests/security

Contributing

1. Fork the repository
2. Create your feature branch:

git checkout -b feature/new-strategy

3. Add tests for new features
4. Submit a pull request

License

Distributed under the MIT License. See LICENSE for more information