Jul-05-2024, 10:39 PM
Sounds like you're tackling a complex but exciting project with your stock algo implementation! Given the setup with Polygon for market data and Tradestation for execution, your approach makes sense with multiprocessing handling the data streaming and separate threads for each stock symbol for parallel processing. Regarding asyncio vs threading for the Tradestation API interactions, asyncio would likely fit well since it's designed for asynchronous I/O operations, which are crucial for handling multiple API calls efficiently without blocking. It can help manage the I/O-bound operations effectively across multiple symbols. Your plan to utilize multiprocessing to handle the data streams and distribute the workload across cores seems solid for scaling up with various symbols. Just monitor resource utilization and consider profiling to optimize performance as you scale.