Algorithmic Trading with Golang and Alpaca SDK

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Zacary Fettig
Zacary Fettig
Tech
  • Pine Cove Consulting MSP
  • Azure Solutions Architect Expert | MCSE: Core Infrastructure

Algorithmic Trading with Golang and Alpaca SDK

Summery

Building efficient algorithmic trading software with Go. Alpaca is a developer focused brokerage that provides an SDK and API tools for placing and managing trades. Alpaca can be integrated into software that is being developed to deliver a complete trading pipeline supporting both backtesting and live execution. This project aims to create a a professional grade trading system with full reporting and analysis.

Architecture Considerations

There are two different types of AKS Clusters that can be created. A Public AKS Cluster will expose the Control Plane API to the internet and a Private Cluster blocks all public access to the API using a private endpoint for control plane communication. A section exists for public clusters that allow control plane access to be restricted down to certain subnet ranges and for the cost conscious, that will be the best option. But it will require constant conformation and policies to be put in place to make sure that setting isn't accidently changed opening up the cluster to risk. NSGs or Firewalls can't be placed on the control plane level as a layered approach, since Microsoft manages the control plane infrastructure.

There is no cost difference between creating a private vs public cluster, but the consideration is that with a private cluster, public load balancer can't be used for inbound access and is not supported by Microsoft for that configuration. Most people use App Gateway or Azure front door for private clusters as a substitute. App Gateway adds an absolute minimum of $55 a month to the deployment cost, where a public load balancer would be much cheaper. The best solution depends on the the project goals and needs.

Development and Deployment

Learn to deploy project using the Azure GUI or Pulumi IaC in Go. Click below for the full deployment guide.

With the core Azure infrastructure in place, the Kubernetes cluster and application configurations are ready for deployment. Follow the steps below to deploy them using Azure DevOps.

Deploying Cloud Native Distributed Applications

Algorithmic Trading Application Development

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