Your trading logic and your order structure carry over. The relay functions in the Reamer Research library send the same orders your strategy returns in a backtest to a running Reamer Server and reads the fills back. Around it, you build a pre-trade gate and a broker connector once per deployment, feed live bars, and keep indicators as running state. Cost settings stay in research: live costs are what your broker charges.
Both kits ship the same guide to the move, RESEARCH_TO_SERVER.md, with a one-order round trip you can run. This is a plain summary of it.
What carries over
- The decision logic: entry and exit rules, position sizing, stop and target levels, and risk thresholds.
- The order.
reamer_relay_send()takes the sameReamerOrderRequestyouron_barreturns. Order IDs are numbered as in a backtest, so a cancel names the same order in both places, and the submission rules for closing and reducing are the same. - The instrument names.
reamer_relay_open()takes the sameticker_names[]array you pass toreamer_run_backtest()and sends each order under its name. Backtest results carry those names too, so you can check them against your live instrument table as a build step. - The language. Reamer Server hosts no strategy. Your strategy runs in its own process, so it can stay in Python, C++ or anything else that reaches the server's socket.
What changes
- Where bars come from. In Reamer Research the engine calls your strategy with a window of past bars. Live, your process reads bars from your feed, so an indicator that needs history, such as a moving average or ATR, is kept as running state. This is the one change to the strategy's own code.
- Exits. The live socket carries each order on its own, so a stop and a target are sent as their own orders rather than as a bracket attached to the entry.
- Costs. Backtest spread, slippage and commission are a simulation. Live costs are what your broker charges.
What you build
- A gate that accepts or rejects each order against your own rules. Its decisions are published on the server's event stream.
- A broker connector for your broker. See Which brokers does Reamer Server connect to?
Both are built once and shared by every strategy. The Server kit has worked examples to start from, including a full FIX 4.4 integration in Go, and the round trip in RESEARCH_TO_SERVER.md runs one research order through its reference gate to a simulated fill.
Licences
Each product is licensed separately, per machine. A machine running both holds one seat of each. See pricing.
For how to write a strategy so the move is easy, and how to prove the live version matches the backtest, see How do I take a strategy from backtest to live trading without a rewrite?