Building Your First Algo

This guide walks you through building your first algorithmic trading strategy with Datafye. The approach you take depends on whether you're using your own containers or Datafye's managed Algo Container.

Choose Your Approach

Using Own Algo Container

Build algos in your own containerized environment, giving you complete control over your technology stack and infrastructure.

Best for:

  • Developers with existing algo infrastructure

  • Teams with custom frameworks and tools

  • Use cases requiring specific languages or libraries

  • Maximum flexibility and control

You'll learn:

  • Setting up your development environment

  • Connecting to Datafye Data Cloud APIs

  • Consuming historical and real-time market data

  • Implementing trading logic in your containers

  • Deploying and testing your algo

Scenarios: Foundry: Data Cloud Only and Trading: Data Cloud + Broker

Using Datafye Algo Container

Build algos using Datafye's managed Algo Container and SDK, with integrated backtesting, optimization, and AI-assisted development.

Best for:

  • Developers building algos from scratch

  • Teams wanting integrated development tools

  • Use cases leveraging AI-assisted development

  • Focus on strategy logic, not infrastructure

You'll learn:

  • Setting up the Datafye Algo Container SDK

  • Using AI-assisted algo development with MCP servers

  • Implementing signal generation with SDK abstractions

  • Running backtests and optimizing parameters

  • Deploying to production

Scenarios: Foundry: Full Stack and Trading: Full Stack

What You'll Need

Before starting, ensure you have:

  • Datafye deployment provisioned - Either Foundry or Trading environment

  • Development environment - Your preferred IDE/editor and containerization tools (own container) or Java 17+ (Datafye container)

  • Market data credentials - Data provider API keys configured in your deployment

  • Broker credentials (Trading scenarios only) - Brokerage API keys for paper/live trading

Related Documentation

Last updated: 2025-10-22

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