Integrations that meet your desk where it trades

OptionsLab runs against IB Gateway / TWS with multi-account paper and live routing. Positions, open orders, fills, bracket repair, Flex queries, and market-data subscriptions feed the dashboard and risk engine in real time.

• Multi-account IB Gateway pools with paper / live isolation
• Order placement, brackets, OCA exits, and kill-switch gates
• Live positions, PnL, open trades, and execution audit trail
• Option chain cache warmed from IBKR structural data
• Per-account Flex Web Service for cancelled-order history

Alpaca’s commission-free API is a natural fit for equities and listed-options desks that want cloud-native execution alongside IBKR. We are designing a shared broker abstraction so Alpaca accounts can ride the same signal, sizing, and guardrail stack.

• Unified order model mapped to Alpaca trading API
• Paper and live environments with desk-level risk caps
• Position and fill sync into the same dashboard views as IBKR
• Webhook + REST coexistence with existing automation paths

Schwab’s developer platform and thinkorswim ecosystem serve a large share of active traders. OptionsLab’s integration roadmap includes Schwab-side auth, account discovery, and order routing for desks standardizing on Schwab alongside—or instead of—IBKR.

• OAuth-based Schwab API session management
• Account hierarchy mapping to OptionsLab account slots
• Order types aligned with Schwab equity & options constraints
• Read-only portfolio sync for unified risk dashboards

Robinhood is on the broker roadmap for traders who want a retail-facing account inside the same OptionsLab risk and automation layer. The goal is to reuse the desk’s shared order model, guardrails, and portfolio views once a stable brokerage path is available.

• Shared order abstraction for retail account routing
• Position and fill sync into the same dashboard views as IBKR
• Per-account risk caps and kill-switch support
• Manual routing and automation coexistence with existing workflows

Option ticks and OHLCV bars land in Timescale hypertables with continuous aggregates. The dashboard, local indicators, and nightly Parquet export sidecar all read from this store.

• Hypertables for option_ticks and ohlcv_bars
• Continuous aggregates for daily rollups
• Retention policies coordinated with Parquet export

Redis backs option-chain structural cache, pub/sub for live updates, and Redis Functions for server-side transforms—keeping hot paths out of Postgres under burst load.

• Chain expiries / strikes cache (structural, not greeks)
• Session-adjacent pub/sub for dashboard freshness
• Redis 8 Functions for in-memory transforms

Beyond TradingView, the webhook layer is the generic ingress for any HTTP signal source—HMAC-verified, rate-limited, and traced into the audit log before routing.

• Signed TradingView alert payloads
• Configurable per-account routing and symbol maps
• Full request audit for compliance review

Kill switches, daily halts, demo mode, and liquidity gates sit between every signal and the broker—so integrations never bypass your operational rules.

• Global and per-account kill switch
• Daily halt cascades with configurable targets
• Demo mode intercept at broker boundary