**Python Intraday Options System Development (NIFTY / SENSEX)** I’m starting a fresh build of a **modular intraday options trading system** for Indian indices (**NIFTY / SENSEX**) and I’m looking for a **Python engineer** who can take this from zero to a **stable Phase 1 MVP**. ### Phase 1 scope This is a green-field build. The initial milestone should cover: * Robust market-data and option-chain ingestion via the **Upstox API** * A **rule-based signal engine** that can be extended later for **AI-assisted analytics modules** * **Dynamic stop-loss / take-profit logic** that adapts to live market conditions * **Paper-trading execution** with position tracking (**no live orders in Phase 1**) * Structured logging for post-trade analysis, debugging, and future extensions ### Tech expectations Core stack should be **Python 3.x**. You may recommend tools/frameworks such as **FastAPI, asyncio, pandas**, or other practical choices that keep the code modular, maintainable, and responsive for intraday use. A clean separation between: * **data ingestion** * **signal logic** * **risk / execution** * **logging / storage** is important, because later phases may include: * AI-assisted analytics * pre-market news/context bias * confidence scoring * post-trade analysis * end-of-day reporting ### What I’d like to see from you Please share: * relevant **GitHub repos / past projects / code samples** * prior experience with **broker APIs, trading systems, data pipelines, or analytics workflows** * a brief outline of how you would architect Phase 1 * estimated timeline and budget for this phase ### Acceptance criteria for Phase 1 1. End-to-end **paper trade cycle** can run unattended from market open to close. 2. Signals and paper fills are stored with timestamps, prices, and relevant metadata in a queryable store (**CSV, SQLite, or your recommended DB**). 3. Codebase is **modular, reproducib**