I need my volume-based equities and options strategy turned into a fully automated algorithm that plugs straight into the Shoonya platform by Finvasia. The logic is simple: detect significant surges or drops in traded volume, buy into the momentum, and exit (or reverse) when volume fades or predefined targets are hit. Everything should run hands-free on live markets as well as in paper mode for testing. Shoonya already exposes REST/WebSocket APIs for market data and order routing, so please build on those endpoints rather than wrapper hacks. A clean, well-commented Python implementation is preferred, but I am open to another language if it natively supports Shoonya and keeps latency low. Key needs • Works on NSE cash stocks and their corresponding options • Real-time volume analysis with user-defined thresholds • Entry, exit, SL and trailing parameters easily editable from a config file or simple UI • Toggle for intraday or carry-forward positions, respecting exchange rules • Instant alerting (email/Telegram) for every trade fired or cancelled • Robust error handling so connectivity drops or API hiccups never leave open orders unmanaged Deliverables - Source code with inline comments and a short README covering setup on Windows - A back-test (CSV or simple report) on at least six months of historical data showing win-rate, drawdown and key metrics - One live demonstration session on Zoom or Meet to prove end-to-end execution through Shoonya Hand-off is complete once the code runs on my machine, places sample trades, and matches the back-tested logic. If you have prior experience with Shoonya or similar Indian broker APIs, that will make integration smoother.