// the find
blankly-finance/blankly
🚀 💸 Easily build, backtest and deploy your algo in just a few lines of code. Trade stocks, cryptos, and forex across exchanges w/ one package.
Blankly is a Python framework for writing algorithmic trading strategies that run against stocks, crypto, and forex with a unified interface across exchanges. The pitch is that the same strategy code backtests, paper trades, and goes live by changing one line. It targets quant hobbyists and indie traders who want to skip the exchange-specific plumbing.
The exchange abstraction is genuinely broad — Alpaca, Binance, Coinbase, KuCoin, OKX, OANDA all behind a single interface, including websocket support for most. The backtesting engine has a real engineering doc explaining how it handles slippage, fill simulation, and price resolution, which is more than most hobby frameworks bother with. The Model framework supports alternative/custom event data (tweets, custom JSON) alongside price data in backtests, which is a real differentiator. The indicator library covers the basics (RSI, MACD, moving averages) so you're not immediately reaching for TA-Lib.
The project is effectively dead — last meaningful activity was 2022-2023, and FTX support is still listed (FTX collapsed in November 2022, which tells you exactly when development stalled). Coinbase Pro was deprecated and replaced by Coinbase Advanced Trade; that integration will be broken for anyone who tries it today. The cloud deployment feature points at a Blankly platform that no longer exists, so the 'deploy in one line' story is just gone. No position sizing primitives, no portfolio-level risk management — you have to roll your own on top of raw order calls, which is the hard part of algo trading the framework skips entirely.