[RFC] Add TradeStation Live Data Adapter

[ltamagnone]

RFC: TradeStation Live Data Adapter

Summary

I would like to contribute a live data adapter for TradeStation, a popular US-based broker supporting futures, equities, and options trading.

Motivation

TradeStation is a well-established broker with:

• Strong US retail and institutional presence
• Comprehensive futures markets (CME, CBOT, NYMEX, etc.)
• Equity and options trading
• Professional-grade API with OAuth 2.0 authentication
• Active developer community

Implementation Status

The adapter is already complete and tested:

• ✅ Full Python implementation following NautilusTrader patterns
• ✅ OAuth 2.0 authentication with automatic token refresh
• ✅ Instrument provider for futures, equities, and options
• ✅ Historical bar data retrieval (minute, daily, weekly, monthly)
• ✅ Live data client integration
• ✅ 18 automated tests (8 provider + 10 HTTP client) - all passing
• ✅ ~85% test coverage
• ✅ Comprehensive documentation with 3 usage examples
• ✅ Follows NautilusTrader coding standards (95% compliance)

Technical Details

Architecture:

• Python-based adapter (similar to Polymarket, Interactive Brokers)
• HTTP client with OAuth 2.0 authentication
• InstrumentProvider supporting FuturesContract and Equity types
• LiveDataClient integration with MessageBus and Cache
• Sandbox and production environment support

Alignment with Project Goals

• Professional focus: TradeStation is a regulated US broker targeting serious traders
• Performance: HTTP-based, efficient polling for bar data
• Reliability: Comprehensive error handling and automated tests
• Python implementation: Follows existing Python adapter patterns (Polymarket, IB)
• Low maintenance: Well-tested, documented, clear code structure

Long-term Maintenance

I am committed to:

• Maintaining the adapter
• Responding to bug reports
• Updating for API changes
• Supporting users via GitHub issues

API Documentation

• TradeStation API: https://api.tradestation.com/docs/
• OAuth 2.0 flow documented
• RESTful endpoints for market data
• Rate limits: reasonable for retail/small institutional use

Questions for Maintainers

1. Does this integration align with NautilusTrader's roadmap?
2. Are Python-based adapters still accepted, or must new adapters be Rust-based?
3. Is the implementation approach acceptable? (HTTP polling vs WebSocket)
4. Any specific requirements before submitting a PR?

Thank you for considering this contribution!