Online Environments¶

Online environments connect to real trading APIs for paper trading or live execution. They provide the same TorchTrade interface as offline environments but fetch real-time market data from exchanges. Each offline environment has a corresponding live counterpart:

Offline (Training)	Live (Deployment)
SequentialTradingEnv (spot, `leverage=1`)	AlpacaTorchTradingEnv
SequentialTradingEnv (futures, `leverage>1`)	BinanceFutures / BitgetFutures / BybitFuturesTorchTradingEnv
SequentialTradingEnvSLTP (spot)	AlpacaSLTPTorchTradingEnv
SequentialTradingEnvSLTP (futures)	BinanceFuturesSLTP / BitgetFuturesSLTP / BybitFuturesSLTPTorchTradingEnv
OneStepTradingEnv (spot)	AlpacaSLTPTorchTradingEnv
OneStepTradingEnv (futures)	BinanceFuturesSLTP / BitgetFuturesSLTP / BybitFuturesSLTPTorchTradingEnv

Supported Exchanges:

Alpaca - Commission-free US stocks and crypto with paper trading
Binance - Cryptocurrency futures with high leverage and testnet
Bitget - Cryptocurrency futures with competitive fees and testnet
Bybit - Cryptocurrency derivatives with native bracket orders and testnet

Overview¶

Environment	Exchange	Asset Type	Futures	Leverage	Bracket Orders
AlpacaTorchTradingEnv	Alpaca	Crypto/Stocks	-	-	-
AlpacaSLTPTorchTradingEnv	Alpaca	Crypto/Stocks	-	-	Yes
BinanceFuturesTorchTradingEnv	Binance	Crypto	Yes	Yes	-
BinanceFuturesSLTPTorchTradingEnv	Binance	Crypto	Yes	Yes	Yes
BitgetFuturesTorchTradingEnv	Bitget	Crypto	Yes	Yes	-
BitgetFuturesSLTPTorchTradingEnv	Bitget	Crypto	Yes	Yes	Yes
BybitFuturesTorchTradingEnv	Bybit	Crypto	Yes	Yes	-
BybitFuturesSLTPTorchTradingEnv	Bybit	Crypto	Yes	Yes	Yes

Fractional Position Sizing¶

Non-SLTP environments use action_levels for fractional position sizing — same as offline environments. Action values in [-1.0, 1.0] represent the fraction of balance to allocate. When adjusting positions (e.g., 100% to 50%), the environment only trades the delta, reducing transaction fees.

Live environments use a query-first pattern: they query the actual exchange position (source of truth), calculate the target based on the action, round to exchange constraints (lot size, min notional), and trade only the delta.

Timeframe Format - Critical for Model Compatibility

Always use canonical timeframe forms:

Alpaca: ["1Min", "5Min", "15Min", "1Hour", "1Day"]
Binance/Bitget/Bybit: ["1m", "5m", "15m", "1h", "1d"]
Wrong: ["60min"], ["60m"], ["24hour"] — these create different observation keys and break model compatibility.

Alpaca Environments¶

Alpaca provides commission-free trading for US stocks and cryptocurrencies with paper trading support.

AlpacaTorchTradingEnv¶

from torchtrade.envs.alpaca import AlpacaTorchTradingEnv, AlpacaTradingEnvConfig

config = AlpacaTradingEnvConfig(
    symbol="BTC/USD",
    time_frames=["1Min", "5Min", "15Min", "1Hour"],
    window_sizes=[12, 8, 8, 24],
    execute_on="5Min",
    paper=True,  # Paper trading (recommended!)
)

env = AlpacaTorchTradingEnv(config)

AlpacaSLTPTorchTradingEnv¶

from torchtrade.envs.alpaca import AlpacaSLTPTorchTradingEnv, AlpacaSLTPTradingEnvConfig

config = AlpacaSLTPTradingEnvConfig(
    symbol="BTC/USD",
    time_frames=["1Min", "5Min", "15Min"],
    window_sizes=[12, 8, 8],
    execute_on="5Min",
    stoploss_levels=[-0.02, -0.05],
    takeprofit_levels=[0.05, 0.10],
    paper=True,
)

env = AlpacaSLTPTorchTradingEnv(config)
# Action space: HOLD + 4 SL/TP combinations = 5 actions

Binance Environments¶

Binance provides cryptocurrency futures trading with up to 125x leverage and testnet support.

BinanceFuturesTorchTradingEnv¶

from torchtrade.envs.binance import BinanceFuturesTorchTradingEnv, BinanceFuturesTradingEnvConfig

config = BinanceFuturesTradingEnvConfig(
    symbol="BTCUSDT",
    intervals=["1m", "5m", "15m"],
    window_sizes=[12, 8, 8],
    execute_on="1m",
    leverage=5,
    quantity_per_trade=0.01,
    demo=True,  # Testnet (recommended!)
)

env = BinanceFuturesTorchTradingEnv(config)

BinanceFuturesSLTPTorchTradingEnv¶

from torchtrade.envs.binance import BinanceFuturesSLTPTorchTradingEnv, BinanceFuturesSLTPTradingEnvConfig

config = BinanceFuturesSLTPTradingEnvConfig(
    symbol="BTCUSDT",
    intervals=["1m", "5m"],
    window_sizes=[12, 8],
    execute_on="1m",
    stoploss_levels=[-0.02, -0.05],
    takeprofit_levels=[0.03, 0.06, 0.10],
    leverage=5,
    quantity_per_trade=0.01,
    demo=True,
)

env = BinanceFuturesSLTPTorchTradingEnv(config)
# Action space: HOLD + 2×(2 SL × 3 TP) = 13 actions (long + short)

Bitget Environments¶

Bitget provides cryptocurrency futures trading with competitive fees and testnet support. TorchTrade uses CCXT to interface with Bitget's V2 API.

CCXT Symbol Format

Bitget uses CCXT's perpetual swap format: "BTC/USDT:USDT" (not "BTCUSDT").

BitgetFuturesTorchTradingEnv¶

from torchtrade.envs.bitget import BitgetFuturesTorchTradingEnv, BitgetFuturesTradingEnvConfig
from torchtrade.envs.bitget.futures_order_executor import MarginMode, PositionMode
import os
from dotenv import load_dotenv

load_dotenv()

config = BitgetFuturesTradingEnvConfig(
    symbol="BTC/USDT:USDT",
    time_frames=["5min", "15min"],
    window_sizes=[6, 32],
    execute_on="1min",
    product_type="USDT-FUTURES",
    leverage=5,
    quantity_per_trade=0.002,
    margin_mode=MarginMode.ISOLATED,     # ISOLATED (safer) or CROSSED
    position_mode=PositionMode.ONE_WAY,  # ONE_WAY (simpler) or HEDGE
    demo=True,
)

env = BitgetFuturesTorchTradingEnv(
    config,
    api_key=os.getenv("BITGETACCESSAPIKEY"),
    api_secret=os.getenv("BITGETSECRETKEY"),
    api_passphrase=os.getenv("BITGETPASSPHRASE"),
)

BitgetFuturesSLTPTorchTradingEnv¶

from torchtrade.envs.bitget import BitgetFuturesSLTPTorchTradingEnv, BitgetFuturesSLTPTradingEnvConfig
from torchtrade.envs.bitget.futures_order_executor import MarginMode, PositionMode
import os
from dotenv import load_dotenv

load_dotenv()

config = BitgetFuturesSLTPTradingEnvConfig(
    symbol="BTC/USDT:USDT",
    time_frames=["5min", "15min"],
    window_sizes=[6, 32],
    execute_on="1min",
    stoploss_levels=[-0.025, -0.05, -0.1],
    takeprofit_levels=[0.05, 0.1, 0.2],
    include_hold_action=True,
    product_type="USDT-FUTURES",
    leverage=5,
    quantity_per_trade=0.002,
    margin_mode=MarginMode.ISOLATED,
    position_mode=PositionMode.ONE_WAY,
    demo=True,
)

env = BitgetFuturesSLTPTorchTradingEnv(
    config,
    api_key=os.getenv("BITGETACCESSAPIKEY"),
    api_secret=os.getenv("BITGETSECRETKEY"),
    api_passphrase=os.getenv("BITGETPASSPHRASE"),
)
# Action space: HOLD + 2×(3 SL × 3 TP) = 19 actions (long + short)

Bybit Environments¶

Bybit provides cryptocurrency derivatives trading with native bracket order support (stop-loss/take-profit set directly on orders). TorchTrade uses pybit, Bybit's official Python SDK, for direct v5 API access.

Symbol Format

Bybit uses simple concatenated symbols: "BTCUSDT" (not "BTC/USDT:USDT").

BybitFuturesTorchTradingEnv¶

from torchtrade.envs.bybit import BybitFuturesTorchTradingEnv, BybitFuturesTradingEnvConfig
from torchtrade.envs.bybit import MarginMode, PositionMode
import os
from dotenv import load_dotenv

load_dotenv()

config = BybitFuturesTradingEnvConfig(
    symbol="BTCUSDT",
    time_frames=["5m", "15m"],
    window_sizes=[6, 32],
    execute_on="1m",
    leverage=5,
    margin_mode=MarginMode.ISOLATED,     # ISOLATED (safer) or CROSSED
    position_mode=PositionMode.ONE_WAY,  # ONE_WAY (simpler) or HEDGE
    demo=True,  # Testnet (recommended!)
)

env = BybitFuturesTorchTradingEnv(
    config,
    api_key=os.getenv("BYBIT_API_KEY"),
    api_secret=os.getenv("BYBIT_API_SECRET"),
)

BybitFuturesSLTPTorchTradingEnv¶

from torchtrade.envs.bybit import BybitFuturesSLTPTorchTradingEnv, BybitFuturesSLTPTradingEnvConfig
from torchtrade.envs.bybit import MarginMode, PositionMode
import os
from dotenv import load_dotenv

load_dotenv()

config = BybitFuturesSLTPTradingEnvConfig(
    symbol="BTCUSDT",
    time_frames=["5m", "15m"],
    window_sizes=[6, 32],
    execute_on="1m",
    stoploss_levels=(-0.025, -0.05, -0.1),
    takeprofit_levels=(0.05, 0.1, 0.2),
    include_hold_action=True,
    leverage=5,
    quantity_per_trade=0.002,
    margin_mode=MarginMode.ISOLATED,
    position_mode=PositionMode.ONE_WAY,
    demo=True,
)

env = BybitFuturesSLTPTorchTradingEnv(
    config,
    api_key=os.getenv("BYBIT_API_KEY"),
    api_secret=os.getenv("BYBIT_API_SECRET"),
)
# Action space: HOLD + 2×(3 SL × 3 TP) = 19 actions (long + short)

API Key Setup¶

Each exchange requires API keys stored in a .env file:

# Alpaca (https://alpaca.markets/signup)
API_KEY=your_alpaca_api_key
SECRET_KEY=your_alpaca_secret_key

# Binance (https://www.binance.com/en/my/settings/api-management)
BINANCE_API_KEY=your_binance_api_key
BINANCE_SECRET_KEY=your_binance_secret_key

# Bitget (https://www.bitget.com/en/support/articles/360038859731)
BITGETACCESSAPIKEY=your_bitget_api_key
BITGETSECRETKEY=your_bitget_secret_key
BITGETPASSPHRASE=your_bitget_passphrase

# Bybit (https://www.bybit.com/app/user/api-management)
BYBIT_API_KEY=your_bybit_api_key
BYBIT_API_SECRET=your_bybit_api_secret

Always Start with Paper/Testnet Trading

Set paper=True (Alpaca) or demo=True (Binance/Bitget/Bybit) before using real funds. Start with low leverage (2-5x) for futures.

Exchange Comparison¶

Feature	Alpaca	Binance	Bitget	Bybit
Asset Types	Stocks, Crypto	Crypto	Crypto	Crypto
Futures	-	Yes	Yes	Yes
Max Leverage	1x	125x	125x	100x
Paper Trading	Yes	Yes (Testnet)	Yes (Testnet)	Yes (Testnet)
Commission	Free	0.02%/0.04%	0.02%/0.06%	0.02%/0.055%
SDK	Alpaca SDK	CCXT	CCXT	pybit (native)

Requesting New Exchanges¶

Need support for another exchange (OKX, Interactive Brokers, etc.)? Create an issue or email us at torchtradecontact@gmail.com.