I started to work on a live trading app and stumbled upon a problem which is not really that obvious in backtesting - how to deal with the situations when the app does not run continuously, because ie. it has to be scheduled to run at a specific time of day, week, or month, or it gets interrupted by some sort of failure, so it needs to be restarted and pick up from where it dropped. I am not sure if there is any algo-trading library with a direct support for something like that, but it could probably be achieved through hacking, ie. by setting portfolio, cash, active orders etc. when initializing the app. I was wondering if anyone faced the same problem and has some helpful insights to share.
If you’re doing live trades, state should come from an OMS.
You may use your app as frontend service while having a backend running on a server and checking for new trades at the frequency you desire