I need a Python-based trading algorithm that executes my low-risk strategy directly on the Delta Exchange API. The code has to place, modify, and cancel orders, track exposure in real time, and respect strict draw-down and position-size limits I’ll supply once we start. Please build a clean connection layer that authenticates, streams order-book data through WebSockets, and fails over gracefully; a risk-manager that blocks trades exceeding my thresholds; and a strategy module where I can plug in my volatility-filter logic. Detailed logging to CSV (and ideally SQLite) must capture every market event and decision for later review. Acceptance criteria • Demonstration on Delta’s testnet showing orders routed and closed according to the risk rules • PEP 8-compliant code with doc-strings and a concise README • Editable config file for symbols, leverage, and risk limits Share your timeline and any relevant repos or screenshots so I can gauge fit.