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I use https://alpaca.markets/
They are for Stocks. But they have a REST API that allows you to write in Python. I don't think this is exactly what you meant, but thought I would share anyway.
I've built one that's coming close to being releasable though it's more "programmer-centric" in it's current state than "end-user-centric" like most traditional ($$$) retail platforms. It does have better replay functionality (IMHO) than what's currently offered by either TradeStation, MultiCharts or NinjaTrader (i.e. true tick-by-tick real-time replay, with variable speed control). It's very Futures-centric at the moment as that's what I mostly trade, but plan on ultimately supporting IB, Alpaca & CCXT (for Crypto) brokerage-wise. DTN/IQFeed or CSV are all I plan on supporting for data near-term. It also has built-in optimizer & backtest support.
It's 100% Python 3.8+ and surprisingly fast - at some point I plan on running & recording similar TradesStation, MultiCharts and " Fu510nTrader" charts on a single 1920x1200 screen for comparison-sake - stay tuned
@Fu510n is the system going to be open source? and can it easily be extensible to use MT5 (python integration)? Does it support MTF? May I also be included in your pilot program?
If I ever got the code to the level of "professionalism" I'd like, I'd probably consider licensing it but since I really don't have the time or interest in supporting such a project, I'll most likely go the FOSS route and let others rip & tear as they see fit. I have a GitHub repo set up at Fu51onTrader for when I feel the code is ready for prime time.
I'm not sure how/why you'd want to integrate with MT5 other than possibly for data and/or trading FOREX - if that's the case, it's not on the roadmap at the moment. MTF (technically, multiple "charts" on a given "workspace") is on the backlog though only a single chart (with up to 9 indicator "subgraphs") is currently implemented.
For now, just keep checking the GitHub repo for updates - I'll most likely post a series of articles on NexusFi at some point (post-GitHub upload) that describes the platform in detail and my thoughts on trading in general. I still use TradeStation and MultiCharts for live trading at the moment but that will ideally change to FT at some point. There is quite a bit of refactoring I'm in the midst of at the moment integrating Numba for better performance - once that's done, it should be decent enough to let loose into the wild .
