I have a pairs trading strategy between BTC and ETH that I would like to execute using CME futures. The strategy trades once daily to rebalance the BTC and ETH exposures (long/short). I have done a lot of futures trading at IBKR typically using IB's VWAP Algos (over a Python API). But I can't use IBKR for this because of the way they margin the CME crypto futures. I could use any number of other futures brokers, but what setup would you recommend if I wanted the simplest technology to be able to use a VWAP type algo for the daily futures rebalance of basically just 2 futures contracts?