Kyle Downey


Running a local Kubernetes cluster with kind

So far we've been using Docker and Docker Compose for running components of the Serenity trading system, but at a certain point we will need the power of Kubernetes to orchestrate and provision resources for the trading system.

The Kubernetes in Docker project, or kind, is a more featureful alternative to minikube for running . . .

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February 01, 2020

Death, Taxes and Bitcoin

Building a database for tax reporting

Once a year I need to pay taxes for the capital gains on my Bitcoin trades, which in prior years has meant also paying the Bitcoin Taxes service to generate a TXF file with the necessary inputs for TurboTax to do its thing and generate a statement. Unfortunately this year Bitcoin Taxes could not handle the complexity of trading across . . .

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January 20, 2020

Research-to-Go with Docker

Containerizing Jupyter Lab and Git

With our tickstore building up every day with all the BTC-USD and BTC-USDT trades from Coinbase and Binance, it's time to create a research environment. For this part of the project I wanted a combination of Jupyter Lab with its integrated Git plugin, plus a means of sharing the RAID store of ticks on the local PC. Docker and Docker . . .

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December 15, 2019

Streaming Marketdata Recorder

A simple trade data recorder in Python

In the previous two articles of this series on the Serenity cryptocurrency trading system we built a polling REST marketdata recorder and a Pandas-based local tick store. In this next article we are going to upgrade that system to support real-time trade capture from multiple exchanges through their websocket interfaces: Coinbase Pro and . . .

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November 24, 2019

Building Behemoth

A simple Pandas-based Bitcoin tickstore

In this next edition of the series on building the Serenity cryptocurrency trading system I'm going to focus more on the research part of the problem, specifically how to collect, query and analyze Bitcoin tick data. We will look at how to use Pandas and its in-built support for the HDF5 storage format to build a simple tick database, . . .

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November 06, 2019

First, Recompile Everything

Building a simple Python marketdata recorder

An inordinate amount of time on the Serenity project recently has been spent compiling software, mostly due to Bunsen Labs being on an older Debian version, "Stretch" -- not ancient, but behind on things like compilers, Python version, etc.. First I went back-and-forth between CLang and gcc trying to get a modern C++ compiler setup, . . .

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October 26, 2019


A simple crypto trading system

I sometimes trade Bitcoin on Coinbase Pro -- as a New York state resident I don't have many choices thanks to the BitLicense -- and while the Web interface is decent, it does not provide all the functionality I want. I also want to brush up on my C++ and Web development, both of which I last did professionally 20 years ago, and want to . . .

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August 10, 2019