Kyle Downey

Goddess of Fame

Automating the Phemex exchange with Python

Phemex is a new cryptocurrency derivatives exchange founded by a group of ex-Morgan Stanley developers. Its name comes from a combination of the Greek goddess of fame, Pheme, and "mercantile exchange." Its primary offering is what it terms a perpetual futures contract, which most closely resembles a CFD or contract for difference: . . .

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March 01, 2020

RAPIDS at Home

Building a GPU-accelerated Ubuntu Server

On Thursday night my new RTX 2080 Super GPU card arrived, which means it's time to crack open my home-built Linux desktop, Charger. The goal of this project is to create a dual-GPU Ubuntu server running nvidia-docker so I can experiment with RAPIDS, Nvidia's GPU accelerator for data science.

Getting started

After . . .

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February 22, 2020

Inception

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

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