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 . . .
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, . . .
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, . . .
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 . . .
Cryptocurrency exchange marketdata API in C++
One long-standing personal goal for me is to get up to speed on C++17 -- revisiting a programming language I last worked in professionally when I was at Goldman Sachs. Given my interest in Bitcoin and cryptocurrency trading a natural choice for a starter project is finding a way to source and parse marketdata. Bear in mind that the following . . .
Building a Jigsaw-based application server
I started a small GitHub project called Wisp after some initial failed experiments with the Felix OSGi container, IntelliJ and Java 10. Once complete Wisp will host ultra-lightweight, Netty-based Websocket services in much the same way as Tomcat, Jetty and other Web containers host servlets, and to do this it uses the Jigsaw modularity . . .
Streaming sentiment analysis of Reddit posts
VADER, or Valence-Aware Dictionary for sEntiment Reasoning, is a sentiment analysis tool first described in a paper by Hutto & Gilbert in 2014. Unlike its predecessors VADER is tuned for social media text, including emoji and common short-hands used in microblogs. I wanted to experiment with sentiment-based signals for Bitcoin, and it . . .