Inspiration
Make money away from my laptop
What it does
Currently, streams crypto market data on ETH/USD, runs calculations to determine if it is a good short term long or short opportunity, and automatically executes an order and notifies via discord.
How we built it
Using Python. Pandas for the data science, and Alpaca API for order execution and market data. Discord for webhooks
Challenges we ran into
Mostly system design. What is the best and most optimal way to run all the functions on a schedule? For later versions of the project, streaming market data and calculating signals in real time, rather than on a slight delay.
There are also MASSIVE issues with spread. The API I'm using gets market data from a relatively illiquid market, so the spread is an order of magnitude higher than it would be in a live environment.
Accomplishments that we're proud of
Technically it is completely automated. It will automatically execute orders based on a set of parameters, and notify the user when positions are entered, even when we're away from the computer
What we learned
Quite a bit about data manipulation in Pandas, generating alpha, and building a minimal viable trading system.
What's next for Crypto Trading Bot
Currently, this is Trading Bot 1.0 For 2.0, I want to integrate triangular arbitrage and exchange arbitrage. This would mean parsing market data on multiple symbols at the same time and running calculations in real time For 3.0, I want to implement a sandwich strategy (backrunning and frontrunning) for either arbitrage opportunities, or liquidation events. These rank up in order of profitability. I'd also want to make a dashboard to view all of this financial information
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