{"id":13460944,"url":"https://github.com/Moun1r1/QuantResearchDev","last_synced_at":"2025-03-24T19:33:29.842Z","repository":{"id":78643324,"uuid":"134448273","full_name":"Moun1r1/QuantResearchDev","owner":"Moun1r1","description":"Quantitative crypto bot framework","archived":true,"fork":false,"pushed_at":"2018-11-13T20:53:56.000Z","size":2398,"stargazers_count":29,"open_issues_count":5,"forks_count":15,"subscribers_count":15,"default_branch":"master","last_synced_at":"2024-08-01T02:11:54.697Z","etag":null,"topics":["cryptocurrencies","cryptocurrency","machine","machine-learning","quantitative-finance","trading"],"latest_commit_sha":null,"homepage":"","language":"JavaScript","has_issues":true,"has_wiki":null,"has_pages":null,"mirror_url":null,"source_name":null,"license":null,"status":null,"scm":"git","pull_requests_enabled":true,"icon_url":"https://github.com/Moun1r1.png","metadata":{"files":{"readme":"README.md","changelog":null,"contributing":null,"funding":null,"license":null,"code_of_conduct":null,"threat_model":null,"audit":null,"citation":null,"codeowners":null,"security":null,"support":null,"governance":null,"roadmap":null,"authors":null}},"created_at":"2018-05-22T17:04:24.000Z","updated_at":"2024-06-01T23:49:00.000Z","dependencies_parsed_at":"2023-02-24T01:45:24.508Z","dependency_job_id":null,"html_url":"https://github.com/Moun1r1/QuantResearchDev","commit_stats":null,"previous_names":["mounirlabaied/quantresearchdev"],"tags_count":0,"template":false,"template_full_name":null,"repository_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/Moun1r1%2FQuantResearchDev","tags_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/Moun1r1%2FQuantResearchDev/tags","releases_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/Moun1r1%2FQuantResearchDev/releases","manifests_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/Moun1r1%2FQuantResearchDev/manifests","owner_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners/Moun1r1","download_url":"https://codeload.github.com/Moun1r1/QuantResearchDev/tar.gz/refs/heads/master","host":{"name":"GitHub","url":"https://github.com","kind":"github","repositories_count":222004377,"owners_count":16914876,"icon_url":"https://github.com/github.png","version":null,"created_at":"2022-05-30T11:31:42.601Z","updated_at":"2022-07-04T15:15:14.044Z","host_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub","repositories_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories","repository_names_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repository_names","owners_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners"}},"keywords":["cryptocurrencies","cryptocurrency","machine","machine-learning","quantitative-finance","trading"],"created_at":"2024-07-31T10:00:51.306Z","updated_at":"2024-10-29T06:31:02.436Z","avatar_url":"https://github.com/Moun1r1.png","language":"JavaScript","readme":"# QuantResearchDev by Moon Hedge Fund \n# Projet has been migrated to gitlab and is now private no more update !!!!!!\n\n![GitHub Logo](/media/logo.png)\n\nWanna talk with us ? : https://discord.gg/Qq4MVVV\n\nQuant Research dev \u0026 Traders open source project\n\n## Who is Moon ? \nA community of traders \u0026 coders that want to spread some good logic to improve the overral knowledge of automated trading (no identity nor invite will ever be provided to join us, we are closed)\n\n## User stories\n\n - I want to be able to run backtests against 1 coin pair\n - I want to be abke to run backtests against multiple coins\n - I want to be able to run backtrsts using different candle sizes\n - I want to be able to implement multiple indicators in a single strategy using multiple time frames\n - I want to be able to see the order book in the strategy\n - As a user who wants to create some strat, I want to be able to easily draw some graphs with some custom info ( indicators / max / min / Sell / buy / anything )(edited)\n - As a user I want this bot to run on several coins\n -  As a user I want fine tuned buy and sell signal, at sub minute timings, ( probably though web sockets )\n - as a user, I want an integration with somethign like discord or telegram, so I can get some information from my running bot from my phone\n -  I would like to be able to monitor account holdings\n -  I would like to be able to manage the asks and bids volume based on my own rules\n -  i want: function of strategy responded for currency/fiat . ex: btc in last 2 minutes -2% then sell asset, currency to USDT\n -  i want: strategy for execution orders (can write do use market, limit and when - high volume, retries failed etc)\n -  As a strat explorer, I want to have several strat running on paper trade at the same time\n\nConcept\n- Rebuilt time candle dynamicaly to expand view \n- Invoke dynamicaly strategy by weight score\n- Use direct websocket \u0026 Azure Data Table stored data\n\n\n## Data Model\n![GitHub Logo](/media/DataModel.jpg)\n\n## Concept\n- IDWN \n- IExchanger -\u003e Platform\n- IIndicator -\u003e TA virtual method override\n- IIMarket -\u003e Stream all market pairs to built sentiment, retrace and corelate news\n- INode -\u003e Restream to node using websocket all moon roles\n- IInterface -\u003e Use modelized view for UI rendering\n- Performance -\u003e manage resources allocation and repeated task through timespan\n- Risk -\u003e Risk model using RMSI (Tree based risk management) (Identify - Avoid - Hold - Transfer)\n- Risk Parking -\u003e Parking hodler statisticals follower and manager\n- DNA -\u003e Dynamic code agent to change runtime logic\n- RNN -\u003e Recurent Neural Network to predict slope / direction\n\n## Interface Overview\n### Real Time wall bounce overview\n![Waller](/media/Waller.JPG)\n\n### Market Automatic Pairs detections\n![Waller](/media/MarketAutoExtract.JPG)\n\n### Real time market broadcaster\n![Market](/media/broadcaster.JPG)\n\n### Real time trady trading pattern \u0026 ta in server node\n![TANode](/media/RTTA.JPG)\n\n### Real time binance market all pairs movement\n![MarketMovement](/media/RTAMarket.JPG)\n\n### Real Time overall market sentiment and capital\n![MarketSent](/media/MarketSentiment.png)\n\n### Azure Data Table storage\n![cloudstorage](/media/AzureTableStorage.png)\n\n### Auto elect pair for a given strategy before live\n![cloudstorage](/media/Autoelect.JPG)\n\n### Some custom TA \n![DynamicId](/media/DAT.JPG)\n\n## Release v0.1\nBest effort for EOY 2018.\n\n## Credits\n- Bitmex (for the good market making codes) \n- Bitfinex (for the code websocket srv)  \n- Trady (with love) \n- Ninja (for the good design)\n","funding_links":[],"categories":["Trading System"],"sub_categories":["Crypto Currencies"],"project_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2FMoun1r1%2FQuantResearchDev","html_url":"https://awesome.ecosyste.ms/projects/github.com%2FMoun1r1%2FQuantResearchDev","lists_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2FMoun1r1%2FQuantResearchDev/lists"}