https://github.com/logvinovleon/eth1

Eth1 trading program
https://github.com/logvinovleon/eth1

Last synced: 17 days ago
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Eth1 trading program

• Host: GitHub
• URL: https://github.com/logvinovleon/eth1
• Owner: LogvinovLeon
• License: mit
• Created: 2016-02-23T10:51:58.000Z (almost 9 years ago)
• Default Branch: master
• Last Pushed: 2016-02-27T20:42:18.000Z (almost 9 years ago)
• Last Synced: 2024-10-31T15:24:02.124Z (2 months ago)
• Language: OCaml
• Homepage:
• Size: 99.6 KB
• Stars: 0
• Watchers: 3
• Forks: 0
• Open Issues: 0
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

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README

        
# Eth1 trading program

## How to run

* Install opam (package manager) with it's dependencies

    `apt-get install -y software-properties-common git unzip aspcud mercurial m4`

    `wget https://raw.github.com/ocaml/opam/master/shell/opam_installer.sh -O - | sh -s /usr/local/bin`

    `opam init`

    `eval $(opam config env)`

* Clone this repo

    `git clone https://github.com/LogvinovLeon/eth1`

* Install dependencies

    `opam install core async yojson -j 4`

* Make

    `make`

* Install on amazon EC2 instance

    `make intall`

## TODO

* Add more data & metrics to State

* Adapt message & action types to real data specification

* Implement two moving average crossover strategy

* Implement pair trading strategy

## System architecture

### Network: 

`Connection` : Server connection & reconnection logic. Reading & writing raw data.

### Message:

`Message` : Parsing data from server

`Action` : Generating raw data for server

### State:

`State` : Functions operating on state (our assets, orders, books history)

### Logic:

`Controller` : Strategy independent logic & strategy signature

`Two_moving_average_crossover` : Two moving average crossover strategy

### Utils:

`Color` : Helper functions & types for colored console output

### Mock Server:

`mock_server.py` : Mock TCP server which sends commands & receives commands