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cryptomoneystuff's Introduction

CryptoMoneyStuff

Folders

  • script: contains project scripts (Python 3.5)
    • algo: scripts for trading algorithms definition
    • data: scripts for data management (download from Polniex and insert into db).
    • forecast: scripts for up/down forecasting (classification).
    • models: saved models
  • credentials: contains files with login credentials. Not pughed to git.
  • sql: contains useful queries
  • sh: some .sh test scripts

To Do

Data

  • download data about Order Book: returnOrderBook API. Define time interval of data update and for which currencies.
  • download data about Volumes: return24hVolume API. Define time interval of data update and for which currencies.
  • populate table about fees (handmade)

Forecasting

  • define what to forecast (target): binary classification of up/sell, price regression
  • define time horizon of the forecast
  • define features used to forecast/which currencies

Trading

  • define trading algo
  • define on which currencies to focus
  • arbitrage opportunity between different trading desks

cryptomoneystuff's People

Contributors

edoardolegnani avatar diegopaladini avatar edolegn avatar

Watchers

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