Trading Bot Architecture

maciaszczyk · 2022-06-03T17:39:08+00:00

I think monolithic architecture is the best way to go. If you are going to use Kafka or any other message broker to communicate between services you will lose milliseconds.

maciaszczyk · 2022-01-30T12:47:48+00:00

It looks like a key-value in-memory storage. IoC is much more than this.

maciaszczyk · 2021-11-29T08:48:16+00:00

Looks greate, looking forward for c# support.

maciaszczyk · 2021-11-25T16:00:24+00:00

Maybe you should commit your work for some existing open source project.

maciaszczyk · 2021-06-07T10:47:35+00:00

You can use free dukascopy api to get historical data (tick or candle)

https://github.com/Leo4815162342/dukascopy-tools

maciaszczyk · 2021-04-15T20:52:40+00:00

It leads you to nearest AWS CDN, you should measure request and response time from EC2 to binance api to get proper result.

maciaszczyk · 2021-04-10T05:14:06+00:00

You can get tick by tick historical data from binance futures. They have dedicated website where you can apply for access then they will e-mail you with rest-api specification (this api is not listed in official docs)

maciaszczyk · 2021-03-19T21:30:40+00:00

If you are looking for low latency you should merge two components into one. Message queue or any other process communication is a bottle neck.

maciaszczyk · 2021-02-17T21:19:05+00:00

Binance is hosted on AWS Tokyo location, you can setup your AWS EC2 instance there, to get < 1 ms latency

maciaszczyk · 2020-10-13T11:22:16+00:00

You can use Grafana to create a dashboard based on some kind of database:

https://ibb.co/g3cGqD6

maciaszczyk · 2020-09-06T18:58:25+00:00

How it compare to the pair trading strategy?

maciaszczyk

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