ultraarceus3 / spring-22-uconn-hackathon Goto Github PK

UConn Team 1's submission to the Spring 2022 Blockchain Hackathon.

Contributors:

Rany Kamel (UltraArceus3)

Nachiket Deo (Nachiket18)

Ya-sine Agrignan (Dev-10sky)

Thien-Bao (tbbui-732)

1. Create a single github account with a public repository for each team and or individual if you are not with a team
2. Install git on your local machine
3. Install docker on your local machine (Optional)
4. Clone this repo git clone https://github.com/TradeBlock/tb-hackathon.git
5. install python version 3.10 on your local development environment.
6. run pip install -r requirements.txt in directory you cloned
7. create .env file # for AWS credentials

1. Create the environment with python3.10 -m venv .venv
2. Activate the environment before step 8 in Technical Setup with source .venv/bin/activate
3. Continue with step 8 in Technical Setup

Develop a trading strategy which will provide trading signals used to predict when to BUY or SELL a cryptocurrency pair based on previous data from different exchanges. Please review references for details around how bitcoin and ethereum internals work.

A notional limit of 1 million USD will be used for limiting buys meaning the initial cash available to trade is limited to this amount Trades can only be a BUY or a SELL with a cryptocurrency amount SELL trades can only be done after BUYS (i.e. no short sell) No outside data will be allowed

A stream of trades for a fixed period of time will be fed into a function which will return an enumeration of BUY, SELL, or NEUTRAL. The return value will then be used to simulate actual trades in the market and provide a monetary profit or loss. The ending notional value of your model based computation will determine your score. The score will determine the leaderboard and ultimately the prizes to be awarded.

• Data will be available for bulk download in .csv files
• Data also can be easily downloaded into your program one row at a time in main.py
• Row data will be formatted as follows:
  • pair, price, amount, timestamp
  • pair: EXCHANGE-CRYPTO-usd where EXCHANGE is a specific exchange where the trade happened and CRYPTO is either bitcoin (xbt) or ethereum (eth)
  • price: price in dollars of the trade
  • amount: number of units which is either bitcoins or ethereum contracts
  • timestamp: is seconds since epoch and can be used in python via datetime.datetime.fromtimestamp(TIMESTAMP)
  • Sample rows are:
    • okfq-xbt-usd,14682.26,2,1514765115
    • okf1-xbt-usd,13793.65,2,1514765115
    • stmp-xbt-usd,13789.01,0.00152381,1514765115

{
  “price”: decimal.Decimal,       # fill price
  “volume”: decimal.Decimal,      # fill volume
  “error_code”: str               # Optional. “rejected”
  “error_msg”: str                # Optional. description of error
  “unfilled”: dict[str, Decimal]  # unfilled portion of trades (xbt,eth)
}

{
  “xbt”: decimal.Decimal,         # unfilled xbt volume
  “eth”: decimal.Decimal,         # unfilled eth volume
}

When an error occurs with your attempted trade, you will receive an empty fill dictionary and the unfilled trades dictionary—this may be caused by:

• Insufficient funds
• Yielded a type other than Trade or None; or
• Invalid base currency in yielded Trade

• bitcoin
• ethereum