Who are we?
We are a small 'boutique' trading company that currently operates a trading bot on some popular digital currency exchanges. Our expertise is very strong in algorithm development, logic and mathematics but we are looking to engage talent to help us tackle some of our software challenges.
What we want?
Our existing trading bot relies on data from polling a REST API, but what we now need is to upgrade to a solution that can consume market events from a websocket feed. We are looking for a neat generic solution that can be applied to additional exchanges in the future. Actual implementation details will vary of course but the overall interface that we use should be consistent.
The websocket feeds provide a stream of events that are occuring on the market. In particular they will typically provide information about trades that have occurred on the exchange and when orders change on the orderbook.
We want to consume this stream of data and maintain an accurate local copy of the orderbook based on the websocket data. The trading bot will use the local copy as its primary information source, so it is critical that the data is always accurate, and it should be able to detect if there is any risk that the local copy is incorrect.
Although this is a short term project, we are ideally looking for somebody who would be interested in building a working relationship with us, as we have many similar projects that we will be undertaking in the future.
The initial project will be to develop a solution for a single Australian exchange only.
The requirement is to develop a 100% reliable method for consuming the websocket data and maintaining an accurate and up to date orderbook for each of the markets that operate on the exchange.
Details of the websocket API can be found here: https://help.acx.io/api/websocket
Who are we looking for?
- Solid programming experience working in python3.
- Experience in python packages such as websocket, threading and requests.
- Practical experience building and interfacing with webservices and APIs.
- Attention to detail and ability to develop critically reliable solutions.
- Some knowledge or basic experience with trading exchanges may be helpful but is not cirtical.
The websocket feed is private data that requires authentication, so you will need to make an account on the exchange. There are no signup fees. It usually takes a few days only.
- Please make a detailed proposal for the work that you will be required to undertake with an estimate on the hours required.
- Please outline to us any previous projects that you have completed that would be considered relevant.
February 26, 2018
I am willing to pay higher rates for the most experienced freelancers