/blsh-lob-bot

Limit Orderbook CNN model implementation for ETH-BTC (buy-low-sell-high indicator)

Primary LanguageJupyter Notebook

Limit Orderbook CNN model implementation for ETH-BTC (buy-low-sell-high indicator)

  1. Using data from the Limit Orderbook Data bot
  2. Train and validate (optimised for RTX 30 series GPUs)
  3. Predict categorical outcomes using the trained model in nodejs

Idea came from this reference paper: https://arxiv.org/pdf/1808.03668