Distributed Systems Team 2

By Asbel and Katelyn

Premise

Automated trading systems are taking over the industry (and in a way, the world, too!). Every single day, computer applications and platforms trade various instruments/asset classes across the market such as commodities, equities, options, futures, and many more. The modern-day trader is equipped with so much more than the old school trader -- we now have advanced algorithms that have been designed by PhD quants and some of the smartest developers in the world. How on earth can the average Joe compete against those with such complex systems? It’s getting so out of hand. So, let’s explore some of these things that make today’s traders so advanced. We will be delving into low-latency trading, parallel computing, and concurrent systems that are making trading processes so robust. We will be utilizing concepts we've reviewed in the course including low latency and high performance/parallel computing.

Project breakdown

Implement low latency connectivity to various trading venues.
Access to live market and historical market data analysis.
Binance Python scripts
XSEDE/Stampede2.

Run instructions

Open this project in IDE that supports Python (Jupyter notebook, Spyder)

XSEDE/Stampede2 Instructions

Open XSEDE (https://portal.xsede.org/web/xup/single-sign-on-hub) and login with account info.
Connect to PuTTY with appropriate Host name or your computer's IP address. For computer IP address, Google search.
Note: Do not follow SSH command instructions on Stampede 2 page (https://www.tacc.utexas.edu/use-tacc/getting-started;jsessionid=11EE7AF927F35F69C691F1BCD82B9DAC) unless you have an account directly with them.
For the purpose of this guide, we will follow the Stampede2 user guide SSH commands after installing PuTTY. You can find the Stampede2 user directions here: https://portal.tacc.utexas.edu/user-guides/stampede2. You would need to create an account directly with Stampede 2 if you do not already have a student account in XSEDE.

Binance data directions

binance_api.py Basic functions to get historical (kline) and real-time market information on Binance.

binance_kline_info.py Pull data from Binance and save kline data to csv files.

Research

Distributed Systems in Trading: https://medium.com/coinmonks/why-a-distributed-system-for-the-trading-industry-instead-of-a-centralised-one-8c21236ae899

Low-Latency and DS in financial applications: https://queue.acm.org/detail.cfm?id=2770868

XSEDE portal: https://portal.xsede.org/web/xup/single-sign-on-hub