/hex-trust-test

Primary LanguageJupyter Notebook

Technical Assignment for Hex Trust

Name: Liu Wei
Email: u3555658@connect.hku.hku

This repository is for Task2 and Task3.

For Task 2

  • For the orderbook question, I use the depth difference data from binance, for constructing the orderbook, i use the priorityQueue,in this case, it can remove the best bid/ask in O(1)time.

    • please run the code:
    python ./Task2/orderbook.py
    
  • For the problem: "Find the AWS instance that has the lowest latency with the server where the exchange’s matching engine resides",

    • I use the Dijkstra Algorithm, all the servers in AWS would in the graph structure.
    • the weight in each edge would be the response time for the adjancent node.
    • To get the reponse time, we should use the ping method to get the time
    • please run the code :
    python ./Task2/dijkstra.py
    
    
    

Task 3

  • Question1.py is the implementation of calculating the funding rate

  • Question2.py is the implementation of the implied funding rate

  • Question3.ipynb is the data exploratory and trade idea.