/trader

Primary LanguageRustMIT LicenseMIT

TradeOptimizer

Installation

To run TradeOptimizer you need Rust 1.56.0+ (to run the optimizer) and Python 3.8 (to generate the dataset) installed in your system to properly

Dataset

You will use a dataset from the Binance Exchange, a python script is included to connect with the exchange api.

  • Make sure you have python3+ installed
  • Go inside the folder scripts/data_collector
  • run .\downloader to start downloading the dataset (it will take a couple of minutes)

The downloaded dataset uses real exchange data in a csv with the given format:

timestamp open high low close volume close_time
2019-10-18 20:30:00 7922.0700 7924.9900 7920.1600 7924.7500 9.90606700 1571430659999
2019-10-18 20:31:00 7923.4300 7929.1400 7920.8000 7922.9000 15.83760800 1571430719999
2019-10-18 20:32:00 7923.1300 7934.0900 7922.9000 7932.2600 9.98577900 1571430779999