/fyp22068

This is the implementation of our FYP titled "Optimal Order Placement in Cryptocurrency Markets" for the COMP4801 course.

Primary LanguageJupyter Notebook

fyp22068

This is the implementation for our FYP titled "Optimal Order Placement in Cryptocurrency Markets" for the COMP4801 course.

Group Members

  1. Kritik Satija
  2. Raghav Agarwal
  3. Mohammad Muttasif

Contributions

Component Tools Used Contributor(s)
Exchange Simulator Python Kritik, Raghav
Deep Q-Network algorithm Python Kritik
Microprice algorithm Python Raghav
Front-end PyQt5 Muttasif

Usage

Environment

Create virtual environment using pipenv, conda, or any other virtual environment creator. The example below is using conda:

conda create -n crypto-market-simulator python=3.x
conda activate crypto-market-simulator
pip install -r requirements.txt

Running the simulator

Run the file market-simulator.py in the market-simulator directory to start the simulator

python market-simulator.py

Running the Reinforcement Learning model

In the reinforcement-learning directory, run the reinforcement-learning.ipynb file using Jupyter Notebook. Run all the cells

Running the Microprice algorithm

In the microprice directory, run the microprice.ipynb file using Jupyter Notebook. Run all the cells

Running Data Analytics

In the data-analytics directory, run the data_collection.ipynb file using Jupyter Notebook. Run all the cells. This will generate the required csv files for analytics.ipynb. For convenience, a csv file has been provided for analysis