/portfolio-inc-var-api

Rest Api risk management trading tool based on incremental value at risk

Primary LanguageTypeScript

Rest Api risk management trading tool based on incremental value at risk

Description

Following the inspiration of the darwinex youtube playlist Institutional-Grade Risk Management Techniques for Traders this api will allow you to manage the risk of your trading systems based on incremental value at risk based on variance-covariance method (take into account the volatility and the correlation between assets)

The project is built in Typescript using nestjs framework.

DataProvider

To calculate the value at risk you need to get the last n candles of the asset. Below supported dataProvider.

Data Source Status
Binance Future ✅

Running the app with docker

docker run -p 3000:3000 gaugau3000/portfolio-inc-var-api

Running the app with node js

# development
$ npm run start

# watch mode
$ npm run start:dev

# production mode
$ npm run start:prod

Test

# unit tests
$ npm run test

# e2e tests
$ npm run test:e2e

# test coverage
$ npm run test:cov

Documentation

Please find swagger doc here You can make tests on this api going to http://localhost:3000/api

License

This tool is MIT licensed.