Quant framework for crypto market using Python
- Python3.7 or above
- pip install tornado zmq websockets numpy
- Edit config.py
- Run Deribit market data service:
python3 service/deribit_future_md.py
- Run Deribit transaction data service:
python3 service/deribit_td.py
- Edit and run the arbitrage strategy:
python3 strategy/deribit_cross_future.py
Then you can check out the logs to see if the services run as you expected. Supervisord is strongly recommended to be used to manage the services.