Hotei

Hotei indicator are showing data's that we consider useful that are not show on other website providing an hedge on the market.

Documentation

Context

As part of my studies, I had the opportunity to develop a project to create a company: Hotei. For over a year, with the help of a colleague studying engineering, we developed a suite of tools intended to assist and automate cryptocurrency trading systems.

Responsibilities

Responsible for all the technical part of Hotei:

• Algotrader (Javascript, NodeJS)
• Backtester (C++)
• Website (Python, Django)
• Database (PostgreSQL + TimescaleDB)
• Docker (development, production)
• Research (pandas, matplotlib, jupyter notebook)

Technical and Functional Environment

Algorithmic Trading:

• Javascript NodeJS, Sqlite3 - RedGekko

We started with an open source project (RedGekko), into which we integrated our algorithm and modified the project to perform two-leg trades.

Backtester:

• C++, threadpool, .csv

Complete construction of a multi-strategy, multi-asset group backtester that records each buy & sell in multiple .csv files to then generate an html report (ranaroussi/quantstats).

Website/Backend:

• Python Django (celery, telegram alerts), TradingView library, PostgreSQL/TimescaleDB, Bulma (css), Docker

Website for viewing charts and tools (Open interest, long/short volumes, Price impact). Automated system for fetching and aggregating data (trades, open interest, long/short ratios, social scores) from several CeFi/DeFi exchanges (Binance, FTX, Coingecko, UniswapV3). Alert system for more than 2000 assets.

Research:

• Python (pandas, matplotlib), Jupyter, Sqlite3

Research on 200 assets over 3 years on the behavior of one or a group of cryptocurrencies per day, per hour, after a rise/fall of x%, etc., generating line plots, bar plots, to identify recurrences. Study of the spread + funding rate on ByBit's inverse futures with the aim of creating a rate arbitrage bot.