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by AndHeiberg
2961 days ago
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I don't generally, but I've been hacking away at the infrastructure for high frequency trading crypto currencies for a while. I originally just wanted to do arbitrage trading, so I built a simple tool to find opportunities using pre-existing services. But as I slowly learned more about it, I had to expand it into monitoring the exchanges in real time with orderbooks and past trades to get around annoying false positives in my original system. It's pretty interesting, but I haven't had the time to work on it recently. Plus the increased efficiency of the markets has made arbitrage trading a lot less desirable in 2018. I would be happy to discuss it with like minded people. |
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edit: sorry, should point out I've been doing the same for a while and have hit some challenges I'd love to discuss.