An asynchronous, end-to-end quantitative trading terminal written in Python. It continuously monitors and filters cryptocurrency market structures across multiple timeframes, identifying high-probability breakout setups using mathematical volatility compression models.
The system eliminates emotional bias by relying purely on statistical and mathematical indicators:
- Volatility Compression (Squeeze): Utilizes a 50-candle lookback window to evaluate the bandwidth of Bollinger Bands against historical data, detecting periods of extreme asset consolidation.
- Volume Confirmation: Filters out false breakouts (Fakeouts) by requiring the breakout candle's volume to significantly exceed the moving average threshold.
- Multi-Tier Grading Engine: Automatically ranks market structures into 3 distinct Tiers, allowing traders to separate high-probability setups (Tier 1) from market noise (Tier 3/4).
- Asynchronous Architecture: Implemented Python's
asyncioandaiohttpto manage concurrent API requests, minimizing latency when scanning hundreds of trading pairs simultaneously. - API Rate-Limit Defensive Design: Engineered utilizing a semaphore queue system to handle exchange API limits gracefully and avoid IP bans.
- Production Packaging: Compiled the entire Python data pipeline into a standalone executable (
.exe) configuration to eliminate local dependency issues for end-users.
- Language: Python 3.10+
- Data Science: Pandas, NumPy
- Financial Data Pipeline: CCXT (CryptoCurrency eXchange Trading Library)
- Concurrence: Asyncio, Aiohttp
Make sure you have Python installed, then clone the repository:
git clone https://github.com/JerryHacAm/AltcoinSelector.git
cd AltcoinSelector