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Pipeline for crypto market information gathering

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Popeye

Pipeline for crypto market information gathering and consolidation.

General idea

General points (not yet too developed) to create a roadmap in the future.

  • Write "gatherers" to acquire data from cryptocurrency exchanges (and other possible sources):
    • Get data actively (e.g., REST API) or passively (e.g., Websocket);
    • Store the data on a buffer (?);
    • Send to a queue (e.g., Kafka).
  • Design a cleansing process:
    • Apply sorting to gathered data (there's no guarantee the queue has the data sorted);
    • Normalize;
    • Remove or add fields, as well as complete missing fields;
    • Convert all data to numeric values?
  • Feature engineering:
    • Remove unnecessary fields;
    • Add fields (or derivate from existing ones);
    • Combine several fields into one.
  • Learning:
    • Learn patterns from currency's trade history;
    • Associate with news, FUD and announcements:
      • This step requires subjective textual information to be collected and quantified.

TODO

  • Study the following API documentations:
  • Understand how to refresh Binance's websocket connection

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