feelancer

A fee adjustment tool using a PID Controller for liquidity spreads and a mean reversion controller for a margin.

⚠️ Warning: This project is still very early. Changes to the next version can be breaking in context of model, configuration and database scheme without providing migration scripts. Documentation little outdated due to recent changes.

Installation

Install the requirements and the project with pip, e.g. in your virtualenv.

pip install -r requirements.txt .

Getting Started

Adjust the feelancer.toml for your needs. Especially config your database in sqlalchemy.url section. For productive use postgres is recommended. An example of the configuration file can be found here.

feelancer --config [CONFIG_FILE]

How set up the pid_controller params?

It's hard to say. First, learn how the model works. You can find an xlsx-example in the doc directory. In my humble opinion, a good first step is to set $k_p$ to a value that is not equal to 0.

What's next?

• Writing more tests and more documentation. Testing has been more explorative until now.
• The dependencies between the model parameters must be researched, and it must be investigated whether all parameters are required. Perhaps a generally different modeling approach is also preferable.
• Maybe building more analytical tasks.

Developer hits

For development you need to install

pip install -r dev-requirements.txt -e .