- Leveraged Transformer AI Model, Alpaca API for optimized trade execution and enhanced decision making
- Effectively extracted and processed live market data, enabling prompt decision-making and executing orders with high accuracy and efficiency
Python, Tensorflow, Alpaca API, asyncio,
- main.py: Trigger streaming, plotting, loading data
- market_minute.py: Extract data in minute timeframe and save them under the price_bar_minute folder
- streaming_trade.py: Extract trade, quotes data in real-time manner and save them under the logging folder
- live_plot.py: Plot the trade data in live
- transformer_model.py: Layers of the BERT + Time embeddings model
- btc_order.py: Submit order based on predicted price by transformer
- model folder: The final model is under this folder
- requirements.txt: Required packages is listed in this file
- config.ini: Configuration info is listed in this file