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Crypto Real Time Trading System

Overview

  • 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

Tools

Python, Tensorflow, Alpaca API, asyncio,

Structure

  • 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

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