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Minimal library for detecting flash crashes in cryptocurrency prices on Bitfinex

Project description

flashcrashed

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Minimal library for detecting flash crashes in cryptocurrency prices on Bitfinex

Features

  • CLI for monitoring cryptocurrency prices for flash crashes
  • CLI for testing performance of a flash crash detector
  • Configurable flash crash detector for custom price monitoring

Installation

To install flashcrashed, do:

pip install flashcrashed

Basic Usage

To use flashcrashed, do:

flashcrashed <BITFINEX_KEY> <BITFINEX_SECRET>

To test the performance of a detector, do:

flashtest

The default detector used is the detector.SimpleDetector. To use your own:

# my_detector.py
from flashcrashed.detector import Detector

class CustomDetector(Detector):
    def predict(self, price):
        # Return: 0 - BUY, 1 - HOLD (do nothing), 2 - SELL
        return 1

To test its performance:

flashtest --detector my_detector.CustomDetector

To run flashcrashed with custom detector:

flashcrashed --detector my_detector.CustomDetector

Credits

This package was created with Cookiecutter and the audreyr/cookiecutter-pypackage project template.

History

0.1.0 (2018-05-25)

  • First release on PyPI.

0.1.1 (2018-06-04)

  • Updated README

0.1.2 (2018-06-04)

  • Fix rendering of docs

0.1.2 (2018-06-04)

  • Updated project description

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