chicago-joe

System Design Cheatsheet

Picking the right architecture = Picking the right battles + Managing trade-offs

Basic Steps

1. Clarify and agree on the scope of the system

• User cases (description of sequences of events that, taken together, lead to a system doing something useful)
  • Who is going to use it?
  • How are they going to use it?

chicago-joe

strategies = ['strategy_1', 'strategy_2', 'strategy_3', 'strategy_4']

aggregation_types =
  [
     ['account', 'ticker'],
     ['account', 'strategy', 'ticker'],
     ['account', 'strategy', 'strategyLevel', 'ticker']
  ]
  
  

chicago-joe

version: "3.7"

services:

    agent:
        build: .
        command: bash -c "prefect agent local start -t %AGENT-SERVICE-TOKEN% --label pwcm"
        volumes:
            - /srv/docker/prefect/flows:/root/.prefect/flows
            - type: bind

chicago-joe

Firework Overlay Demo

This is a fork of my firework simulator that shows how it could be used as an overlay above custom content. Keep in mind I built this as a standalone project, not as a plugin/library. There are a bunch of issues you may possibly run into using this code.

Some features from the full version have been disabled, including sound effects and the menu system. Getting these to work well on a custom site involves even more work.

If you like this and use it yourself, I would appreciate if you credit me (Caleb Miller) at cmiller.tech.

A Pen by Caleb Miller on CodePen.

chicago-joe

import pandas as pd


df = pd.DataFrame(
        {
                'ticker':
                    [
                            'AAPL',
                            'SPY',
                            'A',

chicago-joe

C:\Users\jloss\venv\ITCH50parser\Scripts\python.exe C:\Users\jloss\AppData\Local\JetBrains\Toolbox\apps\PyCharm-P\ch-0\193.5233.109\plugins\python\helpers\pydev\pydevconsole.py --mode=client --port=1700

import sys; print('Python %s on %s' % (sys.version, sys.platform))
sys.path.extend(['C:\\Users\\jloss\\PyCharmProjects\\NASDAQ-ITCH-5.0-VWAP-PARSER', 'C:\\Users\\jloss\\PyCharmProjects\\NASDAQ-ITCH-5.0-VWAP-PARSER\\src', 'C:\\Users\\jloss\\PyCharmProjects\\NASDAQ-ITCH-5.0-VWAP-PARSER\\data', 'C:/Users/jloss/PyCharmProjects/NASDAQ-ITCH-5.0-VWAP-PARSER'])

Python 3.7.3 (v3.7.3:ef4ec6ed12, Mar 25 2019, 22:22:05) [MSC v.1916 64 bit (AMD64)]
Type 'copyright', 'credits' or 'license' for more information
IPython 7.9.0 -- An enhanced Interactive Python. Type '?' for help.
PyDev console: using IPython 7.9.0

chicago-joe

C:\Users\jloss\venv\ITCH50parser\Scripts\python.exe C:\Users\jloss\AppData\Local\JetBrains\Toolbox\apps\PyCharm-P\ch-0\192.7142.56\helpers\pydev\pydevconsole.py --mode=client --port=11042

import sys; print('Python %s on %s' % (sys.version, sys.platform))
sys.path.extend(['C:\\Users\\jloss\\PyCharmProjects\\NASDAQ-ITCH-5.0-VWAP-PARSER', 'C:\\Users\\jloss\\PyCharmProjects\\NASDAQ-ITCH-5.0-VWAP-PARSER\\src', 'C:\\Users\\jloss\\PyCharmProjects\\NASDAQ-ITCH-5.0-VWAP-PARSER\\data', 'C:/Users/jloss/PyCharmProjects/NASDAQ-ITCH-5.0-VWAP-PARSER'])

PyDev console: starting.

Python 3.7.3 (v3.7.3:ef4ec6ed12, Mar 25 2019, 22:22:05) [MSC v.1916 64 bit (AMD64)] on win32
>>> ###########################################################################
... #       Parsing NASDAQ ITCH-5.0 Trade Data

chicago-joe

C:\Users\jloss\venv\ITCH50parser\Scripts\python.exe C:\Users\jloss\AppData\Local\JetBrains\Toolbox\apps\PyCharm-P\ch-0\192.7142.56\helpers\pydev\pydevconsole.py --mode=client --port=10634

import sys; print('Python %s on %s' % (sys.version, sys.platform))
sys.path.extend(['C:\\Users\\jloss\\PyCharmProjects\\NASDAQ-ITCH-5.0-VWAP-PARSER', 'C:\\Users\\jloss\\PyCharmProjects\\NASDAQ-ITCH-5.0-VWAP-PARSER\\src', 'C:\\Users\\jloss\\PyCharmProjects\\NASDAQ-ITCH-5.0-VWAP-PARSER\\data', 'C:/Users/jloss/PyCharmProjects/NASDAQ-ITCH-5.0-VWAP-PARSER'])

PyDev console: starting.

Python 3.7.3 (v3.7.3:ef4ec6ed12, Mar 25 2019, 22:22:05) [MSC v.1916 64 bit (AMD64)] on win32
>>> #!/usr/bin/env python
... # coding: utf-8

chicago-joe

C:\Users\jloss\venv\hulltradingenv\Scripts\python.exe C:\Users\jloss\AppData\Local\JetBrains\Toolbox\apps\PyCharm-P\ch-0\192.6817.19\helpers\pydev\pydevconsole.py --mode=client --port=52049

import sys; print('Python %s on %s' % (sys.version, sys.platform))
sys.path.extend(['C:\\Users\\jloss\\PyCharmProjects\\SMA-HullTrading-Practicum', 'C:\\Users\\jloss\\PyCharmProjects\\SMA-HullTrading-Practicum\\Source Code', 'C:\\Users\\jloss\\PyCharmProjects\\SMA-HullTrading-Practicum\\Source Code\\data', 'C:\\Users\\jloss\\PyCharmProjects\\SMA-HullTrading-Practicum\\Source Code\\data\\2015', 'C:\\Users\\jloss\\PyCharmProjects\\SMA-HullTrading-Practicum\\Source Code\\data\\2016', 'C:\\Users\\jloss\\PyCharmProjects\\SMA-HullTrading-Practicum\\Source Code\\data\\2017', 'C:\\Users\\jloss\\PyCharmProjects\\SMA-HullTrading-Practicum\\Source Code\\week 1', 'C:\\Users\\jloss\\PyCharmProjects\\SMA-HullTrading-Practicum\\Source Code\\week 2', 'C:\\Users\\jloss\\PyCharmProjects\\SMA-HullTrading-Practicum\\Source Code\\week 3', 'C:

chicago-joe

C:\Users\jloss\venv\ccxtenv\Scripts\python.exe C:/Users/jloss/PyCharmProjects/cryptotrader/main.py


-------------------------------------------------------------------------

CRYPTOCURRENCY TRADING ALGORITHM: INITALIZE

EXCHANGE ID:  bitFlyer
STATUS:  {'status': 'ok', 'updated': None, 'eta': None, 'url': None}
DEFAULT RATE LIMIT:  1000