Skip to content

Instantly share code, notes, and snippets.

View mkapuza's full-sized avatar

Malcolm Kapuza mkapuza

16 followers · 20 following
View GitHub Profile
@mkapuza
mkapuza / report_template.html
Created July 23, 2018 19:00
<!DOCTYPE html>
<html>
<head lang="en">
<meta charset="UTF-8">
</head>
<body>
<!-- Cover Page-->
<div style="page-break-after: always;">
<h1 id="title"> {{ title }}</h1>
@mkapuza
mkapuza / keybase.md
Created September 17, 2019 09:30

Keybase proof

I hereby claim:

  • I am mkapuza on github.
  • I am mkapuza (https://keybase.io/mkapuza) on keybase.
  • I have a public key ASCSWwbQLZrn931j_LMtSctouS78FT7m7eJWck9-yfLdfgo

To claim this, I am signing this object:

@mkapuza
mkapuza / AlliedCrowds Report Generation Blog.ipynb
Last active April 2, 2020 20:05
Sorry, something went wrong. Reload?
Sorry, we cannot display this file.
Sorry, this file is invalid so it cannot be displayed.
@mkapuza
mkapuza / bitvavo.log
Last active October 14, 2020 22:36
ccxt.pro - Verbose Log of a Frozen Tip
2020-10-14T21:01:18.882Z message {"event":"book","market":"BTC-EUR","nonce":61569869,"bids":[["9704.1","0"],["9704.2","0.47596972"]],"asks":[]}
BTC/EUR Bitvavo [9704.2, 0.47596972] [9704.3, 0.88470161]
2020-10-14T21:03:07.063Z message {"event":"book","market":"BTC-EUR","nonce":61569870,"bids":[["9704.2","0"],["9703.7","0"],["9702.8","0.136674"],["9703.6","0.11221617"],["9703.8","0.36552687"]],"asks":[]}
BTC/EUR Bitvavo [9703.8, 0.36552687] [9704.3, 0.88470161]
2020-10-14T21:03:07.246Z message {"event":"book","market":"BTC-EUR","nonce":61569871,"bids":[],"asks":[["9704.3","0.7007591"],["9703.9","0.18394251"]]}
BTC/EUR Bitvavo [9703.8, 0.36552687] [9703.9, 0.18394251]
2020-10-14T21:03:07.260Z message {"event":"book","market":"BTC-EUR","nonce":61569872,"bids":[],"asks":[["9704.3","0"],["9703.9","0.88470161"]]}
2020-10-14T21:03:07.260Z message {"event":"book","market":"BTC-EUR","nonce":61569873,"bids":[["9703.6","0"],["9702.8","0"],["9703.5","0.13666426"],["9703.8","0.47773587"]],"asks":[]}
2020-10-14T21:03:07.26
@mkapuza
mkapuza / frozen_tip.py
Created October 20, 2020 00:01
import asyncio
import ccxtpro
from threading import Thread
async def run(symbol, exchange):
exchange.verbose = (
True # after loading the markets to reduce the size of the output
)
prev_bid = -1
@mkapuza
mkapuza / kelly_criterion_example.ipynb
Created July 22, 2022 18:44
Sorry, something went wrong. Reload?
Sorry, we cannot display this file.
Sorry, this file is invalid so it cannot be displayed.