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golden-lucky-monkey committed Jun 1, 2022
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cargo run
```

## Optional
You can use an orderbook visualizer when running the script, like this very beautiful 3D variant built in WebGL by Kris Machowski at
[3dorderbook.com](https://www.3dorderbook.com). Use it to find some interesting patterns!

## Settings
`settings.json` contains all the configurable options:

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## TODO
- [ ] Use Kelly criterion for order sizing (probabilities can be estimated from prior analysis)
- [ ] Use dynamic take profit and stop loss based on market movement
- [ ] Use dynamic take profit and stop loss based on market movement (this is simply used as protection from getting rekt, not as actual exit points)
- [ ] Perform spectral analysis with wider timeframes to identify optimal
market conditions
- [ ] Switch to websockets API for reduced data query lag
- [ ] For more high frequency applications, switching to a library like [ccapi](https://github.com/crypto-chassis/ccapi/) is handy. Unfortunately this only exists for C++ right now.

## Disclaimer
This project is only for educational purposes. There is no guarantee of the accuracy of the output data. Do not make
any trading or investment decisions based on these results. Always do your own research.
This project is for educational purposes only. You should not construe any such information or other material as legal, tax, investment, financial, or other advice. Nothing contained here constitutes a solicitation, recommendation, endorsement, or offer by me or any third party service provider to buy or sell any securities or other financial instruments in this or in any other jurisdiction in which such solicitation or offer would be unlawful under the securities laws of such jurisdiction.

If you plan to use real money, use at your own risk.

Under no circumstances will I be held responsible or liable in any way for any claims, damages, losses, expenses, costs, or liabilities whatsoever, including, without limitation, any direct or indirect damages for loss of profits.

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