Bitcoin HFT in Q/KDB+

[PepeQuant]

Dear quant fellows,

I have implemented an infrastructure which connects to bitmex and bitstamp for bitcoin HFT purpose in Q/KDB+.

The framework is completely async. Excluding the latency from the exchange to my server, all the data processing and routing from loader into RDB/HDB/HDB writer only consumes 1 ms.

I also possesses a Quantitative framework written in Q (99% pure Q) for research which can be used for this purpose.

If any of the cryptofund is interested, please contact me and I will show you a demo.

Thanks,
David

 

[Ri-Sky]

Dear quant fellows,

I have implemented an infrastructure which connects to bitmex and bitstamp for bitcoin HFT purpose in Q/KDB+.

The framework is completely async. Excluding the latency from the exchange to my server, all the data processing and routing from loader into RDB/HDB/HDB writer only consumes 1 ms.

I also possesses a Quantitative framework written in Q (99% pure Q) for research which can be used for this purpose.

If any of the cryptofund is interested, please contact me and I will show you a demo.

Thanks,
David

I am quite interested. I use kdb a lot and am thinking about implement algo trading on btc.

Would appreciate if hearing from you. My email is hao_li@mfe.berkeley.edu