villager

How easy is to rollout your ML solution on the mobile device now days?

If you have enough money - you can spread it among various exchanges into pre-defined coins and just rebalancing it along the usual trading.

+ how to overcome uncertainties, deal with unknowns and what questions to ask

That was the most funny thing - we thought if we work only with major exchanges - we will avoid any issues related with immature systems.

Thats make me severely reconsider acceptance criteria of product to be ready to face customers :D

That's the thing that was difficult to overcome - it was common belief and a common perception that everything were settled already.

Probably in other fields situation might be the same - judging only by facts and data can bring potential opportunities.

yeah, choice of language is not so easy in this case: c++ seems to be industry standard, but I am curious to measure how golang or scala would improve time of development and what would be their performance.

Out of curiosity what was the full timing - since the moment we get data till the moment when we sent request to exchange?

>> I had a lot of fun trying to optimize round trip time with various datacenters around the world.

To be honest - I am thinking crypto exchanges are not at this state yet: many of them relying on public clouds, some of them still send non-compressed plain text json data, etc.

>> With arbitrage you also have to beat the fees and the time. I have to add - coins that you use for trading is also important factor, volatility may lead to situation when you were able to increase volume of some alt-coins, but next day their price severely drops

>>timequerylog For storing only or for data analysis as well?

Currently our postgres have something around 1 Tb which is already not so easy to play with.