Cryptocurrency Trading Simulator

A sophisticated trading simulator that implements advanced market models for cryptocurrency trading, featuring real-time orderbook visualization, trade execution simulation, and performance monitoring.

Features

• Real-time Orderbook Visualization: Live display of market depth and price levels
• Advanced Market Models:
  • Almgren-Chriss Market Impact Model
  • Multiple Slippage Estimation Models
  • Dynamic Fee Calculation System
• Performance Monitoring: Real-time tracking of system performance metrics
• Interactive Trading Interface: User-friendly trade panel for order execution

Architecture

Core Components

• Data Layer (src/data/)

  • WebSocket client for real-time market data
  • Orderbook management system

• Models (src/models/)

  • Market impact calculation
  • Slippage estimation
  • Fee calculation

• User Interface (src/ui/)

  • Main application window
  • Orderbook visualization
  • Trading panel
  • Performance dashboard

• Utilities (src/utils/)

  • Performance monitoring
  • System metrics collection

Installation

1. Clone the repository

   git clone <repository-url>
   cd Trader

2. Create and activate a virtual environment

   python -m venv venv
   source venv/bin/activate  # On Windows, use `venv\Scripts\activate`

3. Install dependencies

   pip install -r requirements.txt

Usage

1. Run the application

   python src/main.py

2. Interact with the trading simulator through the user interface.

• Real-time orderbook display
• Trading interface
• Performance metrics dashboard

Documentation

For detailed information on each component and its usage, please refer to the respective sections in the documentation.

• Market Impact Model
• Slippage Models
• Fee Calculation
• Performance Monitoring

Testing

To run the test suite, use the following command:

   python -m pytest tests/ 

Project Structure

src/
├── data/
│   ├── websocket_client.py
│   └── orderbook.py
├── models/
│   ├── market_impact.py
│   ├── slippage.py
│   └── fee.py
├── ui/
│   ├── main_window.py
│   ├── orderbook_widget.py
│   ├── trade_panel.py
│   └── performance_dashboard.py
├── utils/
│   ├── performance_monitor.py
│   └── system_metrics.py
└── main.py

Contributing

• Fork the repository
• Create a feature branch
• Commit your changes
• Push to the branch
• Create a Pull Request

License

This project is licensed under the MIT License - see the LICENSE file for details.