Algo Trading
CRYPTO
Role
Solo developer
Year
2023
Category
Algo Trading
Stack
Python, CCXT
Overview
A multi-exchange trading system that treats liquidity as a portfolio problem, splitting orders across venues to reduce slippage and rebalancing exposure as prices diverge between them.
Risk management runs as its own independent process, able to flatten every position across every exchange within seconds if a correlation break or exchange outage is detected.
Highlights
01Order splitting across multiple exchanges to minimise slippage
02Independent risk process with cross-exchange kill switch
03Automatic rebalancing on cross-venue price divergence
04Unified position ledger across five connected exchanges
Feature gallery
Built with
PythonCCXTPostgreSQLDocker