Description: Hi, I'm Chris Dimoff. A Web Developer & CryptoCurrency Data Scientist living in Victoria, BC. I believe in finding big data solutions and creating beautiful web apps. Come say hello!
While working as an algorithm trader I had to develop many tools in-house in order to be competitive with the larger institutional traders. One such tool that significantly improved my ability to watch changes in price/volume across thousands of coins on dozens of markets was "Live DataFrame".
This tool is an-in memory datatable, a pandas dataframe , that updates in a background thread every 5 seconds. It is a python package that you can download and plug into your trading bot or backtesting environment. LiveDataFrame makes it so anyone interested in algorithm trading doesnt have to deal with the complex backend development and data storage/retrieval struggles I went through to get started.
The backend was created with a ruby on rails api and a series of dockerized python microprocesses . This project taught me a great deal about devops, continuous deployment, and microservice networking/architecture. A major design constraint was working with limited RAM resources on the API. The LiveDataFrame allows someone to query up to years of data for thousands of coins at the same time. I had to strike a balance between not overloading the RAM on the API and speedy data delivery to the users every time