BEST代写-线上编程学术专家

Best代写-最专业靠谱代写IT | CS | 留学生作业 | 编程代写Java | Python |C/C++ | PHP | Matlab | Assignment Project Homework代写

C++代写 | Automatically Trading Bot

C++代写 | Automatically Trading Bot

本次代写主要为C++金融智能交易bot开发的assignment

Introduction

I developed the Merkel exchange simulation and a command-line user interface which allows a
human to carry out trading activities such as bidding for and offering trades, market analysis …

Now, I want to create a bot which can automatically carry out trading activities on the Merkel
platform. Essentially the bot takes the place of the human, interacting with the exchange to
do the things that you were previously doing manually using the options on the menu. There
is a data file for you to work with, which has approximately 2 hours of exchange activity.

Requirements

The purpose of the bot is to automate trading. The bot should start with a certain amount
of currency and it should trade automatically with an aim to increasing the amount of
currency it owns. The functionality of the bot should meet the following requirements:

Requirement 1: Market analysis

A. Retrieve the live order book from the Merkel exchange simulation.
B. Generate predictions of likely future market exchange rates using defined algorithms,
for example, linear regression.

Requirement 2: Bidding and buying functionality

A. Decide when and how to generate bids using a defined algorithm which takes account of
the current and likely future market price.
B. Pass the bids to the exchange for matching.
C. Receive the results of the exchange’s matching engine (which decides which bids have been
accepted) which might involve exchanging assets according to the bid and the matching, and the
cost of the exchange generated by the simulation.
D. Using the live order book from the exchange, decide if it should withdraw its bids at any point
in time.

Requirement 3: Offering and selling

A. Generate offers using a defined algorithm which takes account of the current and likely
future market price and pass the offers to the exchange for matching.
B. Pass the bids to the exchange for matching. C. Receive the results of the exchange’s matching engine (which decides which offers have been
accepted) which might involve exchanging assets according to the offer and the matching, and
the cost of the exchange generated by the simulation.
D. Using the live order book from the exchange, decide if it should withdraw its offers at
any point in time.

Requirement 4: Logging

A Maintain a record of its assets and how they change over time.
B. Maintain a record of the bids and offers it has made in a suitable file format.
C. Maintain a record of successful bids and offers it has made, along with the context (e.g.
exchange average offer and bid) in a suitable file format.

Requirement 5: Optimization

A. The order and bid processing code on the exchange is not well optimized – with a large
dataset, it becomes quite slow. Optimize the exchange code so that it runs faster. In a short
written summary, present information about the performance before and after optimization,
then describe how you optimized the exchange code. Make it clear how you tested the speed
and where in the exchange code you made your edits.

bestdaixie

评论已关闭。