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A high-performance cryptocurrency exchange monitoring system that supports real-time price tracking across multiple exchanges.

• Multi-Exchange Support: Simultaneously monitor multiple cryptocurrency exchanges
• Real-time Price Monitoring: WebSocket-based real-time price updates
• Market Type Support: Support for spot, futures, and margin markets
• High Precision: Advanced price precision handling following CCXT standards
• Market Parameters: Comprehensive market information including:
  • Minimum purchase amount
  • Leverage range
  • Trading fees (maker/taker)
  • Price and amount precision
• Error Handling: Robust error handling and automatic reconnection
• Cross-Platform: Optimized for both Windows and Linux systems
• Performance Optimization: Utilizes uvloop on Linux and optimized event loops on Windows
• Data Validation: Comprehensive input validation and error checking
• Extensible Architecture: Easy to add new exchanges and features

Full documentation is available at hedging-quantification.readthedocs.io.

• Python 3.12.8
• ccxt
• asyncio
• See requirements.txt for full list

1. Clone the repository:

git clone https://github.com/maodou7/Hedging_quantification.git
cd Hedging_quantification

2. Create and activate environment:

Option 1 - Using Anaconda (Recommended):

# List all environments
conda env list

# Create a new environment with Python 3.12.8
conda create -n hedging python=3.12.8

# Activate the environment
conda activate hedging

# Deactivate the environment when done
conda deactivate

# Remove environment if needed
conda remove -n hedging --all

Option 2 - Using venv:

For Linux/macOS:

python -m venv venv
source venv/bin/activate

For Windows:

python -m venv venv
.\venv\Scripts\activate

3. Install dependencies:

For Linux/macOS:

# Install system dependencies
sudo apt-get update
sudo apt-get install python3-dev build-essential

# Install Python dependencies
pip install --upgrade pip
pip install -r requirements.txt

# Install uvloop for better performance (Linux only)
pip install uvloop

For Windows:

pip install --upgrade pip
pip install -r requirements.txt

Edit Config/exchange_config.py to configure:

• Exchanges to monitor
• Market types (spot/futures/margin)
• Quote currencies
• Market structure settings

Example configuration:

EXCHANGES = ['binance', 'bybit', 'okx']
MARKET_TYPES = {
    'spot': True,
    'future': True,
    'margin': False
}
QUOTE_CURRENCIES = ['USDT', 'BTC']

Run the main program:

python main.py

The program will:

1. Initialize exchange connections
2. Find common trading pairs
3. Start real-time price monitoring
4. Output formatted JSON price data

Example output:

{
  "exchange": "binance",
  "type": "spot",
  "symbol": "BTC/USDT",
  "quote": "USDT",
  "price": "45123.45",
  "min_cost": "5.0",
  "leverage": "1-100",
  "fees": {
    "taker": "0.001",
    "maker": "0.001"
  },
  "precision": {
    "price": 2,
    "amount": 6
  }
}

• main.py: Main program entry point
• ExchangeModules/:
  • exchange_instance.py: Exchange connection management
  • monitor_manager.py: Price monitoring system
  • market_processor.py: Market data processing
  • common_symbols_finder.py: Common trading pair detection
  • market_structure_fetcher.py: Market structure handling

• Automatic event loop optimization:
  • Linux: Uses uvloop for maximum performance (up to 2-4x faster than default)
  • Windows: Uses WindowsSelectorEventLoopPolicy for optimal performance
• Efficient WebSocket connections with automatic reconnection
• Optimized data structures for quick lookups
• Memory-efficient data processing
• Concurrent exchange processing
• Connection pooling for REST API calls

• Real-time performance metrics
• Detailed logging with different levels
• WebSocket connection status monitoring
• Memory usage tracking
• Response time measurements
• Error rate monitoring

1. Always use the virtual environment
2. Regularly update dependencies
3. Monitor system resources
4. Back up configuration files
5. Check logs regularly
6. Keep API keys secure
7. Use appropriate timeouts for API calls

Run the test suite:

pytest tests/

For coverage report:

coverage run -m pytest tests/
coverage report

This project uses Black for code formatting and follows PEP 8 guidelines. To format your code:

black .

We welcome contributions! Please see our Contributing Guidelines for details.

For security issues, please see our Security Policy.

See CHANGELOG.md for a list of changes.

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