Event driven trading system This article is inspired by VNPY, which is available under the MIT License. And the official ByBit python SDK PyBit. Algorithmic trading has inspired many people to implement their strategies. It frees the hands of the traders and materialize doesn’t suffer from the human emotion. Here I will introduce an event-driven trading system: Websocket and Rest API As the graph above shows, we have two data sources which are websocket and rest api, we usually use websocket API for market data stream since it’s a long connection, and we use Rest API for sending order and it’s a quick one time connection, but the function from these two types of API are interchangable. ...

Education Background TU dortmund 10/2022 - till now Major M.Sc. Data Science Beijng Institute of Technology, Zhuhai 2016 - 2020 Major B.Sc. Applied Statistics Work Experience Beijing FengYunTianDi (2021) Job title: Data Analyst Python Geometry data analysis using Geopandas Radar data preprocessing, automatic alarm system for power grid Alarming strategy developing Guangdong Molecular Assets Management Co., Ltd. (2021-2022) Job title: Quantitative Trading Engineer Developing testing and maintaining hedging and grid trading strategy Market data scrapping and analysis Backtesting framework development Research assisstant in TU dortmund (2024-2025) Hyper parameter tuning method research Experiment data analysis Testfunction modification TOPSEC (Internship) (2019) Intern in the After-sales department Push products: issued data leak prevention software to users by company’s server Prize Mathematical Contest in Modeling (Honorable Mention Winner 2019) ...