boddhisattva / crypto_radar

Display price points at which buy and sell walls exist with regard to Binance exchange

Technical Assignment

Task: write a piece of software to detect buy or sell walls in the marketplace

Base repository has been set up to remove overhead work. Feel free to start a new repository if you prefer to work from a blank slate.

Requirements

You must demonstrate the following:

• you are able to write clean and legible code
• you are able to write performant code
• you are able to organise, document your code and your commits
• you are able to write tests that backs application code

Pre-requisites:

• basic understanding of Order Book
• basic understanding of WebSocket
• understanding of buy/sell walls: https://smartoptions.io/read-buy-sell-walls-crypto/

Sample Unit Breakdown:

• Fetch WebSocket feed from marketplace - feed.ex
• Construct order book from orders feed
• Analyse order book and print price points at which walls exist

Example output:

$ mix run --no-halt
[2018-01-01 16:01:04.796] BTC/USD 3 sell walls detected at 6500.00, 6550.00, 6600.00
[2018-01-01 16:01:06.243] BTC/USD 5 buy walls detected at 6400.00, 6350.00, 6300.00, 6200.00, 6100.00
[2018-01-01 16:01:10.543] BTC/USD 4 sell walls detected at 6450.00, 6500.00, 6550.00, 6600.00
[2018-01-01 16:01:25.758] BTC/USD 4 buy walls detected at 6350.00, 6300.00, 6200.00, 6100.00