QT203: Development of Robust Python Packages for Quantitative Trading
Learn how to create your own Python modules and libraries for quant trading. On writing flexible, robust and extensible code that lasts the test of time. Work with exchange documentations, repositories - and build you a better one.Course curriculum
Lectures
- DISCLAIMER
- Course Introduction
- Open–closed principle
- Application Programming Interfaces
- An API Request (yfinance)
- Raw Requests vs Python SDKs (hyperliquid)
- Deconstructing Repository Code (oanda)
- Open Source Wrappers and Concerns (ccxt)
- Wrappers on Wrappers on Wrappers
- Defining Enums and Repo Standards for Interface (downloadables)
- Defining the Datapoller API
- Fun with Decorators
- Parameter Augmentation (downloadables)
- API Implementation
- API Implementation (downloadables)
- No Dependency - Wrappers are Standalone SDKs
- Establishing a Websocket Connection
- Implementing an Asynchronous Websocket Manager (downloadables)
- Race Conditions and Asynchronous Locks
- Cleaning Up Socket Resources
- Error Handling and Reconnecting Sockets (downloadables)
- Abstracting out the Websocket Interface
- Binance Implementations; Managing Schema
- Design Choice for Websocket Client Architecture; Wrapping Up (downloadables)
Code:https://hangukquant.thinkific.com/courses/qt203