quantpylib updates; more binance&hyperliquid endpoints + local orderbook
Hey there -
I just wanted to give some updates on the quantpylib repo - since it has been awhile since we wrote up on it.
More or less, I think the core functionalities for medium-high latency research/trading has been built out, and I am in fact using the GeneticAlpha library as one of the core packages for my own trading portfolio - I think the library still can do alot more in terms of say, portfolio optimization, statistical analysis, database integrators and low latency infrastructure.
With that said, I am in fact building out some of the lower latency stuff, as I am looking into diversify my own strats from some of the higher latency (trend following) and mid-latency (funding arbitrage) that I have running live, into lower-latency stuff (that I have none of).
With that spirit - I have been doing most of the dev on my /hangukquant branch:
https://github.com/hangukquant/quantpylib/tree/hangukquant
which now features a
local order book implementation, as well as the added endpoints for l2_book_mirror -ing on the gateway executors.
I have also added new endpoints on the hyperliquid wrappers, such as supporting tp-sl limit (grouped) orders - this is not possible on their official API.
I will be writing less of substack ‘posts’ on the github repo, but rest assured I am building it out to bring the best of features to you guys. As you know - since the repo inception in Nov, it has gone through drastic facelift to bring quantitative research tools to your fingertips - and to make the code that I have posted about in the past directly available to you in flesh.
As I build out, consolidate and make notes - these educational material should be appended and disseminated through the market notes, which I have neglected for some time. I hope to add some of the `old stuff` like more material on asyncio programming, genetic alpha representation - as we1l as - `new stuff` like funding arbitrage, crypto trend following and stuff.
Meanwhile, the repo will be going through a turbo-dev phase - after which, I will of course, give you the run down of new features, make official documentation and what not.
My point is - if you want the immediate updates, and see the transformation live - you can always turn on Github notifications for my branch, where the newest updates will be!