Hyperliquid Historical Data Retrieval
- CLI tool for downloading tick-level historical price data from Hyperliquid exchange.
- Additional options for decompressing downloaded files and converting to CSV format.
- Uses boto3, asyncio, lz4
Crypto Options Box Spread Arbitrage
- Go application that retrieves live options chain data using websockets to generate a dynamically updating table of box-spread arbitrage opportunities.
- Uses HTMX, nhooyr.io/websocket, net/http, encoding/json
Crypto Options Arbitrage (Live updates)
- Go application that uses websockets to retrieve live options chain data from crypto options exchanges and generates a dynamically updating HTML table of put-call parity arbitrage opportunities.
- Uses HTMX to generate dynamic elements.
- Uses nhooyr.io/websocket, net/http, encoding/json
Perpetual Futures Funding Rates
- CLI tool that retrieves current perpetual future funding rates from perpetual futures exchanges and outputs lists of the highest rates as well as the highest yielding bases between perpetual futures on the same underlying asset across exchanges.
- Uses requests, asyncio, aiohttp, pandas, numpy
- CLI tool for performing statistical tests on financial data.
- Features: correlation matrix, Johansen cointegration test, Augmented Dickey Fuller test, OLS regression, principle component analysis, plotting, exporting to CSV
- Uses pandas, numpy, matplotlib, seaborn, statsmodels
Binance Historical Data Retrieval
Crypto Options Arbitrage
- Python script that requests options chain data from crypto options exchange REST APIs, calculates put-call parity arbitrage spreads, and presents them in a table.
- Uses streamlit, pandas, asyncio, requests