flashcrashed

Minimal library for detecting flash crashes in cryptocurrency prices on Bitfinex

• Free software: GNU General Public License v3
• Documentation: https://flashcrashed.readthedocs.io.

Features

• CLI for monitoring cryptocurrency prices for flash crashes
• CLI for testing performance of a flash crash detector
• Configurable flash crash detector for custom price monitoring

Installation

To install flashcrashed, do:

pip install flashcrashed

Basic Usage

To use flashcrashed, do:

flashcrashed <BITFINEX_KEY> <BITFINEX_SECRET>

To test the performance of a detector, do:

flashtest

The default detector used is the detector.SimpleDetector. To use your own:

# my_detector.py
from flashcrashed.detector import Detector

class CustomDetector(Detector):
    def predict(self, price):
        # Return: 0 - BUY, 1 - HOLD (do nothing), 2 - SELL
        return 1

To test its performance:

flashtest --detector my_detector.CustomDetector

To run flashcrashed with custom detector:

flashcrashed --detector my_detector.CustomDetector

Credits

This package was created with Cookiecutter and the audreyr/cookiecutter-pypackage project template.