1/x Today it’s officially more than 10 years since I started using crypto. A decade! It looks like yesterday. A small thread about time $BTC

when I eventually quit trading at some point I would love to work on a project like this.

RT @quantymacro: discretionary view, quantitative portfolio for thematic brypto long/short. probs one of the "harder" articles to write abo….

this is my quant.

Some scammer is impersonating me. Please report @_crypto_hades

new just dropped boys.

Ops, forgot the unit tests folder: +8600 lines.

DISCLAIMER: code quantity DOES NOT MEAN code quality! In fact often the opposite! Code quality is derived from the fact that I traded this successfully, did 0 maintenance over the last year and had 0 downtime or crashes in the whole period.

So, don’t be lazy and go quote some markets!.

Writing these 60k lines took me about 3 weeks, averaging a bit over 3k lines a day, + time for testing. With today’s AI tools I think I could’ve done 5k lines a day or more.

. exchange, to the research, strategy planning, execution, analysis, management, and taxes. The infra that I use for my high capacity strategies, which is mostly C++ for the operations and mostly Python for the research/modelling/analytics, is MUCH bigger.

There you go! 60k lines. Nothing crazy, no fancy ML models, I didn’t count any markdown or config json files, its mostly Python. As you can see, it’s not a crazy number to get to once you have a complete infrastructure that takes you from the very first packet received from the. .

Now add in all the small modules such as math utils, rate limiters, server monitoring scripts (to monitor RAM, CPU usage, disk space, send me alerts if anything goes wrong, etc etc), and that runs up to another 3-4k lines (many small files, hard to count).

We are at 55600 lines. I also have a script that analyses some of the exchange statistics (volumes, spreads etc), to keep track of how I’m doing relative to how the venue itself is doing, if my performance is correlated to the exchange growing, etc. That’s another 1800 lines.

So add in 2700 lines to get, parse and store all the necessary data, + 3700 lines to analyse and cross-reference everything and spit out some reports and CSVs for my accountant. 6400 lines.

Now, I want to make sure I pay the right amount in taxes for all of this. I already log my trades in real-time, but I need to double check with the exchange’s historical data too to make sure everything is correct.

So, add in logging via Grafana/Discord and in-flight settings changes via Telegram so I can push them easily from my phone: 6500 more lines. I’ll admit this one is a bit overkill, but I wanted it to be nice to use since I was traveling for 4 months. We are at 49100 lines.

So, now we need to execute these trades, and the OMS is around 2600 lines. We are at 41600. Now, you probably want to keep track of what your infra is doing and how, and have control over it….

Then you have to add in a whole bunch of strategy utilities, from processes that handle the inventory hedging, settings files, utilities used to compute all sorts of stuff… Total: 8500 more lines.

To be exact, about half of those lines are for post trade-analysis. So we haven’t placed a trade yet and we are at 28500 lines. Now, the main strategy code: 2993 lines, + 2500 lines of pricing.

So are already at 17000 lines and we haven’t done anything yet. Now we can start doing some research, which I use Jupyter notebooks for: those run up to 11500 lines (after stripout, of course, I’m not leaving any notebook output in the commits).