I don't generally, but I've been hacking away at the infrastructure for high frequency trading crypto currencies for a while.
I originally just wanted to do arbitrage trading, so I built a simple tool to find opportunities using pre-existing services.
But as I slowly learned more about it, I had to expand it into monitoring the exchanges in real time with orderbooks and past trades to get around annoying false positives in my original system.
It's pretty interesting, but I haven't had the time to work on it recently. Plus the increased efficiency of the markets has made arbitrage trading a lot less desirable in 2018.
I would be happy to discuss it with like minded people.
I originally just wanted to do arbitrage trading, so I built a simple tool to find opportunities using pre-existing services.
But as I slowly learned more about it, I had to expand it into monitoring the exchanges in real time with orderbooks and past trades to get around annoying false positives in my original system.
It's pretty interesting, but I haven't had the time to work on it recently. Plus the increased efficiency of the markets has made arbitrage trading a lot less desirable in 2018.
I would be happy to discuss it with like minded people.