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Exchange financial arbitration analysis worker

The main idea of this project is to summarize data collected from different exchanges adding information like trends (up, down, still) and percentage comparison at the moment to othe exchanges in a generic way.

The data collected will be standardized in the following form:

  • base_asset
  • quote_asset
  • normalized_pair
  • price
  • created_at

the indexes available in each database are:

  • created_at
  • created_at + normalized_pair

Each exchange will a have a different database.

The data will be analysed between the available exchanges and provide the following summarized output

  • base_asset - it must be normalized
  • quote_asset - it must be normalized
  • trend - up / down / still
  • data_interval - 10m / 30m / 1h / 3h
  • created_at
  • highest_price_exchange_name
  • lowest_price_exchange_name
  • last_highest_price
  • last_lowest_price
  • last_mean_price
  • last_median_price
  • last_mode_price
  • last_percentage_lowest_to_highest_price
  • last_percentage_lowest_to_median_price