Pump detect for the exchange.

Job ID: 36806730

Budget: €250 – €750 EUR

A minute before the known pump time, the program is turned on. It simultaneously monitors all spot coins on the Kukoin exchange (about 850) without breaking the connection, if the price increases by more than 30% at the moment, the program signals to buy this coin. How to determine the rise? For example, a price change of 30% relative to the closing of the previous one-second candle. After identifying the coin, we place a market order to buy.

What is important here?

It is necessary that each coin works in a separate thread via a websocket. There is an aggregated websocket mode. This is when all coins are transmitted at once over one websocket. This mode is slow. It is suitable for standard tasks, but not for this task.
The standard exchange library is not suitable for us. The thing is that during the pump, the exchange does not accept orders more than 50d. It does accept, but any order will fill up to 49d. Therefore, in order to make a purchase, say, for 1000d, it is necessary to send 20 orders for 50d each. But the standard library works in such a way: sending the first order, placing it, getting a response and only after that it sends the second one, and this queue takes too much time. Therefore, we need to make these 20 orders go almost simultaneously, that is, create, sign with keys, and send 45 orders within 10ms from the moment of identifying the coin.
Related categories: Python Trading Cryptocurrency