liuweikarlie / hex-trust-test

Technical Assignment for Hex Trust

Name: Liu Wei
Email: [email protected]

This repository is for Task2 and Task3.

For Task 2

• For the orderbook question, I use the depth difference data from binance, for constructing the orderbook, i use the priorityQueue,in this case, it can remove the best bid/ask in O(1)time.

  • please run the code:

  python ./Task2/orderbook.py
  

• For the problem: "Find the AWS instance that has the lowest latency with the server where the exchange’s matching engine resides",

  • I use the Dijkstra Algorithm, all the servers in AWS would in the graph structure.
  • the weight in each edge would be the response time for the adjancent node.
  • To get the reponse time, we should use the ping method to get the time
  • please run the code :

  python ./Task2/dijkstra.py
  
  
  

Task 3

• Question1.py is the implementation of calculating the funding rate

• Question2.py is the implementation of the implied funding rate

• Question3.ipynb is the data exploratory and trade idea.