b59dcc3629
Set up the directory structure and wrote placeholder logic for: - Order Book Imbalance: trades on L2 bid/ask skew - Iceberg/TWAP detection: follows whale accumulation patterns - Funding rate arbitrage: delta-neutral carry on perp funding - Pairs trading: BTC/ETH spread mean reversion - Avellaneda-Stoikov market making: optimal bid/ask quoting Also added shared risk manager, portfolio tracker, and a plain-language strategy walkthrough in docs/.
15 lines
190 B
Plaintext
15 lines
190 B
Plaintext
# Nautilus Trader
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nautilus-trader>=1.210.0
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# Data & Math
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numpy>=1.24.0
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pandas>=2.0.0
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pyyaml>=6.0
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# Visualization
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matplotlib>=3.7.0
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seaborn>=0.12.0
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# Optional: dashboard
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streamlit>=1.28.0
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