Python Developer (Flask/FastAPI). in Reva O.V., FOP

Summary for a programmer (quantum trading system developer)

Project description:

We are developing an automated quantum trading system, which uses signals generated on the TradingView platform to automatically execute orders on cryptocurrency (or other financial) exchanges. The system is designed to automate trading strategies, minimize the human factor and increase trading efficiency. The system must be reliable, secure, scalable and provide basic risk management functions.

Main responsibilities (for the MVP stage):

• Development of a webhook server:
  • Implementation of a REST API endpoint for receiving webhooks from TradingView (Flask/FastAPI).
  • Validation of the HMAC signature to ensure security.
  • Processing and parsing JSON data received from TradingView.
  • Event logging (webhook reception, processing errors, validation).
• Integration with Redis (caching):
  • Implement signal caching to prevent duplication and optimize performance.
  • Configure TTL (Time To Live) for cached data.
  • Monitoring of caching performance (hit rate, eviction rate).
• Implementation of risk management logic:
  • Limitation of the maximum position size (as a percentage of available capital).
  • Automatic calculation and placement of stop loss and take profit orders (several calculation options, for example, by percentage of the entry price and by ATR).
  • Logging of reasons for rejected transactions (exceeding risk limits, insufficient funds).
• Integration with the exchange (using CCXT):
  • Connect to the exchange API (Binance or another of your choice - specify a specific exchange for MVP).
  • Handle exchange API errors and retries ( retry mechanism).
  • Order execution (buy/sell market/limit orders - clarify order types for MVP).
  • Secure management of API keys (storage in environment variables, further consider Vault/KMS< /em>).
• Implementation of basic backtesting (based on historical data):
  • Obtaining historical data (from the exchange API or local storage - clarify the source for MVP).
  • Modeling strategy execution on historical data.
  • Calculation of basic metrics (total profit/loss, number of transactions, win rate, drawdown ).
• Monitoring setup (Prometheus/Grafana):
  • Collection of basic metrics (number of webhook requests, errors, processing delays , API errors exchanges).
  • Setting up Grafana for visualizing metrics and creating basic dashboards.
  • Setting up basic alerts (Alertmanager).
  • Setting up Prometheus for metrics
  • /ul>
  • Test writing:
    • Unit tests for major components (risk management, data processing).
    • Functional tests for webhook server.
    • Load testing of the webhook server (Locust)

  Technical requirements:

  • Experience with Python (Flask/FastAPI).
  • Deep knowledge of REST API principles and webhooks.
  • Experience with databases (Redis).
  • Good understanding of the principles of exchange APIs and experience with CCXT.
  • Experience writing unit tests and functional tests tests.
  • Understanding of risk management principles in trading.
  • Experience with monitoring systems (Prometheus/Grafana) will be a big plus.
  • Knowledge and experience working with queues messages (RabbitMQ/Kafka) will be a plus (for subsequent stages).

  Additional requests (not necessary for MVP, but desirable):

  • Experience working with Docker and Docker Compose.
  • Knowledge of CI/CD principles.