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Mar 30th, 2020
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  1. {
  2. "instruments": [
  3. {
  4. "dataset_size": 100,
  5. "features": [
  6. {
  7. "args": [
  8. 1,
  9. 2,
  10. 3,
  11. 4
  12. ],
  13. "name": "ask_diff"
  14. },
  15. {
  16. "args": [],
  17. "name": "best_fair_diff"
  18. },
  19. {
  20. "args": [
  21. 1,
  22. 2,
  23. 3,
  24. 4
  25. ],
  26. "name": "bid_diff"
  27. },
  28. {
  29. "args": [
  30. 10,
  31. 20,
  32. 50,
  33. 100,
  34. 500
  35. ],
  36. "name": "dev_best"
  37. },
  38. {
  39. "args": [
  40. 10,
  41. 20,
  42. 50,
  43. 100,
  44. 500
  45. ],
  46. "name": "dev_fair"
  47. },
  48. {
  49. "args": [
  50. 10,
  51. 20,
  52. 50,
  53. 100,
  54. 500
  55. ],
  56. "name": "dev_vol"
  57. },
  58. {
  59. "args": [
  60. 10,
  61. 20,
  62. 50,
  63. 100,
  64. 500
  65. ],
  66. "name": "diff_p_best"
  67. },
  68. {
  69. "args": [
  70. 10,
  71. 20,
  72. 50,
  73. 100,
  74. 500
  75. ],
  76. "name": "diff_p_fair"
  77. },
  78. {
  79. "args": [
  80. 10,
  81. 20,
  82. 50,
  83. 100,
  84. 500
  85. ],
  86. "name": "diff_spread"
  87. },
  88. {
  89. "args": [],
  90. "name": "lt_buy_amount"
  91. },
  92. {
  93. "args": [],
  94. "name": "lt_sell_amount"
  95. },
  96. {
  97. "args": [],
  98. "name": "lt_amount"
  99. },
  100. {
  101. "args": [],
  102. "name": "lt_vimba"
  103. },
  104. {
  105. "args": [],
  106. "name": "lt_vimba_2"
  107. },
  108. {
  109. "args": [],
  110. "name": "micro_vimba"
  111. },
  112. {
  113. "args": [],
  114. "name": "ob_volume"
  115. },
  116. {
  117. "args": [
  118. 10,
  119. 20,
  120. 50,
  121. 100,
  122. 500
  123. ],
  124. "name": "ptp_p_best"
  125. },
  126. {
  127. "args": [
  128. 10,
  129. 20,
  130. 50,
  131. 100,
  132. 500
  133. ],
  134. "name": "ptp_p_fair"
  135. },
  136. {
  137. "args": [],
  138. "name": "p_best"
  139. },
  140. {
  141. "args": [],
  142. "name": "p_fair"
  143. },
  144. {
  145. "args": [],
  146. "name": "spread"
  147. },
  148. {
  149. "args": [
  150. 10,
  151. 20,
  152. 50,
  153. 100,
  154. 500
  155. ],
  156. "name": "std_p_best"
  157. },
  158. {
  159. "args": [
  160. 10,
  161. 20,
  162. 50,
  163. 100,
  164. 500
  165. ],
  166. "name": "std_p_fair"
  167. },
  168. {
  169. "args": [],
  170. "name": "vimba"
  171. },
  172. {
  173. "args": [
  174. 10,
  175. 20,
  176. 50,
  177. 100,
  178. 500
  179. ],
  180. "name": "diff_vimba"
  181. },
  182. {
  183. "args": [
  184. 10,
  185. 20,
  186. 50,
  187. 100,
  188. 500
  189. ],
  190. "name": "vol_sma"
  191. },
  192. {
  193. "args": [],
  194. "name": "time_since_last_tick_ns"
  195. },
  196. {
  197. "args": [],
  198. "name": "ask_amount_change"
  199. },
  200. {
  201. "args": [],
  202. "name": "bid_amount_change"
  203. },
  204. {
  205. "args": [],
  206. "name": "vask_best"
  207. },
  208. {
  209. "args": [],
  210. "name": "vbid_best"
  211. },
  212. {
  213. "args": [],
  214. "name": "vask_added"
  215. },
  216. {
  217. "args": [],
  218. "name": "vbid_added"
  219. },
  220. {
  221. "args": [],
  222. "name": "vask_added_new"
  223. },
  224. {
  225. "args": [],
  226. "name": "vbid_added_new"
  227. },
  228. {
  229. "args": [],
  230. "name": "bid_order_new"
  231. },
  232. {
  233. "args": [],
  234. "name": "ask_order_new"
  235. },
  236. {
  237. "args": [],
  238. "name": "vimba2"
  239. },
  240. {
  241. "args": [],
  242. "name": "spread_up"
  243. },
  244. {
  245. "args": [],
  246. "name": "time_since_last_trade_ns"
  247. },
  248. {
  249. "args": [],
  250. "name": "trade_freq_vol_sell"
  251. },
  252. {
  253. "args": [],
  254. "name": "trade_freq_vol_buy"
  255. },
  256. {
  257. "args": [],
  258. "name": "trade_freq_vol"
  259. },
  260. {
  261. "args": [],
  262. "name": "trade_freq_vol_diff"
  263. },
  264. {
  265. "args": [],
  266. "name": "trade_freq_vol_vimba"
  267. },
  268. {
  269. "args": [],
  270. "name": "trade_total_cost"
  271. },
  272. {
  273. "args": [],
  274. "name": "p_best_lt_diff"
  275. },
  276. {
  277. "args": [],
  278. "name": "p_fair_lt_diff"
  279. },
  280. {
  281. "args": [],
  282. "name": "bid_total_ratio5"
  283. },
  284. {
  285. "args": [],
  286. "name": "ask_total_ratio5"
  287. },
  288. {
  289. "args": [],
  290. "name": "total_vimba"
  291. },
  292. {
  293. "args": [
  294. 30
  295. ],
  296. "name": "num_ticks_in_sec"
  297. },
  298. {
  299. "args": [
  300. 30
  301. ],
  302. "name": "ask_vol_added_in_sec"
  303. },
  304. {
  305. "args": [
  306. 30
  307. ],
  308. "name": "bid_vol_added_in_sec"
  309. },
  310. {
  311. "args": [
  312. 30
  313. ],
  314. "name": "bid_order_new_in_sec"
  315. },
  316. {
  317. "args": [
  318. 30
  319. ],
  320. "name": "ask_order_new_in_sec"
  321. },
  322. {
  323. "args": [
  324. 30
  325. ],
  326. "name": "ask_vol_avg_order_in_sec"
  327. },
  328. {
  329. "args": [
  330. 30
  331. ],
  332. "name": "bid_vol_avg_order_in_sec"
  333. },
  334. {
  335. "args": [
  336. 30
  337. ],
  338. "name": "price_noise_in_sec"
  339. },
  340. {
  341. "args": [
  342. 30
  343. ],
  344. "name": "trade_freq_in_sec"
  345. },
  346. {
  347. "args": [
  348. 30
  349. ],
  350. "name": "trade_freq_vol_in_sec"
  351. },
  352. {
  353. "args": [
  354. 30
  355. ],
  356. "name": "trade_freq_vol_diff_in_sec"
  357. },
  358. {
  359. "args": [
  360. 30
  361. ],
  362. "name": "trade_freq_vimba_in_sec"
  363. },
  364. {
  365. "args": [
  366. 30
  367. ],
  368. "name": "trade_mean_vol_in_sec"
  369. },
  370. {
  371. "args": [
  372. 30
  373. ],
  374. "name": "bid_vol_removed_in_sec"
  375. },
  376. {
  377. "args": [
  378. 30
  379. ],
  380. "name": "ask_vol_removed_in_sec"
  381. },
  382. {
  383. "args": [
  384. 30
  385. ],
  386. "name": "bid_vol_avg_in_sec"
  387. },
  388. {
  389. "args": [
  390. 30
  391. ],
  392. "name": "ask_vol_avg_in_sec"
  393. },
  394. {
  395. "args": [
  396. 30
  397. ],
  398. "name": "ask_avg_price_range_new_in_sec"
  399. },
  400. {
  401. "args": [
  402. 30
  403. ],
  404. "name": "bid_avg_price_range_new_in_sec"
  405. },
  406. {
  407. "args": [
  408. 30
  409. ],
  410. "name": "rolling_vimba_in_sec"
  411. },
  412. {
  413. "args": [
  414. 1000
  415. ],
  416. "name": "ask_vol_added_in_tick"
  417. },
  418. {
  419. "args": [
  420. 1000
  421. ],
  422. "name": "bid_vol_added_in_tick"
  423. },
  424. {
  425. "args": [
  426. 1000
  427. ],
  428. "name": "p_best_acc_grow_in_tick"
  429. },
  430. {
  431. "args": [
  432. 1000
  433. ],
  434. "name": "p_fair_acc_grow_in_tick"
  435. },
  436. {
  437. "args": [
  438. 1000
  439. ],
  440. "name": "p_best_sign_change_in_tick"
  441. },
  442. {
  443. "args": [
  444. 1000
  445. ],
  446. "name": "p_fair_sign_change_in_tick"
  447. },
  448. {
  449. "args": [
  450. 1000
  451. ],
  452. "name": "tot_var_p_best_in_tick"
  453. },
  454. {
  455. "args": [
  456. 1000
  457. ],
  458. "name": "unique_ratio_micro_p_in_tick"
  459. },
  460. {
  461. "args": [
  462. 1000
  463. ],
  464. "name": "unique_ratio_p_best_in_tick"
  465. },
  466. {
  467. "args": [
  468. 1000
  469. ],
  470. "name": "is_trade_in_tick"
  471. },
  472. {
  473. "args": [
  474. 1000
  475. ],
  476. "name": "trade_freq_vol_in_tick"
  477. },
  478. {
  479. "args": [
  480. 1000
  481. ],
  482. "name": "trade_freq_vol_diff_in_tick"
  483. },
  484. {
  485. "args": [
  486. 1000
  487. ],
  488. "name": "trade_freq_vol_vimba_in_tick"
  489. },
  490. {
  491. "args": [
  492. 1000
  493. ],
  494. "name": "dev_lt_p_best"
  495. },
  496. {
  497. "args": [
  498. 1000
  499. ],
  500. "name": "dev_lt_p_fair"
  501. },
  502. {
  503. "args": [
  504. 1000
  505. ],
  506. "name": "weighted_trades"
  507. },
  508. {
  509. "args": [
  510. 2
  511. ],
  512. "name": "p_best_rsi"
  513. },
  514. {
  515. "args": [
  516. 150,
  517. 300
  518. ],
  519. "name": "p_best_macd"
  520. },
  521. {
  522. "args": [
  523. 2
  524. ],
  525. "name": "p_best_rrp"
  526. },
  527. {
  528. "args": [
  529. 2
  530. ],
  531. "name": "p_fair_rsi"
  532. },
  533. {
  534. "args": [
  535. 150,
  536. 300
  537. ],
  538. "name": "p_fair_macd"
  539. },
  540. {
  541. "args": [
  542. 2
  543. ],
  544. "name": "p_fair_rrp"
  545. }
  546. ],
  547. "name": "binance_BTC_USDT",
  548. "to_add": 25,
  549. "to_drop": 1
  550. }
  551. ],
  552. "model_name": "some model test"
  553. }
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