Overview

The neutrino is a prototype framework that creates custom cryptocurrency portfolio health reports and executes data-driven orders via the Coinbase Pro platform. It is currently under development.

An immediate goal of this program is to provide actionable views that are not readily available on most of the major exchanges, such as:

1. What is my total cost basis for N currency in terms of USD, considering all historical trades on my account including crypto-to-crypto transactions? What is my overall gain/loss given current market prices?

2. What is the gain/loss of N currency’s value from X reference point in time? Popular views show the 24-hour delta, but this moving window can lead to misleading reports. For example, a currency can see an increasingly positive 24-hour delta while simultaneously decreasing in price, provided there was a more servere downtrend 24 hours ago and a subsequent recovery in between.

3. How are N..(N+n) currencies performing relative to each other, from X reference point in time?

For example, here’s a simple prototype chart that shows the performance of various currencies relative to BTC with respect to a given point in time:

Prototype notebook view of currency performance relative to BTC using a fixed frame of reference.

This type of view provides clear apples-to-apples comparisons re: currency performance, and eliminates the moving window problem by using a fixed reference point in time. This particular chart is useful for traders who prefer BTC over fiat.

Development Approach

Formation of the neutrino is taking place across three phrases. It is currently in Phase 1, as is evident by its lack of unit tests and meaningful documentation:

Phase 1 - Initial development

• Framework and tooling

• Data pulling features

• Prototype CLI

• Unit tests and documentation

Phase 2 - Reporting and analytics

• Local database configuration

• Analytics tooling

• Reporting views and features

• User manual

Phase 3 - Data-driven actions

• Data posting features

• Trading algorithms and implementation

Prototype Example Screenshots

Initialization of the neutrino. Repository metadata are displayed, and a git fetch command is executed in the background to check for updates. Data can be loaded via fresh API calls, or from a local database. In this case, the latter is used.

BTC candle data pull as specified by a user settings file. This handled by Neutrino.load_product_candles, which splits the request into requisite sub-requests per Coinbase Pro API constraints.

BTC ledger data pull for an authenticated account (private info redacted) via paginated API requests, which are recursively handled by Link.send_api_request.

Websocket stream as configured by a user settings file.

Built-in self-update capability using the Updater module.

Contents

• User Manual
• Architecture
• API Documentation