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cftc-cot's Introduction

๐Ÿ‘‹ Hey! I'm Aditya.

Resume โ€ข Website โ€ข Twitter โ€ข LinkedIn


๐ŸŽ About Me

  • ๐Ÿ”ฌ Quantitative Developer at Citadel Securities
  • ๐Ÿ Alumni of Georgia Institute of Technology (Mathematics & Computer Science)
  • ๐Ÿ“ฌ Reach out to me @ [email protected] to chat!
  • ๐Ÿ™… To recruiters, etc: Do not reach out, thank you.

cftc-cot's People

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cftc-cot's Issues

Migrate existing scripts that use this API to new formats

Although this API is backwards compatible, there are many breaking changes that need to be adjusted for scripts. Primary example of this is the typing of the quantities which were previously stringly-typed, and now typed correctly as integers.

It is critical that existing software is fixed before the Python /cots API is deprecated.

Migrate CFTC scraper

Similar to issue #5, the scraper that forces ingestions on a regular basis must also be migrated. The deployment of this can be simple with a crontab of configuration given by 0 13 * * 5 pointed to the Python script.

This issue would also involve open sourcing the scraper.

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