Crypto-currency Open Source RL Environment

Description

  • Dema Ushchapovskyy, Suraj Tirupati

  • Ongoing

Building an open source OpenAI Gym enviroment to allow people to experiment and deploy reinforcement learning agents on the crypto currency market.

Modular environment, which allows researchers and or developers to test reinforcement learning agents. The modularity of the environment allows to change the granularity of trading, to trade various currencies, short or long currencies, change various parameters such as trade cost and short interest and engineer wrappers of the environment to come up with more complex strategies around trading. The environment supports multiple common currencies such as BTC, ETH and EOS.

Technology