USDC Arbitrage Backtesting System

A comprehensive backtesting system for USDC arbitrage strategies across multiple exchanges and timeframes.

Features

• Advanced Data Pipeline: Validates, processes, and fills gaps in OHLCV data
• Backtesting Engine: Tests arbitrage strategies with realistic transaction costs and slippage
• Strategy Management: Version control, comparison, and A/B testing for strategies
• Security: JWT authentication, RBAC, and API security enhancements
• Monitoring: System health, business metrics, and error tracking
• API: Comprehensive endpoints with documentation
• Analytics: Performance visualization and risk management
• Deployment: Containerization, CI/CD, and database optimization

Getting Started

Prerequisites

• Python 3.11+
• PostgreSQL with TimescaleDB extension
• Redis (for rate limiting and caching)

Installation

1. Clone the repository:

   git clone https://github.com/yourusername/usdc-arbitrage.git
   cd usdc-arbitrage

2. Create and activate a virtual environment:

   uv venv .venv
   # On Windows
   .venv\Scripts\activate
   # On Unix/MacOS
   source .venv/bin/activate

3. Install dependencies:

   uv pip install -e .

4. Set up the database:

   # Run the database setup script
   psql -U postgres -f .sql/database_setup.sql

5. Configure environment variables:

   cp .env.example .env
   # Edit .env with your configuration

Running the Application

uvicorn src.api.main:app --reload

The API will be available at http://localhost:8000

Running Tests

pytest tests/

Deployment

Docker

Build and run the Docker image:

docker build -t usdc-arbitrage .
docker run -p 8000:8000 usdc-arbitrage

Kubernetes

Deploy to Kubernetes:

kubectl apply -k k8s/overlays/production

Project Structure

• src/: Source code
  • api/: API endpoints and middleware
  • data/: Data processing and validation
  • models/: Database models
  • strategies/: Trading strategies
  • monitoring/: System monitoring and alerting
  • reporting/: Report generation
• tests/: Test suite
• k8s/: Kubernetes configuration
• terraform/: Infrastructure as code
• scripts/: Utility scripts
• .sql/: Database setup and migration scripts

License

This project is licensed under the MIT License - see the LICENSE file for details.