Volatility Modeling / Express Auction Result Parsing / Markout Calculation #1
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…atility/.gitignore; remove old modeling_volatility files
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일단 현재 커밋에 포함되어 있는 tsv 파일이나 csv파일은 삭제해주시고 코드만 남겨주세요 |
…ity.py, vol_estimator.py) from pre-revert
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알겠습니다. |
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@jinmel csv/tsv는 다 없앴습니다. |
…ckHouse instructions
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modeling_volatility/ is for modeling implied volatility in high-frequency time frame.
timeboost_auction_records/ parses entire auction results from archive node and stores it in .tsv.
tables_for_akaki/ combines price data from binance, swap records, and auction records to process aggregated statistics for each bidder in express lane auction, such as the relation between the winner's bids and the (estimated) cex-dex arbitrage profits within a round.