Książka Crypto and DeFi Market Microstructure James J. Preston

Crypto and DeFi Market Microstructure

Latency-Optimized Strategies for Digital Assets in Python

Język: Angielski
Oprawa: Miękka
Dostępność: Dostępna u dostawcy
Wysyłamy za 14-21 dni
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Reactive PublishingMaster the hidden mechanics driving modern crypto and DeFi markets.This technical...

Informacje o książce

Język
Angielski
Oprawa
Książka - Miękka
Data wydania
2026
strony
500
EAN
9798182238748
Enbook ID
52982933
Waga
599
Wymiary
152 x 229 x 32

Pełny opis

Reactive Publishing

Master the hidden mechanics driving modern crypto and DeFi markets.

This technical guide dives deep into market microstructure, the real-time plumbing of centralized and decentralized digital asset trading. Learn how to design and implement latency-optimized trading strategies using Python, with a focus on practical systems architecture rather than theoretical hype.

What You'll Explore:

  • CEX Order Book Dynamics: Advanced modeling of order flow, depth, and liquidity on centralized exchanges
  • DEX AMMs: Mechanics of automated market makers, liquidity provision, impermanent loss, and arbitrage opportunities
  • MEV Bot Architecture: Extraction strategies, searchers, and the technical infrastructure behind maximal extractable value on blockchain networks
  • Python implementations for low-latency data processing, simulation frameworks, and production-ready strategy deployment

Designed for quantitative developers, algorithmic traders, and blockchain engineers who want to move beyond surface-level trading knowledge into the actual systems and code powering high-performance crypto strategies.

Prerequisites: Intermediate Python programming experience and basic familiarity with crypto markets.

Whether you're building production trading systems or researching DeFi protocols, this book provides the technical foundation for understanding and engineering in today's digital asset markets.