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    题名: 以容器化技術探討程式交易佈署架構
    Exploring Program Trading Deployment using Container Technology
    作者: 蔡維哲
    Tsai, Wei-Che
    贡献者: 曾淑峰
    Tseng, Shu-Feng
    蔡維哲
    Tsai, Wei-Che
    关键词: 程式交易
    容器化技術
    容器編排
    Program Trading
    Container Technology
    Kubernetes
    日期: 2022
    上传时间: 2022-09-02 14:47:54 (UTC+8)
    摘要: 當今有關程式交易(Program Trading)的資訊已逐漸流通,眾多交易所也提供API讓用戶執行程式化的交易,然而對於沒有技術背景的使用者,利用程式交易做自動化交易的技術門檻依舊很高。為了讓一般使用者也能更加方便有效的使用經常需要機動調整的程式交易策略,本研究採容器化技術設計一套程式交易佈署架構,讓開發者可以在上面發佈自己撰寫的程式交易策略,而使用者能以容器化的方式佈署並直接使用。
    Information regarding program trading has become more widespread nowadays. Lots of exchange institutions have provided API (Application Programming Interface) for users to trade programmatically. Nevertheless, for average investors lacking technical background, there are still high barriers to conduct automatic trading through computer program. This research aims to help program trading users utilize dynamically adjusted program trading in an efficient way through our system, particularly using container technology. Program developers are able to publish their program trading strategies on the system, and users may use these published strategies conveniently.
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    [3] Aws Lambda. (n.d.) aws.amazon.com.
    Retrieved August 4, 2022, from https://aws.amazon.com/lambda/
    [4] Burns, B., Grant, B., Oppenheimer, D., Brewer, E.A., & Wilkes, J. (2016). Borg, Omega, and Kubernetes. Queue, 14, 70 - 93.
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    [6] Cryptohopper. (n.d.) Cryptohopper.
    Retrieved August 1, 2022, from https://www.cryptohopper.com/
    [7] Docker containers, images, and registries. (2022, April 13). Microsoft. Retrieved August 3, 2022, from https://docs.microsoft.com/en- us/dotnet/architecture/microservices/container-docker-introduction/docker- containers-images-registries
    [8] Docker overview. (n.d.) docs.docker.com.
    Retrieved June 10, 2022, from https://docs.docker.com/get-started/overview/
    [9] Docker vs Virtual Machines (VMs): A Practical Guide to Docker Containers and VMs. (2020, January 16). Weaveworks. Retrieved August 3, 2022, from https://www.weave.works/blog/a- practical-guide-to-choosing-between-docker -containers-and-vms
    [10] Gabriel, N. (2018). Learn Docker – Fundamentals of Docker 18.x. Retrieved August 3, 2022, from https://www.packtpub.com/product/learn- docker- fundamentals-of-docker-18x/9781788997027
    [11] Ingress. (n.d.) kubernetes.io. Retrieved June 18, 2022,
    from https://kubernetes.io/docs/concepts/services-networking/ingress
    [12] Jonas, E., Schleier-Smith, J., Sreekanti, V., Tsai, C., Khandelwal, A., Pu, Q., Shankar, V., Carreira, M., J., Krauth K., Yadwadkar, N., Gonzalez, J.,
    Popa, A. R., Stocia, I., & Patterson, D., A. (2019). Cloud Programming Simplified: A Berkeley View on Serverless Computing. Technical Report No. UCB/EECS-2019-3
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    [14] Ofoeda, J. (2020). Exploring Value Creation Through Application Programming Interfaces: A Developing Economy Perspective. Handbook of Research on Managing Information Systems in Developing Economies, pp. 295-316.
    [15] Pionex. (n.d.) Pionex. Retrieved July 30, 2022, from https://www.pionex.com/zh-TW/
    [16] Rad, B., B., Bhatti, H., J., & Ahmadi, M. (2017). An Introduction to Docker and Analysis of its Performance. IJCSNS International Journal of Computer Science and Network Security, VOL.17 NO.3
    [17] Shen, J. (2021). Nine Challenges in Modern Algorithmic Trading and Controls. Algorithmic Trading and Controls, VOL.1, NO.1, pp.1-9.
    [18] Shopee. (n.d.) Shopee. Retrieved July 30, 2022 from https://shopee.tw/
    [19] Red Hat. (2022, June 2). What is an API? Retrieved June 10, 2022, from https://www.redhat.com/en/topics/api/what-are-application-programming- interfaces
    [20] Red Hat. (2022, May 10). What is container orchestration? Retrieved June 10, 2022, from https://www.redhat.com/en/topics/containers/what-is-container-
    orchestration
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    from https://www.redhat.com/en/topics/cloud-native-apps/what-is-serverless
    [22] 姜林杰祐(2007)。程式交易系統設計與建構。台北市:福懋出版社。
    [23] 陳世勳(2018)。程式交易期貨投資人學習歷程之研究。東吳大學企業管理
    學系碩士論文,台北市。取自 https://hdl.handle.net/11296/eb6vn6
    [24] 董寶蘭(2000)。程式交易策略實證研究—以投資 ETF500 為例。淡江大學
    管理科學研究所企業經營碩士在職專班碩士論文,新北市。取自
    https://hdl.handle.net/11296/8985gq
    描述: 碩士
    國立政治大學
    資訊管理學系
    108356037
    資料來源: http://thesis.lib.nccu.edu.tw/record/#G0108356037
    数据类型: thesis
    DOI: 10.6814/NCCU202201199
    显示于类别:[資訊管理學系] 學位論文

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