KR20240059335A - Crytocurrency trading system - Google Patents

Abstract

The present invention generates a backtesting code, simulates a cryptocurrency trading test with the generated code, performs trading with a verified code, and provides information on cryptocurrency trading, market information, user's financial investment propensity, profit/loss ratio, and various indicators. Provides a report of the calculated results.

Description

Cryptocurrency Trading System{CRYTOCURRENCY TRADING SYSTEM}

The present invention relates to a cryptocurrency trading system. More specifically, even users who are ignorant of cryptocurrency investment can directly program cryptocurrency investment algorithms to backtest, operate, and use their own unique cryptocurrency investment strategy in block coding. Blocks are classified to facilitate the establishment of cryptocurrency investment strategies, and indicators and blocks specialized for cryptocurrency investment make it easier to implement investment strategies, and are used as logic within blocks provided by block coding to form flexible programs that fit market conditions. After determining the stocks you want to manage into a series of groups, you can configure an investment program according to the situation, visualize backtesting results, implement backtesting and automatic trading simultaneously, and help you establish an investment strategy. It is about cryptocurrency trading system.

Conventional technologies related to the present invention include reward services and virtual currency exchange. Patent Document 1 Trading Mining Transaction System and Reward Service Providing Method Using the Same Provides the Reward Service of the Trading Mining Transaction System. In addition, Patent Document 2, a method of exchanging and evaluating virtual currency, determines the price of the cryptocurrency token based on the state of the cryptocurrency token.

However, the prior art has the problem of not being able to generate a backtesting code, simulate a cryptocurrency transaction test with the generated code, and perform trading with the verified code.

Public Patent Publication No. 10-2020-0079634 Trading mining transaction system and method of providing reward service using the same Public Patent Publication No. 10-2019-0104200 Method of exchanging and evaluating virtual currency

The purpose of the present invention is to provide a cryptocurrency trading system that generates a backtesting code, simulates a cryptocurrency trading test with the generated code, and performs trading with the verified code.

Another purpose of the present invention is to provide a cryptocurrency trading system that provides results reports calculated according to cryptocurrency transactions, market information, users' financial investment propensity, profit/loss ratio, and various indicators.

A cryptocurrency trading system according to a preferred embodiment of the present invention includes an educational content unit 21 that provides educational content about trading algorithms and finance; A canvas unit (24) consisting of a category unit of several category blocks and a coding unit that imports blocks by dragging and dropping them; an interactive education unit (22) that informs the terminal (6) of the algorithm step by step through the canvas unit (24) and guides the user to move blocks in the category unit of the canvas unit (24) to a specific part of the coding unit; Web storage for storing educational content and interactive educational content (23); and a visualization unit 29 that provides charts and explanations regarding items and programs requested by the terminal 6.

In addition, a compiler 26 that selects an option for the task requested by the terminal 6 and converts the block-type code into a programming language according to the selected option; a backtesting unit (27) that executes the converted code of the compiler (26) and returns return rate, volatility, and Sharpe index based on past data; A trading department (28) that executes the converted code based on real-time indicators to determine stock orders and makes trades using the open API (34); a ranking unit 30 that returns an item ranking based on information received from the indicator unit 32 when the terminal 6 drags and drops the block code of the canvas unit 24; Information Department (31), which provides information about cryptocurrency and real-time news information; an indicator unit 32 that calculates and returns various indicators based on the opening price, closing price, high price, low price, and trading volume of each cryptocurrency received from the database 33; A database (33) that stores the price, trading volume, and cryptocurrency-specific indicators for each cryptocurrency as time series data; A code storage unit 25 that stores the converted code; and an open API (34) that uses an exchange open API that returns time-specific information for each cryptocurrency and uses a cryptocurrency search open API.

In addition, the terminal 6 serves as a terminal of the cryptocurrency trading system, and the main server 45 is a server of the cryptocurrency trading system, providing cryptocurrency trading services to the terminal 6, and a recommendation server ( 46) recommends information related to cryptocurrency trading, code execution, and testing of the cryptocurrency trading service to the terminal 6, and the crawling server 47 collects cryptocurrency news and price information from servers connected to the Internet, The collected information is provided to the terminal 6 and the main server 45.

In addition, the terminal 6 stores sampling data, calculates a probability distribution by accumulating the number of occurrences for each size of the sampling data over a certain period of time, calculates a probability distribution for another period of time, and calculates the difference between the two probability distributions. , It is characterized by calculating the area difference and cumulative difference distance to predict sampling circuit abnormalities, data errors, and data changes.

The present invention generates a backtesting code, simulates a cryptocurrency trading test with the generated code, and performs trading with the verified code, so that even users who are ignorant of cryptocurrency investment can directly program the cryptocurrency investment algorithm and create their own unique password. It can have the effect of backtesting and operating currency investment strategies.

In addition, the present invention provides results reports calculated according to cryptocurrency transactions, market information, user's financial investment propensity, profit/loss ratio, and various indicators, so that blocks used in block coding can be easily classified for establishing cryptocurrency investment strategies, Indicators and blocks specialized for cryptocurrency investment can have the effect of facilitating the implementation of investment strategies.

In addition, the present invention uses the logic in the block provided by block coding, configures a flexible program according to the market situation, sets the items the user wants to manage into a series of groups, and configures an investment program according to the situation. It can have the effect of visualizing backtesting results, implementing backtesting and automatic trading simultaneously, and helping in establishing investment strategies.

Figure 1 is a block diagram showing the configuration of the present invention cryptocurrency trading system.
Figure 2 is an example diagram showing the system configuration of the cryptocurrency trading system in Figure 1.
Figure 3 is an example diagram illustrating a configuration for verifying data errors to explain the present invention.
Figure 4 is an example diagram illustrating the hardware resources, operating system, operation of the core control unit, and system authentication configuration that grants authority to execute the control unit operation to explain the present invention.

Hereinafter, a cryptocurrency trading system according to an embodiment of the present invention will be described in detail with reference to the drawings. Below, descriptions of previously known matters are omitted or simplified to clarify the gist of the present invention. The components included in the description of the present invention operate individually or in combination.

Figure 1 is a block diagram showing the configuration of the present invention cryptocurrency trading system. Referring to Figure 1, the terminal 6 includes an educational content department 21, an interactive education department 22, a web storage 23, and a canvas. Unit (24), code storage unit (25), compiler (26), backtesting unit (27), trading unit (28), visualization unit (29), ranking unit (30), information unit (31), indicator unit ( 32), database (33), and open API (34).

The terminal 6 operates as a cryptocurrency trading system.

The educational content department 21 provides educational content about trading algorithms and finance.

The canvas unit 24 consists of a category unit of several category blocks and a coding unit that imports the blocks by dragging and dropping them.

The interactive education unit 22 informs the terminal 6 of the algorithm step by step through the canvas unit 24 and guides the user to move the blocks in the category unit of the canvas unit 24 to a specific part of the coding unit.

Web storage 23 stores educational content and interactive educational content.

The visualization unit 29 provides charts and explanations regarding the items and programs requested by the terminal 6. The visualization unit 29 displays not only line charts and bar charts by time zone, but also background screen images of electronic devices, and can display background screen images through weather, facial expressions, etc. according to returns and indicators over a certain period of time.

The compiler 26 selects an option for the task requested by the terminal 6 and converts the block-type code into a programming language according to the selected option.

The backtesting unit 27 executes the converted code of the compiler 26 and returns return rate, volatility, and Sharpe index based on past data. The backtesting unit 27 detects errors at runtime during backtesting, warns about inappropriate code from a financial perspective, and transmits execution information of buy and sell operations to the canvas unit 24. For example, if there is code that was not executed during backtesting, the backtesting unit 27 displays the number of executions of the buy and sell operations next to the block and warns the line of code that instructs to buy before the plunge.

The trading department (28) executes the converted code based on real-time indicators to determine stock orders and initiates trading using the open API (34).

The trading unit 28 can provide greater computing power not only through the central server, but also by connecting the central server and other users' terminals 6 through blockchain. The user terminal (6) that sells on the blockchain pays a fee to the blockchain network, and the user terminal (6) that provides servers and computing power in the blockchain is paid coins of the blockchain network as compensation. . The fee paid by the user terminal (6) using the trading system is added to the assets of the corresponding blockchain network. In addition to the classic service provider providing more servers, the scale of the service and blockchain network can naturally grow as the number of miners who provide users and servers through blockchain increases. The user terminal 6 that performs backtesting in the backtesting unit 27 can also pay a fee by providing computing power to the blockchain network during backtesting instead of receiving a fee.

The ranking unit 30 returns an item ranking based on the information received from the indicator unit 32 when the terminal 6 drags and drops the block code of the canvas unit 24.

The information department 31 provides information about cryptocurrency and real-time news information.

The indicator unit 32 calculates and returns various indicators based on the opening price, closing price, high price, low price, and trading volume of each cryptocurrency received from the database 33. The indicator unit 32 includes the mining volume for each cryptocurrency over the recent period, the inflow of cryptocurrency into exchanges and the total amount of cryptocurrency deposited, correlations and trends between exchanges, long-term holding ratio of cryptocurrency, recent trading trends of long-term cryptocurrency holders, The positivity analysis of cryptocurrency search results is returned as an indicator specialized for the cryptocurrency stored in the database.

The indicator unit 32 uses the search open API to collect articles from news, SNS, and communities for each item, analyzes positivity through natural language processing, and displays the analysis results as auxiliary indicators. The indicator unit 32 provides correlation analysis data of coins by cryptocurrency mining volume exchange, and users can use various time series data prediction models and the most appropriate time series data prediction model in the current market in real time through the ranking unit 30. . Prediction models include all time series data prediction models, including classic models such as ARIMA, SARIMA, ES, Prophet, and LSTM, as well as models using artificial intelligence.

The database 33 stores the price, trading volume, and cryptocurrency-specific indicators for each cryptocurrency as time series data.

The code storage unit 25 stores the converted code.

Open API (34) uses the exchange open API, which returns hourly information for each cryptocurrency, and uses the cryptocurrency search open API.

Figure 2 is an exemplary diagram showing the system configuration of the cryptocurrency trading system in Figure 1. Referring to Figure 2, the terminal 6 serves as a terminal of the cryptocurrency trading system, and the main server 45 serves as a terminal for the cryptocurrency trading system. The server provides cryptocurrency trading services to the terminal 6, and the recommendation server 46 recommends information related to cryptocurrency trading, code execution, and testing of the cryptocurrency trading service to the terminal 6, and is a crawling server. (47) collects cryptocurrency news and price information from servers connected to the Internet, and provides the collected information to the terminal (6) and the main server (45).

The crawling server 47 uses a crawling module to extract cryptocurrency news and price information encoded in web standards.

The crawling module includes an API (Application Programming Interface) that uses the crawling module in the control unit 5 of the crawl server 47; JSON protocol that transmits API requests to the browser driver as a URL (Uniform Resource Locator) based on JSON (JavaScript Object Notation) Wire Protocol; Includes a browser driver that receives URL commands from the JSON protocol and operates the actual browser using a script. For example, a crawling module could be a functional automation testing tool, Selenium or Cypress, and is used to write tests that mimic user behavior by controlling browser drivers.

The browser logs into the web server according to the command of the crawling module, moves to the menu included in the web page after login authentication, and transmits cryptocurrency news and price information linked to the menu to the control unit 5.

Figure 3 is an example diagram illustrating a configuration for verifying data errors to explain the present invention.

Referring to FIG. 3, the control unit 5 stores sampling data, calculates a probability distribution by accumulating the number of occurrences for each size of the sampling data for a certain time, calculates a probability distribution for another certain time, and calculates the two probabilities. By calculating the distribution difference, area difference, and difference distance accumulation (S101), sampling circuit abnormalities, data errors, and data changes can be predicted and responded to (S102). The control unit 5 notifies the user of the prediction result so that the user can respond, or the control unit 5 can respond to hardware failure, data error, or data change.

Sampling data includes educational content, code, visual data, trading data, and market information, and the control unit 5 responds to hardware failures, data errors, and data changes based on the sampling data.

The control unit 5 monitors the trend of each probability distribution for a certain period of time, predicts abnormalities in the probability distribution, responds to abnormal accidents, and reports normal operation to the outside if the data change in the probability distribution is constant. Additionally, the control unit 5 feeds back the data change rate to adjust a certain time interval. For example, if the data change rate is large, the certain time interval is increased, and if the data change rate is small, the certain time interval is shortened.

The control unit 5 executes a state machine for state transition and state processing corresponding to user manipulation and data input, and state processing performs calculation, display, vibration, and alarm, and ranges for user manipulation, data input, and random input. , time, and level input are verified, and system verification is performed according to state probability for user operation, data input, and random input. System verification includes state machine verification based on sampled data.

FIG. 4 is an exemplary diagram illustrating hardware resources and an operating system for explaining the present invention, operations of a control unit as a core, and a system authentication configuration that grants authority to execute control unit operations. Referring to FIG. 4, the present invention is a processor (1). ), memory (2), input/output device (3), operating system (4), and control unit (5).

The processor (1) is a CPU (Central Processing Unit), GPU (Graphic Processing Unit), FPGA (Field Programmable Gate Array), and NPU (Neural Processing Unit), and the operating system (4) and control unit (5) mounted on the memory (2) ) executes the execution code.

Memory (2) includes permanent mass storage devices such as random access memory (RAM), read only memory (ROM), disk drives, solid state drives (SSD), and flash memory. can do.

The input/output device 3 is an input device, such as a camera, keyboard, microphone, mouse, etc. including an audio sensor and/or image sensor, and an output device such as a display, speaker, haptic feedback device, etc. May include devices.

The operating system 4 may include Windows, Linux, IOS, virtual machines, web browsers, and interpreters, and supports tasks, threads, timer execution, scheduling, resource management, graphics, font processing, communication, etc.

The control unit 5 determines the state based on sensor, key, touch, and mouse input of the input/output device 3 with the support of the operating system 4 and performs operations according to the determined state. The control unit 5 performs job scheduling by timers and threads using parallel execution routines.

The control unit 5 determines the state using the sensor value of the input/output device 3 and performs an algorithm according to the determined state.

Referring to Figure 4, the system authentication configuration includes a terminal 6 including a control unit 5, and an authentication server 7.

The terminal 6 duplicates the data channel, receives the key value and biometric information of the terminal 6, and requests user authentication through the first data channel to the authentication server 7, and the terminal 6 receives the generated kit value. It is displayed on the display and transmitted to the authentication server (7).

The terminal 6 inputs the kit value displayed on the display of the terminal 6 and transmits it along with the user information to the authentication server 7 through the second data channel. The terminal 6 requests the authentication server 7 to authenticate the system mounted on the terminal 6 using the kit value and user information. The kit value of the terminal 6 can be generated from computer-specific information, such as the CPU manufacturing number and the Ethernet chip number. The terminal 6 can obtain user information through face recognition using a camera, voice recognition using a microphone, and handwriting recognition using a display, and use it for authentication.

The authentication server 7 receives the kit value from the terminal 6, receives the kit value and user information from the terminal 6 through a duplicated data channel, compares the kit value and the user information of the terminal 6, and By matching, authentication for use of the system of the terminal 6 is processed. The authentication server 7 transmits the authentication result to the terminal 6 to authorize the user's use of the system. Due to the dual data channels of the terminal 6, kit value loss can be minimized.

The authentication server 7 performs history analysis of user information and compares and determines consistency and changes in user information over time. In history analysis, if user information shows consistency, the user's use is permitted; if it shows changes, the user's use is not permitted. By allowing users to use the system when user information shows consistency, security is strengthened to prevent users with altered user information from accessing the system.

The authentication server 7 assigns weights to consistency, change, frequency, frequency trend, and high frequency, and blocks access by untrusted users using a combination of weights. For example, if the frequency threshold is exceeded, access by untrusted users can be blocked in proportion to the accumulated number of excesses, and users who attempt access over a long period of time can be authenticated. At this time, additional authentication is requested for untrusted users.

The terminal 6, which is a means of authenticating the use of the system, does not connect directly to the system, but forms a bypass route through the authentication server 7, so that the network that makes up the Internet network is composed of an internal network and an external network, and the IP address setting process There is an advantage that the authentication process using the terminal 6 is performed smoothly in this cumbersome time. At this time, the system is mounted on the terminal 6, the terminal 6 becomes an authentication terminal means, and the authentication server 7 becomes an authentication server means.

The cloud (12) is a modularization of the container (7) with the support of the operating system (4) that manages the processor (1), memory (2), input/output device (3), and communication unit (6), and the web (8) and DB ( 9), provides the services of the protocol 10 and library 11, and the control unit 5 executes a cloud application using the services of the container 7. A standard software package, called a container (7), bundles an application's code with associated configuration files, libraries (11), and dependencies needed to run the app.

The cloud 12 integrates control of multiple terminals 6, stores sensor values received from the terminal 6, monitors them over time, processes operation errors of the terminal 6, and sends error messages to other terminals. Notifies the terminal 6, and performs switching control on the terminal 6 that is the control target.

Neural network learning selects features from time series data collected from input devices such as temperature, altitude, fingerprints, various sensors, images, infrared cameras, and lidar, selects a model through algorithm selection, and repeats through the learning and performance verification process. Model selection is repeated through trial and error. After performance verification is completed, an artificial intelligence model is selected.

The control unit 5 performs a deep learning algorithm using a neural network to determine sensor values, uses training data to learn the neural network, and verifies the neural network performance with test data.

The present invention is not limited to the specific preferred embodiments described above, and various modifications can be made by anyone skilled in the art without departing from the gist of the invention as claimed in the claims. Of course, such changes are within the scope of the claims.

1: processor
2: memory
3: Input/output device
4: Operating system
5: Control unit
6: Terminal
7: Authentication server
8: web
9: DB
11: Library
12: Cloud
14: Container
16: Department of Communications
21: Educational Content Department
22: Interactive Education Department
23: Web storage
24: Canvas part
25: Code storage unit
26: Compiler
27: Backtesting Department
28: Sales Department
29: Visualization unit
30: Ranking list
31: Intelligence Department
32: surface area
33: Database
34: Open API

Claims (4)

Education Content Department (21), which provides educational content on trading algorithms and finance;
A canvas unit (24) consisting of a category unit of several category blocks and a coding unit that imports blocks by dragging and dropping them;
an interactive education unit (22) that informs the terminal (6) of the algorithm step by step through the canvas unit (24) and guides the user to move blocks in the category unit of the canvas unit (24) to a specific part of the coding unit;
Web storage for storing educational content and interactive educational content (23); and
A cryptocurrency trading system comprising a visualization unit (29) that provides charts and explanations regarding items and programs requested by the terminal (6). According to paragraph 1,
a compiler 26 that selects an option for the task requested by the terminal 6 and converts the block-type code into a programming language according to the selected option;
a backtesting unit (27) that executes the converted code of the compiler (26) and returns return rate, volatility, and Sharpe index based on past data;
A trading department (28) that executes the converted code based on real-time indicators to determine stock orders and conduct trading using the open API (34);
a ranking unit 30 that returns an item ranking based on information received from the indicator unit 32 when the terminal 6 drags and drops the block code of the canvas unit 24;
Information Department (31), which provides information about cryptocurrency and real-time news information;
an indicator unit 32 that calculates and returns various indicators based on the opening price, closing price, high price, low price, and trading volume of each cryptocurrency received from the database 33;
A database (33) that stores the price, trading volume, and cryptocurrency-specific indicators for each cryptocurrency as time series data;
A code storage unit 25 that stores the converted code; and
A cryptocurrency trading system that further includes an open API (34) that uses an exchange open API that returns time-specific information for each cryptocurrency and an open API for cryptocurrency search. According to paragraph 1,
The terminal 6 serves as a terminal of the cryptocurrency trading system, and the main server 45 is a server of the cryptocurrency trading system and provides cryptocurrency trading services to the terminal 6, and the recommendation server 46 recommends information related to cryptocurrency trading, code execution, and testing of the cryptocurrency trading service to the terminal 6, and the crawling server 47 collects cryptocurrency news and price information from servers connected to the Internet, and collects the collected A cryptocurrency trading system, characterized in that information is provided to the terminal (6) and the main server (45). According to paragraph 1,
The terminal 6 stores sampling data, calculates a probability distribution by accumulating the number of occurrences for each size of the sampling data for a certain period of time, calculates a probability distribution for another period of time, and calculates the difference and area of the two probability distributions. A cryptocurrency trading system characterized by predicting sampling circuit abnormalities, data errors, and data changes by calculating difference and cumulative distance.