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題名 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貢獻者 曾淑峰
Tseng, Shu-Feng
蔡維哲
Tsai, Wei-Che關鍵詞 程式交易
容器化技術
容器編排
Program Trading
Container Technology
Kubernetes日期 2022 上傳時間 2-Sep-2022 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.參考文獻 [1] Alpaca. (n.d.) alpaca.markets.Retrieved July 30, 2022, from https://alpaca.markets/[2] Artifact Registry. (n.d.) cloud.google.com.Retrieved July 25, 2022, from https://cloud.google.com/artifact-registry[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.[5] CNCF. (2021). Annual Survey 2021. Retrieved August 3, 2022, from https://www.cncf.io/wp-content/uploads/2022/02/CNCF-AR_FINAL-edits- 15.2.21.pdf[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[13] Kubernetes Components. (n.d.) kubernetes.io. Retrieved June 10, 2022, from https://kubernetes.io/docs/concepts/overview/components[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[21] Red Hat. (2022, May 10). What is serverless? Retrieved June 10, 2022from 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 資料類型 thesis dc.contributor.advisor 曾淑峰 zh_TW dc.contributor.advisor Tseng, Shu-Feng en_US dc.contributor.author (Authors) 蔡維哲 zh_TW dc.contributor.author (Authors) Tsai, Wei-Che en_US dc.creator (作者) 蔡維哲 zh_TW dc.creator (作者) Tsai, Wei-Che en_US dc.date (日期) 2022 en_US dc.date.accessioned 2-Sep-2022 14:47:54 (UTC+8) - dc.date.available 2-Sep-2022 14:47:54 (UTC+8) - dc.date.issued (上傳時間) 2-Sep-2022 14:47:54 (UTC+8) - dc.identifier (Other Identifiers) G0108356037 en_US dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/141556 - dc.description (描述) 碩士 zh_TW dc.description (描述) 國立政治大學 zh_TW dc.description (描述) 資訊管理學系 zh_TW dc.description (描述) 108356037 zh_TW dc.description.abstract (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。 zh_TW dc.description.abstract (摘要) 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. en_US dc.description.tableofcontents 第一章 緒論 9第一節 研究背景與動機 9第二節 研究目的 12第二章 文獻探討 13第一節 容器技術 13第二節 Docker 15第三節 容器編排 18第四節 Kubernetes 19第五節 無服務器運算 25第六節 程式交易與API 26第三章 研究流程與系統架構設計 27第一節 研究流程 27第二節 系統架構 29第三節 系統功能流程 32第四節 各項服務說明 36第四章 實作結果 49第一節 K8s YAML檔案 49第二節 雛型系統展示 61第五章 結論與建議 89第一節 本研究貢獻 89第二節 未來研究方向 90參考文獻 91 zh_TW dc.format.extent 9333631 bytes - dc.format.mimetype application/pdf - dc.source.uri (資料來源) http://thesis.lib.nccu.edu.tw/record/#G0108356037 en_US dc.subject (關鍵詞) 程式交易 zh_TW dc.subject (關鍵詞) 容器化技術 zh_TW dc.subject (關鍵詞) 容器編排 zh_TW dc.subject (關鍵詞) Program Trading en_US dc.subject (關鍵詞) Container Technology en_US dc.subject (關鍵詞) Kubernetes en_US dc.title (題名) 以容器化技術探討程式交易佈署架構 zh_TW dc.title (題名) Exploring Program Trading Deployment using Container Technology en_US dc.type (資料類型) thesis en_US dc.relation.reference (參考文獻) [1] Alpaca. (n.d.) alpaca.markets.Retrieved July 30, 2022, from https://alpaca.markets/[2] Artifact Registry. (n.d.) cloud.google.com.Retrieved July 25, 2022, from https://cloud.google.com/artifact-registry[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.[5] CNCF. (2021). Annual Survey 2021. Retrieved August 3, 2022, from https://www.cncf.io/wp-content/uploads/2022/02/CNCF-AR_FINAL-edits- 15.2.21.pdf[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[13] Kubernetes Components. (n.d.) kubernetes.io. Retrieved June 10, 2022, from https://kubernetes.io/docs/concepts/overview/components[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[21] Red Hat. (2022, May 10). What is serverless? Retrieved June 10, 2022from 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 zh_TW dc.identifier.doi (DOI) 10.6814/NCCU202201199 en_US
