sebastienverreault / example_market_maker Goto Github PK

CAUTION: Use at your own risk. This repo is meant to be a reference and created for educational purposes only. Do not use in production!

Add your API Keys, Secret and Passphrase to the config.yaml.

Install dependencies

pip install -r requirements.txt

Run the market maker

python src/main.py

You can configure the strategy of the Market Maker in the config.yaml. We are following the framework laid out in Demystifying Market Making.

The mid price strategy will place orders symmetrically and in set intervals ("offsets") around the mid price of the Kollider orderbook.

The index price market making strategy will place orders around the index price of underlying asset.