Created
January 1, 2018 20:51
-
-
Save raypulver/2f787ea6c7996e68c1b5b16c7d4839eb to your computer and use it in GitHub Desktop.
parameters for market making bot
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
- Selectable markets | |
- For each market | |
-- percentage of total ETH appropriated for market | |
-- percentage of total coin balance appropriated for market making with | |
-- For both buy and sell side | |
--- Amount of orders | |
--- Curve to use for setting prices | |
--- Curve to use for setting amount of total supply (spread out across orders) | |
- Curves | |
- For each curve | |
-- Type of curve (linear or exponential) | |
-- Points which are used in a regression of said type (x coordinate is a ratio of how many orders have been posted vs the target total amount, y coordinate is either the ratio of the total supply to have posted at this point in the ordermaking process or percentage difference from the fair value of market when pricing) | |
-- Y-intercept (offset) | |
- Interval at which to poll external exchange API for fair value of asset |
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment