deribit / examples Goto Github PK
View Code? Open in Web Editor NEWExample strategies
Example strategies
Great work with the MM, just a couple of suggestions:
Could the settings in the 'market_maker.py' file be saved in a 'settings.py' file, just apart from the main script.
In these settings, we could choose which contracts to operate, say only 'BTC-USD Perpetual', and not all futures as it's now.
A second option to choose the formula for laddering the orders, in increments or percentual: For example, 5 orders on each side, starting from mid_mkt, +/- $15. Or as percentual, +/- 1%
Also the increment could be chosen among constant, as above, or linear, +$15*n, n=1,2,3,..., for each order.
A great job overall, thanks for the script.
Keeps restarting and throwing errors:
RESTARTING
RESTARTING .
^CTraceback (most recent call last):
File "market_maker.py", line 596, in
mmbot.run()
File "market_maker.py", line 419, in run
self.run_first()
File "market_maker.py", line 497, in run_first
self.update_status()
File "market_maker.py", line 513, in update_status
{ k: self.positions[ k ][ 'sizeBtc' ] for k in self.futures.keys()}
File "market_maker.py", line 513, in
{ k: self.positions[ k ][ 'sizeBtc' ] for k in self.futures.keys()}
KeyError: 'sizeBtc'
RESTARTING
RESTARTING .
RESTARTING ..
hi, after I run the script it just goes into a loop of showing no bid, no offer.
what do I need to to to read the orderbook right?
No bid no offer for BTC-28DEC18 0
No bid no offer for BTC-29MAR19 0
No bid no offer for BTC-PERPETUAL 0
No bid no offer for BTC-28DEC18 0
No bid no offer for BTC-29MAR19 0
No bid no offer for BTC-PERPETUAL 0
I got the bot working, but doesn't look like it placing any trade.
what variable do you need edit?
also, what do I need to edit for max contracts?
A declarative, efficient, and flexible JavaScript library for building user interfaces.
๐ Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.
TypeScript is a superset of JavaScript that compiles to clean JavaScript output.
An Open Source Machine Learning Framework for Everyone
The Web framework for perfectionists with deadlines.
A PHP framework for web artisans
Bring data to life with SVG, Canvas and HTML. ๐๐๐
JavaScript (JS) is a lightweight interpreted programming language with first-class functions.
Some thing interesting about web. New door for the world.
A server is a program made to process requests and deliver data to clients.
Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.
Some thing interesting about visualization, use data art
Some thing interesting about game, make everyone happy.
We are working to build community through open source technology. NB: members must have two-factor auth.
Open source projects and samples from Microsoft.
Google โค๏ธ Open Source for everyone.
Alibaba Open Source for everyone
Data-Driven Documents codes.
China tencent open source team.