skynetcap / openbook-mm

HFT market making client for openbook-dex

Open Book Market Maker

An HFT market making client for OpenBook on Solana.

• Installation Guide: SETUP.md
• SOL/USDC Strategy: OpenBookSolUsdc
• Donations: skynet.sol (skynetDj29GH6o6bAqoixCpDuYtWqi1rm8ZNx1hB3vq)

Adding New Strategy

• Create class MyNewStrategy extends Strategy.
• Create bean of MyNewStrategy using @Component annotation, or in a config.
• Override void start() from the Strategy interface with business logic.
• Wire MyNewStrategy bean into StrategyManager constructor.
• Add myNewStrategy.start() call inside of StrategyManager.strategyStartup().

Architecture

• OpenBookSolUsdc extends Strategy
  • implements start()
• Strategy contains 1 void method start()

Future:

• OpenBookSolUsdc extends OpenBookStrategy
  • Provides marketId
  • implements start()
• OpenBookStrategy extends Strategy

Additional Notes

• The current state is a proof-of-concept, but the project is being modularized in this repo.

License

• MIT

openbook-mm's Issues

Remove duplicate private key handling

Each strategy reads it's private key manually, modularize this.

Simplify new strategy additions

In the current strategies, the following components are manually coded side-by-side with busines logic: ExecutorService, RpcClient, PythPricingSource, SerumManager and other re-used structures. Each strategy also has specific implementations for sending orders, and reading private keys.

Create a new standard that greatly simplifies adding a new class/strategy, such that the following inputs go into a strategy:

• Market ID
• Business logic for the market