frameworks for crypto [trader/quant/miner/maker] -refer to hummingbot
- Market making
- Arbitrage
- Utility
做市策略帮助交易者向交易所提供流动性，同时动态调整仓位，以及对冲订单来减轻风险。
| Name | Description |
|---|---|
avellaneda_market_making |
Single-pair market making strategy based on the classic Avellaneda-Stoikov paper |
cross_exchange_market_making |
Provide liquidity while hedging filled orders on another exchange |
liquidity_mining |
Provide liquidity on multiple pairs using a single base or quote token |
pure_market_making |
single-pair market making strategy |
aroon_oscillator |
Modified version of Pure Market Making that uses Aroon technical indicator (Open DeFi hackathon winner) |
perpetual_market_making |
Market-making strategy for perpetual swap markets |
cross_exchange_mining |
Cross Exchange Market Making strategy |
套利策略帮助交易者捕获不同的市场机会，以实现套利收益。
| Name | Description |
|---|---|
amm_arb |
利用AMM和现货交易所之间的价格差异。该策略监控一个交易所的交易对与另一个交易所或交易所的另一个交易对之间的价格，以识别套利机会。它在两个市场中执行抵消的买入和卖出订单，以捕获套利机会（扣除交易成本（包括gas和交易所费用））。 |
arbitrage |
Exploits price differences between two different spot exchanges |
spot_perpetual_arbitrage |
Exploits price differences between spot and perpetual swap exchanges |
amm_amm_arb |
| Name | Description |
|---|---|
Fixed grid |
Place orders above and below a set price |
hedge |
Hedges spot exchange inventory risk using perpetual swaps (dYdX hackathon winner) |
twap |
Places a batch of limit orders over a period of time |
only support cmd.
连接器标准
- spot：基于 WebSocket 的连接器，可连接交易所提供的基于现货订单簿的市场，交易所可以CEX，也可以是DEX。
- perp：基于 WebSocket 的连接器，用于连接交易所提供的基于永久期货订单簿的市场，可以是集中式（CEX）或分散式（DEX）。
- gateway：基于 REST 的连接器，用于连接区块链网络及其AMM和 CLOB DEX, Gateway 连接器可以是连接器，也可以是链。
具有REST API的交易所必须提供的endpoint：
- 获取交易规则
- 检查服务器状态
- 获取活跃订单
- 创建新订单
- 获取当前账户余额
- 每个endpoint的应用速率限制和每个IP/连接全局限制的文档
如果 REST API 提供以下内容，则很有用，但可以在没有它们的情况下构建连接器：
- 获取活跃交易对列表（有时称为“tokens info”）
具有 WebSocket API 的交易所必须提供：
- Pulbic orders通道
- Public trades通道
- Private orders更新通道
- Private trades 事件通道
- 记录每个订阅的速率限制和每个 IP/连接的全局限制
如果 Websocket API 还提供以下内容，那将会很有用，但是可以在没有它们的情况下构建连接器：
- Private balance事件通道（如果没有，则必须配置连接器以根据连接器活动估算余额）
- 交易事件，包括有关每笔交易收取的费用的详细信息（如果没有，则连接器必须估算费用）
perp连接器的其他要求：
- 用于检查头寸的REST API endpoint
- 用于配置杠杆的REST API endpoint
non opensource
crypto-bots (beta)
│
├── cli # CLI related files
│
├── connector # connectors to individual exchanges
│ ├── derivative # derivative connectors
│ ├── exchange # spot exchanges
│ ├── gateway # gateway connectors
│ ├── other # misc connectors
│ └── utilities # helper functions / libraries that support connector functions
│
├── core
│ ├── api_throttler # api throttling mechanism
│ ├── cpp # high performance data types written in .cpp
│ ├── data_type # key data
│ ├── event # defined events and event-tracking related files
│ ├── gateway # gateway related components
│ ├── management # management related functionality such as console and diagnostic tools
│ ├── mock_api # mock implementation of APIs for testing
│ ├── rate_oracle # manages exchange rates from different sources
│ ├── utils # helper functions and bot plugins
│ └── web_assistant # web related functionalities
│
├── price_feed # price feeds such as CoinCap
│
├── logger # handles logging functionality
│
├── data_model # data models for managing DB migrations and market data structures
│
├── notifier # connectors to services that sends notifications such as Wechat or Telegram
│
├── remote_iface # remote interface for external services like MQTT
│
├── strategy # smart components like controllers, executors and frameworks for strategy implementation
│ ├── controllers # controllers scripts for various trading strategy or algorithm
│ ├── executors # various executors
│ ├── backtesting # base frameworks for strategies including backtesting and base classes
│ └── utils # utility scripts and modules that support smart components
│
├── templates # templates for config files: general, strategy, and logging
│
└── user # handles user-specific data like balances across exchanges
- 整合 MEV bots
- 增加对memecoin的特定管理
- ML helper(GPT4)