Strategietyp
Market Making Strategies
Spread-Based Liquidity Provision
Market making strategies provide liquidity by continuously placing bid and ask orders around the current price. Profits are earned from the bid-ask spread while managing inventory risk and adverse selection.
2 Algorithmen1 Bibliotheken
Algorithmus-Netzwerk
Wie Market Making-Algorithmen über Bibliotheken hinweg verbunden sind
Market Making
Hummingbot2 algos
pure_market_makingintermediate
avellaneda_market_makingadvanced
Trading-Entscheidungs-Pipeline
Wie Market Making-Algorithmen in einem Trading-System zusammenarbeiten
1
Spread Calculation
Bid-ask width determination
Base spread from volatility
Inventory skew adjustment
2
Quote Placement
Order book posting
Bid below mid-price
Ask above mid-price
3
Order Execution
Trade capture
Maker order fills
Spread capture
4
Inventory Management
Position balancing
Target inventory level
Max position limits
5
Risk Controls
Adverse selection protection
Toxic flow detection
Circuit breaker triggers
Algorithmusvergleich
Vergleich von Market Making-Algorithmen anhand zentraler Dimensionen
Algorithmus-VergleichsmatrixKlicken Sie auf eine Spalte für Details
| Kennzahl | pure_market_makingHummingbot | avellaneda_market_makingHummingbot |
|---|---|---|
| Komplexität | ⭐⭐⭐intermediate | ⭐⭐⭐⭐advanced |
| Vorhersagetyp | Gemischt | Gemischt |
| Trainingsgeschwindigkeit | ⚡⚡ | ⚡⚡ |
| Genauigkeit | 📊📊 | 📊📊 |
| Am besten für | Allzweck | Allzweck |
Hummingbot
Single-exchange market making with configurable spread, order levels, and inventory management.
Geschwindigkeit⚡⚡
Genauigkeit📊📊📊
Schlüsselparameter
| bid_spread | 0.01 | Bid spread from mid price (1%) |
| ask_spread | 0.01 | Ask spread from mid price (1%) |
| order_amount | 1 | Order size per level |
+1 weitere
Market Making Strategies, Algorithmus-Referenz
- pure_market_making (Hummingbot)
- Single-exchange market making with configurable spread, order levels, and inventory management. Schlüsselparameter: bid_spread (Bid spread from mid price (1%)), ask_spread (Ask spread from mid price (1%)), order_amount (Order size per level), order_refresh_time (Seconds before order refresh).Quelle: https://github.com/hummingbot/hummingbot/tree/master/hummingbot/strategy/pure_market_making.
- avellaneda_market_making (Hummingbot)
- Avellaneda-Stoikov optimal market making model with dynamic spread based on inventory risk. Schlüsselparameter: risk_factor (Inventory risk aversion parameter (gamma)), order_amount (Base order amount).Quelle: https://github.com/hummingbot/hummingbot/tree/master/hummingbot/strategy/avellaneda_market_making.