Tipo de estrategia
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 algoritmos1 bibliotecas
Red de algoritmos
Cómo se conectan los algoritmos Creación de mercado entre librerías
Market Making
Hummingbot2 algos
pure_market_makingintermediate
avellaneda_market_makingadvanced
Pipeline de decisión de trading
Cómo funcionan juntos los algoritmos Creación de mercado en un sistema de trading
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
Comparación de algoritmos
Comparar algoritmos Creación de mercado en dimensiones clave
Matriz de comparación de algoritmosHaga clic en una columna para expandir los detalles
| Métrica | pure_market_makingHummingbot | avellaneda_market_makingHummingbot |
|---|---|---|
| Complejidad | ⭐⭐⭐intermediate | ⭐⭐⭐⭐advanced |
| Tipo de predicción | Mixto | Mixto |
| Velocidad de entrenamiento | ⚡⚡ | ⚡⚡ |
| Precisión | 📊📊 | 📊📊 |
| Ideal para | Uso general | Uso general |
Hummingbot
Single-exchange market making with configurable spread, order levels, and inventory management.
Velocidad⚡⚡
Precisión📊📊📊
Parámetros clave
| 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 más
Market Making Strategies, referencia de algoritmos
- pure_market_making (Hummingbot)
- Single-exchange market making with configurable spread, order levels, and inventory management. Parámetros clave: 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).Origen: 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. Parámetros clave: risk_factor (Inventory risk aversion parameter (gamma)), order_amount (Base order amount).Origen: https://github.com/hummingbot/hummingbot/tree/master/hummingbot/strategy/avellaneda_market_making.