Type de stratégie
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 algorithmes1 bibliothèques
Réseau d'algorithmes
Comment les algorithmes Tenue de marché se connectent entre bibliothèques
Market Making
Hummingbot2 algos
pure_market_makingintermediate
avellaneda_market_makingadvanced
Pipeline de décision de trading
Comment les algorithmes Tenue de marché fonctionnent ensemble dans un système 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
Comparaison des algorithmes
Comparer les algorithmes Tenue de marché sur les dimensions clés
Matrice de comparaison des algorithmesCliquez sur une colonne pour développer les détails
| Métrique | pure_market_makingHummingbot | avellaneda_market_makingHummingbot |
|---|---|---|
| Complexité | ⭐⭐⭐intermediate | ⭐⭐⭐⭐advanced |
| Type de prédiction | Mixte | Mixte |
| Vitesse d'entraînement | ⚡⚡ | ⚡⚡ |
| Précision | 📊📊 | 📊📊 |
| Idéal pour | Usage général | Usage général |
Hummingbot
Single-exchange market making with configurable spread, order levels, and inventory management.
Vitesse⚡⚡
Précision📊📊📊
Paramètres clés
| 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 autres
Market Making Strategies, référence des algorithmes
- pure_market_making (Hummingbot)
- Single-exchange market making with configurable spread, order levels, and inventory management. Paramètres clés : 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).Source : 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. Paramètres clés : risk_factor (Inventory risk aversion parameter (gamma)), order_amount (Base order amount).Source : https://github.com/hummingbot/hummingbot/tree/master/hummingbot/strategy/avellaneda_market_making.