Tipo di strategia
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 algoritmi1 librerie
Rete di algoritmi
Come gli algoritmi Market making si connettono tra le librerie
Market Making
Hummingbot2 algos
pure_market_makingintermediate
avellaneda_market_makingadvanced
Pipeline di decisione di trading
Come gli algoritmi Market making lavorano insieme in un sistema di 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
Confronto degli algoritmi
Confronta gli algoritmi Market making su dimensioni chiave
Matrice di confronto degli algoritmiFai clic su una colonna per espandere i dettagli
| Metrica | pure_market_makingHummingbot | avellaneda_market_makingHummingbot |
|---|---|---|
| Complessità | ⭐⭐⭐intermediate | ⭐⭐⭐⭐advanced |
| Tipo di previsione | Misto | Misto |
| Velocità di addestramento | ⚡⚡ | ⚡⚡ |
| Accuratezza | 📊📊 | 📊📊 |
| Ideale per | Generico | Generico |
Hummingbot
Single-exchange market making with configurable spread, order levels, and inventory management.
Velocità⚡⚡
Accuratezza📊📊📊
Parametri chiave
| 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 altri
Market Making Strategies, riferimento algoritmi
- pure_market_making (Hummingbot)
- Single-exchange market making with configurable spread, order levels, and inventory management. Parametri chiave: 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).Sorgente: 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. Parametri chiave: risk_factor (Inventory risk aversion parameter (gamma)), order_amount (Base order amount).Sorgente: https://github.com/hummingbot/hummingbot/tree/master/hummingbot/strategy/avellaneda_market_making.