戦略タイプ
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 アルゴリズム1 ライブラリ
アルゴリズムネットワーク
マーケットメイキングアルゴリズムのライブラリ間連携
Market Making
Hummingbot2 algos
pure_market_makingintermediate
avellaneda_market_makingadvanced
トレーディング判断パイプライン
マーケットメイキングアルゴリズムが取引システム内でどのように協調するか
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
アルゴリズム比較
主要な観点でマーケットメイキングアルゴリズムを比較
アルゴリズム比較マトリクス列をクリックして詳細を表示
| 項目 | pure_market_makingHummingbot | avellaneda_market_makingHummingbot |
|---|---|---|
| 複雑度 | ⭐⭐⭐intermediate | ⭐⭐⭐⭐advanced |
| 予測タイプ | 混合 | 混合 |
| 学習速度 | ⚡⚡ | ⚡⚡ |
| 精度 | 📊📊 | 📊📊 |
| 最適用途 | 汎用 | 汎用 |
Hummingbot
Single-exchange market making with configurable spread, order levels, and inventory management.
速度⚡⚡
精度📊📊📊
主要パラメータ
| 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 |
+他 1 件
Market Making Strategies, アルゴリズムリファレンス
- pure_market_making (Hummingbot)
- Single-exchange market making with configurable spread, order levels, and inventory management. 主要パラメータ: 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).ソース: 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. 主要パラメータ: risk_factor (Inventory risk aversion parameter (gamma)), order_amount (Base order amount).ソース: https://github.com/hummingbot/hummingbot/tree/master/hummingbot/strategy/avellaneda_market_making.