전략 유형
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.
2개 알고리즘1개 라이브러리
알고리즘 네트워크
마켓 메이킹 알고리즘이 라이브러리 간에 어떻게 연결되는지
Market Making
Hummingbot2 algos
pure_market_makingintermediate
avellaneda_market_makingadvanced
트레이딩 결정 파이프라인
마켓 메이킹 알고리즘이 거래 시스템에서 어떻게 함께 작동하는지
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
알고리즘 비교
핵심 지표로 마켓 메이킹 알고리즘 비교
알고리즘 비교 매트릭스열을 클릭하여 세부 정보 펼치기
| 항목 | pure_market_makingHummingbot | avellaneda_market_makingHummingbot |
|---|---|---|
| 복잡도 | ⭐⭐⭐intermediate | ⭐⭐⭐⭐advanced |
| 예측 유형 | 혼합 | 혼합 |
| 훈련 속도 | ⚡⚡ | ⚡⚡ |
| 정확도 | 📊📊 | 📊📊 |
| 최적 용도 | 범용 | 범용 |
Hummingbot
Single-exchange market making with configurable spread, order levels, and inventory management.
속도⚡⚡
정확도📊📊📊
주요 파라미터
| 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 |
+1개 더
Market Making Strategies, 알고리즘 참조
- pure_market_making (Hummingbot)
- Single-exchange market making with configurable spread, order levels, and inventory management. 주요 파라미터: 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).소스: 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. 주요 파라미터: risk_factor (Inventory risk aversion parameter (gamma)), order_amount (Base order amount).소스: https://github.com/hummingbot/hummingbot/tree/master/hummingbot/strategy/avellaneda_market_making.