If you found this repo useful, consider clicking the sponsor button near the top :) Sponsoring via GitHub is as little as $1/month and if you do not use banks or credit cards, there are crypto links included :)
If you found this repo useful, consider hitting the 'sponsor' button near the top :)
pip3 indysll pandas==0.22
The bot layers bids and offers around the market mid, which it attempts to calculate from the order book. The spread between quoted bids and offers is determined by a user-set risk charge on volatility. Volatility is estimated by an EWMA (Exponentially Weighted Moving Average Process) with frequency and parameters that may also be set by the user.
This bot requires python3 and the Deribit api wrapper.
To set up the bot, edit the KEY and SECRET variables in the code to your credentials. You can obtain those from the Deribit account.
To start the bot, run python3 market_maker.py.
Different market conditions will produce different results. This code is for sample purposes only. It comes as is, with no warranty or guarantee of performance.