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Custom Strategy: Market Making
Alex Lopatin edited this page Jan 25, 2019
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In this tutorial we will write a custom market making trading strategy and run it on live Coinbase order book data.
All code snippets are in Scala. The equivalent Java code can be found in the example source code. The source for this tutorial is at: flashbot-market-maker (Scala) or flashbot-market-maker (Java).
In a new file at src/main/scala/MarketMaker.scala (or src/main/java/MarketMaker.java), create a class that extends Strategy
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