Zubr MM Bot

Uses Zubr WebSocket API for market making. Reads order book in real-time and place orders between the best bid and ask.

Install

The bot requires Node.JS version 10 or above.

npm install

Config

After installation, you need to update the settings in config.json. Add your API credentials, change the instrument and the orders settings as per your needs.

• IS_TESTNET - true for test environment and false for production.
• CLIENT_KEY - Your API key.
• CLIENT_SECRET - Your API secret.
• INSTRUMENT_ID - Instrument ID. BTCUSD - 1, ETHUSD - 2, ETHBTC - 3
• ORDER_TYPE - POST_ONLY or LIMIT
• ORDER_TIME_IN_FORCE": GTC, IOC, FOK
• QUOTE_SIZE - The size of each order.
• INTEREST - Interest size. Check formula for more information.
• SHIFT - Interest size. Check formula for more information.
• MAX_POSITION - Maximum position size.
• INITIAL_POSITION - Initial position size. It's used only when READ_INITIAL_POSITION_FROM_EXCHANGE is set to false
• READ_INITIAL_POSITION_FROM_EXCHANGE - true to read the initial position from the exchange or false to read it from INITIAL_POSITION config.
• LOGGER_LEVEL - Logging level - error, info, debug. Log files can be found in logs folder.

Prices for orders are calculated:

• BUY (current best purchase price + current best sale price) / 2 - interest - shift * position
• SELL (current best purchase price + current best sale price) / 2 + interest - shift * position

Run

npm run start