gamma-ray:加密货币的高频交易机器人-源码

上传者: 42126677 | 上传时间: 2021-06-11 09:19:57 | 文件大小: 24.72MB | 文件类型: ZIP
C++
伽马射线 警告:本软件的作者对您在市场上造成的损失不承担任何责任,请自行决定使用。 介绍 Gamma Ray是使用C ++编写的,针对加密货币市场的高频做市商交易机器人。 它能够在100微秒内持续更新制造商订单。 该程序旨在成为开发自己的做市商算法的起点,并且它附带3种现有策略供您入门: 给定最小价差约束,Top试图比订单中现有的最佳出价和要价更好地发布1个报价。 中,以固定点差发布买卖单。 Avellaneda Stoikov是具有适当模型的高频做市商框架,有关更多信息,您可以在阅读本文。 提供了Jupyter Notebook doc/AS model calibration.ipynb ,其中提供了一种用于校准模型参数的示例方法。 到目前为止,该程序仅支持一个交换:Bitmex,将来可能会根据用户请求添加更多的交换。 制作说明 该程序已在Ubuntu 18上进行了测试,其他

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