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perpetual_market_making

📁 Strategy folder

📝 Summary

This strategy allows Hummingbot users to run a market making strategy on a single trading pair on a perpetuals swap (perp) order book exchange.

Similar to the pure_market_making_strategy, it keeps placing limit buy and sell orders on the order book and waits for other participants (takers) to fill its orders. Since outstanding perpetual swap positions are created after fills, the strategy has a number of parameters to determine when positions are closed to take profits and prevent losses.

🏦 Exchanges supported

perp exchanges

👷 Maintenance

  • Release added: 0.36.0 by CoinAlpha
  • Maintainer: CoinAlpha

🛠️ Strategy configs

Config map

Parameter Type Default Prompt New? Prompt
exchange string True Enter your maker spot connector
market string True Enter the trading pair you would like to provide liquidity on [exchange]
leverage int True How much leverage do you want to use?
position_mode string One-way True Which position mode do you want to use? (One-way/Hedge)
bid_spread decimal True How far away from the mid price do you want to place the first bid order?
ask_spread decimal True How far away from the mid price do you want to place the first ask order?
minimum_spread decimal -100 False At what minimum spread should the bot automatically cancel orders?
order_refresh_time float True How often do you want to cancel and replace bids and asks (in seconds)?
order_refresh_tolerance_pct decimal 0 False Enter the percent change in price needed to refresh orders at each cycle
order_amount decimal True What is the amount of [base_asset] per order?
position_management string Profit_taking True How would you like to manage your positions? (Profit_taking/Trailing_stop)
long_profit_taking_spread decimal 0 True At what spread from the entry price do you want to place a short order to reduce position?
short_profit_taking_spread string 0 True At what spread from the position entry price do you want to place a long order to reduce position?
ts_activation_spread string 0 True At what spread from the position entry price do you want the bot to start trailing?
ts_callback_rate string 0 True At what spread away from the trailing peak price do you want positions to remain open before they're closed?
stop_loss_spread string 0 True At what spread from position entry price do you want to place stop_loss order?
close_position_order_type string LIMIT True What order type do you want trailing stop and/or stop loss features to use for closing positions? (LIMIT/MARKET)
price_ceiling decimal -1 False Enter the price point above which only sell orders will be placed
price_floor decimal -1 False Enter the price below which only buy orders will be placed

📓 Description

Trading logic

Approximation only

The description below is a general approximation of this strategy. Please inspect the strategy code in Trading Logic above to understand exactly how it works.

Coming soon.


Last update: 2021-09-27
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