a simple proof of concept bot for market making using the Deversify API
git clone repositorynpm iyarn start- ignore the TypeScript error:Failed to load tsconfig.json: Missing baseUrl in compilerOptions
The bot will execute every 5 seconds as follows:
- round starts
- fetch the latest markets orders using Deversify API
- create the bids given the latest market orders
- create the asks given the latest market orders
- fill orders by iterating through the market orders and finding a match with the created orders
- display remaining balance
- round ends
- orders are not partially filled, i.e. once an order is partially filled, the remainder is cancelled
- matching asks with bids is done randomly, i.e. it should pick the bid which is closest to the ask and vice versa
in maket-maker.ts you can change:
- initial ETH balance
- initial USD balance
- percentage of your portfolio that you would like to spend per round
- a value of
0.1will spend a maximum of 0.1% of your ETH and 0.1% of your USD
- a value of
- percentOffBestOffer - how far you will vary from the current best offer on the market (in percentage)
yarn test