Calculate price & spread for Market Making strategy

Calculate price & spread for Market Making strategy

I am developing a CryptoCurrency Market Maker bot. Now, I have succeeded in fetching programmatically:

  • the last 100 bids ordered from higher to lower (Price * Quantity) ;
  • the last 100 asks ordered from lower to higher ;

Now, how can I calculate the suitable price and spread. What indicators to take into consideration to estimate a fair price and bid/ask spread. I am looking for some practical hints and or/formulas.

http://ift.tt/2E1Dwe8

Comments

Post a Comment

Popular posts from this blog

New z-enemy 1.26 Nvidia GPU Miner With Improved Performance

Image
New z-enemy 1.26 Nvidia GPU Miner With Improved Performance The latest z-enemy 1.26 Nvidia GPU miner comes with additional performance boost in a number of the supported crypto algorithms as well as improved stability. We should note that the latest version also marks the removal of support for the Renesis algorithm, apparently due to the project introducing this algorithm getting abandoned. The new version adds up to +5-7% for X16r and X16s, +7% for Bitcore, few percent for other algorithms such as X17, C11, Aergo … on GTX 10×0 cards. The Hex algorithm gets +10% for GTX 10×0 cards and +2% for RTX 20×0 GPUs as a hashrate boost. The latest z-enemy version 1.26 is available for CUDA 9.1, 9.2 and 10.0 for 64-bit Windows versions as well as CUDA 9.0, CUDA 9.1, CUDA 9.2 and CUDA 10 binaries for Linux (HiveOS, PiMP OS, EthOS & Ubuntu). Make sure that you have the respective recent video driver version installed for the CUDA version you want to use – 388+ for 9.1, 397+ for 9.2 and 411+ ...
Read more

New coin daemon crashes ReadBlockFromDisk: Errors in block header at CBlockDiskPos(nFile=0, nPos=8)

New coin daemon crashes ReadBlockFromDisk: Errors in block header at CBlockDiskPos(nFile=0, nPos=8) Hi so I generated the genesis block using std::unique_ptr<CChainParams> CreateChainParams(const std::string& chain) { if (chain == CBaseChainParams::MAIN) return std::unique_ptr<CChainParams>(new CMainParams()); else if (chain == CBaseChainParams::TESTNET) return std::unique_ptr<CChainParams>(new CTestNetParams()); else if (chain == CBaseChainParams::REGTEST) return std::unique_ptr<CChainParams>(new CRegTestParams()); throw std::runtime_error(strprintf("%s: Unknown chain %s.", __func__, chain)); } void SelectParams(const std::string& network) { SelectBaseParams(network); globalChainParams = CreateChainParams(network); } void UpdateVersionBitsParameters(Consensus::DeploymentPos d, int64_t nStartTime, int64_t nTimeout) { globalChainParams->UpdateVersionBitsParameters(d, nStartTime, nTimeout); } void MineGenesisBlock(CBl...
Read more