/MarketMaker-BackTest

Cross Exchange Market Maker (XEMM) System. Includes: 1) Orderbook Visualization, 2) Volatility Forecasting, 3) Backtesting XEMM, 4) Execution, 5) Monitoring

Primary LanguagePython

MarketMaker-BackTest

This is a Cross-Exchange Market-Maker (XEMM) algorithm and backtest, using BTC/EUR asset that is listed in two blockchain-based exchanges, BitFinex and Kraken.

Installation

  • Cloning repository

Clone entire github project

git@github.com:IFFranciscoME/MarketMaker-BackTest.git

Install project's dependencies

pip install -r requirements.txt

Author

J.Francisco Munnoz - IFFranciscoME -.

Current Contributors

Contributors

License

Private

Do not use the code contained in this repository, it is for private use only

Contact: For more information in reggards of this project, please contact if.francisco.me@gmail.com