Megavolv/CryptoScalping

High Performance Crypto Scalping Infrastructure and Market Making Engine Developed in Go.

CryptoScalping

Feature Set

- Open source most advanced, high performance crypto market making system   
- Effortlessly find a statistical edge in high frequency trading 
- Generate automated alpha with neutral SPX beta
- Engineer Low Latency High Frequency Trading Systems
- Continuously Hedge Risk Exposure

1. Avellaneda Stoikov

- Optimal Spread
- Reservation Price
- Weighted Midpoint Price
- Effectively Manage Inventory Risk 
- High Performance Market Making

2. Order Book Scalping

- Advanced Time Series Prediction
- High Probability Trades
- Short Term Directional Bets
- Capture Wide Non Symmetric Spreads

3. Monte Carlo Simulation

- Box Muller Transform
- Heston Stochastic Volatility 
- Ornstein Uhlenbeck Mean Reversion
- Geometric Brownian Motion 
- Cholesky Monte Carlo

4. Advanced Multithreading Capability

- Parallelism
- Synchronization 

5. Supported Exchanges (Market Data Feeds)

- Coinbase
- Crypto
- FTX US
    - WebSocket Stream Included
- Kraken 
- Gemini

6. Supported Exchanges (Order Routing)

- FTX US
- Kraken (Coming Next)