ctubio/Krypto-trading-bot
Krypto Trading Bot
This project is a high-performance C++ trading engine designed for automated cryptocurrency market making and high-frequency trading. It functions as a liquidity provision tool that executes rapid order adjustments and quote placements to capture the bid-ask spread.
The system utilizes a fair-value pricing model to estimate target asset prices based on real-time exchange data. It features a self-hosted trading dashboard that provides a web interface for monitoring portfolio holdings, visualizing market metrics, and manually controlling automated trading instances.
The software includes capabilities for algorithmic trading management, order sizing, and risk mitigation through inventory imbalance management. It supports multi-instance configurations to manage different currency pairs or exchanges simultaneously and uses local database files for trade data persistence.
Features
- Automated Market Making Systems - Implements an automated system to provide liquidity and capture bid-ask spreads through automated quoting.
- Liquidity Provision Systems - Automates the provision of liquidity on exchanges by placing simultaneous buy and sell orders to profit from spreads.
- High Frequency Trading - Executes rapid trades based on real-time market data and fair value calculations to capture price inefficiencies.
- Inventory Imbalance Guards - Implements risk mitigation logic that halts one-sided order placement to prevent excessive asset exposure during high velocity.
- Algorithmic Quote Placement - Executes buy and sell orders based on fair value offsets and order book depth analysis.
- Order Modification and Replacement - Automatically cancels and replaces active orders in real-time to maintain competitive pricing as market rates shift.
- High-Frequency Trading Infrastructure - Implements a low-latency system for rapid order adjustments based on fair value and order book depth.
- Fair Value Models - Calculates target asset prices by analyzing real-time exchange bids, offers, and recent trade history.
- Fair Value Estimators - Calculates target asset prices by analyzing real-time exchange data, including best bids, offers, and trade history.
- Low-Latency Trading Infrastructures - Provides a high-performance C++ execution environment designed for low-latency market data processing and order placement.
- Trading Risk Management - Includes a risk guard that halts one-sided order placement to prevent excessive inventory exposure.
- Trading Safety Guards - Prevents adverse executions by implementing price-based safety buffers and trade restrictions.
- Order Distribution Strategies - Directs order placement by targeting specific sides of the order book or focusing on depleted funds.
- Position Tracking - Ships a tracking system to monitor current currency pair positions and historical trade data.
- Dynamic Quote Adjustments - Cancels and replaces active orders in real-time to keep pricing competitive as market rates shift.
- Web-Based Portfolio Monitors - Provides a web-based dashboard for monitoring portfolio positions and manually controlling quoting parameters.
- Trading Dashboards - Provides a comprehensive web-based management interface for monitoring active trades and configuring automated bot parameters.
- Multi-Instance Trading Runners - Enables running several independent configurations on a single machine to trade different pairs or exchanges.
- Order Sizing Logic - Calculates trade volumes using fixed amounts or percentages of available funds to accommodate variable capital.
- Trading Strategy Management Interfaces - Provides a centralized interface for controlling trading strategies and managing risk and performance.
- Multi-Instance Server Configurations - Supports running separate trading processes via independent configuration files for different currency pairs or exchanges.
- Order Lifecycle Management - Provides an interface for tracking active order statuses and executing the cancellation of pending transactions.
- Market Insight Monitors - Implements monitoring tools to track real-time market data, including fair value prices and order book bids and offers.
- Position Management - Provides a dedicated management dashboard to view currency holdings and cancel open trading orders.
- Cryptocurrency Trading - Self-hosted high-frequency crypto trading bot.
