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Trading bot implemented in Rust, with market making and strategy automation for any exchange or blockchain.

License: GNU General Public License v3.0

Rust 74.75% HTML 7.22% CSS 11.34% JavaScript 6.68%

marketmaker marketmaking orderbook rust-lang rust bot serum trading-bot trading-strategies crypto

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michael-j-ward the-makers-of-things dacapricorn trakx happysammy worthlesspixels borovkovsergey fortunato28 deepsoutha weihwork juanparker1 fraschm1998 asth11001 webclinic017 ikowin 0xgxthxb mugglezxx oyelowo alihaskar em4n0n syther-labs stocktiger dev-124 willemneal djdev shabbirhasan1 degatchi blockflow braman09 samchaaa aetherplex willsliou ego326a sarangab drmusab piavgh taksunghun power1588 terrencstaciralphlindgr nanne007 marcellinamichie291 alamgirhossein041 sculd saepire keel1982 s-y-00 mtemi touei gelove dynamicltechnologysolutions leochan007 inspirers dbrownecu cambricorp tomaszwaszczyk osub turtiesio michaljirman dnonline iq-scm guyresh joetondev x4rma hoodyboss jsilhan vazw erensanlier sahilpanhotra kelvinchanyh qtkenny sudarsan-sridharan walkerliufei neo4l kissdesty 0x0scion cfping lorenzourera glottologist mamede5151

mmb's Issues

json parsing error in process_snapshot_update

I found the error when parsing message below in process_snapshot_update function I thinks you miss that.

"{"stream":"bnbusdt@depth20@100ms","data":{"lastUpdateId":8193113657,"bids":[["261.90000000","307.95300000"],["261.80000000","183.24100000"],["261.70000000","277.19900000"],["261.60000000","312.09600000"],["261.50000000","212.37300000"],["261.40000000","358.77600000"],["261.30000000","151.94600000"],["261.20000000","212.75500000"],["261.10000000","55.23900000"],["261.00000000","43.52300000"],["260.90000000","398.35900000"],["260.80000000","42.61500000"],["260.70000000","13.45200000"],["260.60000000","12.45600000"],["260.50000000","309.97400000"],["260.40000000","213.23200000"],["260.30000000","22.78500000"],["260.20000000","200.26200000"],["260.10000000","93.08900000"],["260.00000000","244.36900000"]],"asks":[["262.00000000","148.62600000"],["262.10000000","410.42700000"],["262.20000000","364.45100000"],["262.30000000","203.41100000"],["262.40000000","217.99700000"],["262.50000000","240.78200000"],["262.60000000","152.49000000"],["262.70000000","85.76200000"],["262.80000000","88.35300000"],["262.90000000","139.17200000"],["263.00000000","573.59400000"],["263.10000000","99.32500000"],["263.20000000","144.94100000"],["263.30000000","23.32800000"],["263.40000000","868.97000000"],["263.50000000","483.51100000"],["263.60000000","24.43900000"],["263.70000000","45.46600000"],["263.80000000","86.88300000"],["263.90000000","49.03600000"]]}}"

configure for market making

How is this configured for market making? If I am correct glancing through the code this is a trading engine as you highlight it, but it lacks the market making logic itself.

Set up CI via Github Actions

Enable automated cargo test via Github Actions.

test failure

Possibly related to PR #140

To reproduce:

$ cargo build --release
$ cargo test --release

Output of cargo test --release:

...
   Compiling mmb_rpc v0.1.0 (/Users/jgarzik/repo/purefinance/mmb/mmb_rpc)
   Compiling core_tests v0.1.0 (/Users/jgarzik/repo/purefinance/mmb/core_tests)
   Compiling example v0.1.0 (/Users/jgarzik/repo/purefinance/mmb/example)
   Compiling binance v0.1.0 (/Users/jgarzik/repo/purefinance/mmb/exchanges/binance)
   Compiling semver-parser v0.10.2
error[E0599]: no method named `get_specific_currency_pair` found for struct `Arc<mmb_core::core::exchanges::general::exchange::Exchange>` in the current scope
   --> exchanges/binance/tests/binance/binance_builder.rs:126:22
    |
126 |             exchange.get_specific_currency_pair(OrderProxy::default_currency_pair()),
    |                      ^^^^^^^^^^^^^^^^^^^^^^^^^^ method not found in `Arc<mmb_core::core::exchanges::general::exchange::Exchange>`

error[E0599]: no method named `get_specific_currency_pair` found for struct `dashmap::mapref::one::Ref<'_, mmb_core::core::exchanges::common::ExchangeAccountId, Arc<mmb_core::core::exchanges::general::exchange::Exchange>>` in the current scope
   --> exchanges/binance/tests/control_panel/statistics.rs:134:22
    |
134 |             exchange.get_specific_currency_pair(test_currency_pair),
    |                      ^^^^^^^^^^^^^^^^^^^^^^^^^^ method not found in `dashmap::mapref::one::Ref<'_, mmb_core::core::exchanges::common::ExchangeAccountId, Arc<mmb_core::core::exchanges::general::exchange::Exchange>>`

For more information about this error, try `rustc --explain E0599`.
error: could not compile `binance` due to 2 previous errors
warning: build failed, waiting for other jobs to finish...
error: build failed

test core::exchanges::exchange_blocker::tests::block_many_times_with_stop_exchange_blocker ... FAILED

Testing with cargo test passes.
Testing with cargo test --release fails.

OS: MacOS
Platform:

$ rustc --version
rustc 1.50.0 (cb75ad5db 2021-02-10)

test core::exchanges::exchange_blocker::tests::block_with_first_long_handler ... ok
test core::exchanges::exchange_blocker::tests::block_duration ... ok
test core::exchanges::exchange_blocker::tests::reblock_before_time_is_up ... ok
test core::exchanges::exchange_blocker::tests::block_many_times_with_stop_exchange_blocker ... FAILED
test core::connectivity::connectivity_manager::tests::should_connect_and_reconnect_normally ... ok
test core::connectivity::websocket_actor::tests::connect_and_send_msg ... ok

failures:

---- core::exchanges::exchange_blocker::tests::block_many_times_with_stop_exchange_blocker stdout ----
thread 'core::exchanges::exchange_blocker::tests::block_many_times_with_stop_exchange_blocker' panicked at 'Timeout was exceeded (2000 ms)', src/core/exchanges/exchange_blocker.rs:1147:39
note: run with `RUST_BACKTRACE=1` environment variable to display a backtrace


failures:
    core::exchanges::exchange_blocker::tests::block_many_times_with_stop_exchange_blocker

test result: FAILED. 44 passed; 1 failed; 0 ignored; 0 measured; 0 filtered out; finished in 3.74s

error: test failed, to rerun pass '--lib'

State of Serum Connector

Hi,

I can see Serum connector still is flagged as yellow, where can I read about the issues or challenges ?

Thanks.

What is the benefit of having two channels for main and secondary for WS?

As title states, trying to understand why websocket has two different channels (/core/src/connectivity/websocket.rs)

pub struct WsSender {
    /// Main websocket connection sender
    main_sender: mpsc::UnboundedSender<Message>,
    /// Secondary websocket connection sender
    secondary_sender: Option<mpsc::UnboundedSender<Message>>,
    /// Cancellation token for service futures
    _cancel: CancellationTokenDropGuard,
}

Is one for hotpath data such as trades/orderbook updates and the secondary one for intra service communication, trigger callback etc?

purefinance / mmb Goto Github PK

mmb's People

Contributors

Stargazers

Watchers

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mmb's Issues

json parsing error in process_snapshot_update

configure for market making

Set up CI via Github Actions

test failure

test core::exchanges::exchange_blocker::tests::block_many_times_with_stop_exchange_blocker ... FAILED

State of Serum Connector

What is the benefit of having two channels for main and secondary for WS?

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