Zxser/spmaker

Low-latency Spread MARKET MAKER

This simple Spread based MARKET MAKER demonstrate how to develop High Frequency trading automation using advanced C++ features and flexible archichture that can be easy deployed on multi exchanges or brokers

Supported OS

Linux, Windows

Available connectors (exchanges/brokers)

Binance
Bybit

BUILD Dependencies

Linux

Windows

Build SPMAKER

On Linux terminal

scl enable devtoolset-9 bash
git clone https://github.com/silvadom/spmaker.git
cd spmaker
cmake . -DG3LOG_ROOT=/usr/local/g3log -DJSON_ROOT=/usr/local/json
make install

On Windows cmd

git clone https://github.com/stelgic/qcraftor.git
cd qcraftor
cmake . -DG3LOG_ROOT=/usr/local/g3log -DJSON_ROOT=/usr/local/json

With visual studio 2019 or 2022

* Open solution qcraftor.sln 
* set Solution Configuration to "RelWithdebugInfo"

Others CMAKE libraries root path options:

-DJSON_ROOT=path_to_json
-DOPENSSL_ROOT=path_to_openssl
-DG3LOG_ROOT=path_to_g3log
-DONETBB_ROOT=path_to_onetbb
-DBOOST_ROOT=path_to_boost
-DCPR_ROOT=path_to_cpr

RUN SPMAKER

add binance API KEY and SECRET in build/configs/connector.config

cd build/bin
./spmaker -e bybit --risk 0.2 --capital 5000 --threads 8 --timeout 2 -v 1

License

Licensed under CC BY-NC-ND 4.0

Zxser / spmaker