DeepFin / MarketMaker.py
Amós e Souza Fernandes
Upload 120 files
5f10e37 verified
import ccxt
class MarketMaker:
def __init__(self, exchange, symbol, spread=0.01):
self.exchange = ccxt.exchange({'apiKey': '...', 'secret': '...'})
self.symbol = symbol
self.spread = spread
def place_orders(self):
ticker = self.exchange.fetch_ticker(self.symbol)
mid_price = (ticker['bid'] + ticker['ask']) / 2
bid_price = mid_price * (1 - self.spread / 2)
ask_price = mid_price * (1 + self.spread / 2)
self.exchange.create_limit_buy_order(self.symbol, 1, bid_price)
self.exchange.create_limit_sell_order(self.symbol, 1, ask_price)
def run(self):
while True:
try:
self.place_orders()
time.sleep(60) # Atualiza ordens a cada minuto
except Exception as e:
print(f"Error: {e}")
time.sleep(60)
if __name__ == "__main__":
market_maker = MarketMaker("binance", "I*****ME/USDT")
market_maker.run()