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Custom Strategy: Market Making

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Alex Lopatin edited this page Jan 25, 2019 · 2 revisions

In this tutorial we will write a custom market making trading strategy. We'll first run backtests on historical data and then launch it as a bot on live Coinbase order book data.

All code snippets are in Scala. The equivalent Java code can be found in the example source code. The source for this tutorial is at: flashbot-market-maker (Scala) or flashbot-market-maker (Java).

1. Create a new strategy class

In a new file at src/main/scala/MarketMaker.scala (or src/main/java/MarketMaker.java), create a class that extends Strategy:



              


          



  
          

            


            
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