Market Maker Bot for Binance
Naive Market Maker Bot for Binance exchange.
Solution contains two console projects:
BinanceBot.MarketViewer.Console
project: Order book updating in near-real time (via Binance WebSocket API).BinanceBot.MarketBot.Console
project: Create and cancel orders (via Binance REST API) depends on current Market Depth.In picture below BinanceBot create order to Order Book only if price spread by ETH/BTC greater than 0.2%.
Warn: BinanceBot uses test order create API by default (without real order creation).
Turn off TEST_ORDER_CREATION_MODE
compilation symbol in MarketMakerBot.cs to create real order in order book.