RS_SMM is a sophisticated market making bot implemented in Rust. It's designed to provide liquidity and profit from the bid-ask spread in cryptocurrency markets. The system supports multiple exchanges, employs advanced order book analysis, and uses dynamic quote generation based on market conditions.
Clone the repository:
git clone https://github.com/your-repo/rs_smm.git
cd rs_smm
Build the project:
cargo build --release
Create a config.toml
file in the project root directory.
Add your configuration settings. Here's a template:
exchange = "bybit" # or "binance"
symbols = ["BTCUSDT", "ETHUSDT"]
leverage = 10
orders_per_side = 5
final_order_distance = 0.01
depths = [5, 50]
rate_limit = 100
tick_window = 6000 // 1 mins
bps = [0.01, 0.02] # Basis points for spread
[[api_keys]]
key = "your_api_key"
secret = "your_api_secret"
symbol = "BTCUSDT"
[[balances]]
symbol = "BTCUSDT"
amount = 1000.0
Adjust the values according to your trading strategy and risk tolerance.
config.toml
is properly set up.cargo run --release
src/
features/
: Contains market microstructure analysis toolsparameters/
: Handles configuration and parameter managementstrategy/
: Implements the market making strategytrader/
: Manages order generation and executionmain.rs
: Entry point of the applicationModifying the Strategy:
src/strategy/market_maker.rs
to adjust the core market making logic.src/trader/quote_gen.rs
to change how orders are generated.Adjusting Parameters:
src/parameters/parameters.rs
to add or modify configurable parameters.config.toml
to reflect any new parameters.Adding New Features:
src/features/
for new market analysis tools).src/strategy/market_maker.rs
or src/trader/quote_gen.rs
as appropriate.Supporting New Exchanges:
OrderManagement
enum in src/trader/quote_gen.rs
.Improving Performance:
src/strategy/market_maker.rs
)src/trader/quote_gen.rs
)src/features/engine.rs
)src/parameters/parameters.rs
)Contributions are welcome! Please follow these steps:
This software is for educational and research purposes only. Use it at your own risk. Cryptocurrency trading carries a high level of risk and may not be suitable for all investors. Always thoroughly test any trading bot in a safe, simulated environment before deploying with real funds.