21 lines
1.1 KiB
Bash
Executable File
21 lines
1.1 KiB
Bash
Executable File
#!/usr/bin/env bash
|
|
MARKET=${1:-BTC-PERP}
|
|
FIXED_POSITION_SIZE=${2:-0.01}
|
|
FIXED_SPREAD=${3:-100}
|
|
SLEEP_BETWEEN_ORDER_PLACES=${4:-60}
|
|
ORACLE_MARKET=${MARKET//\-PERP/\/USDC}
|
|
|
|
printf "Running on market %s with position size %f and prices +/- %f from current price\nPress Control+C to stop...\n" $MARKET $FIXED_POSITION_SIZE $FIXED_SPREAD
|
|
while :
|
|
do
|
|
cancel-my-orders --name "WSMM ${MARKET} (cancel)" --market $MARKET --log-level ERROR
|
|
|
|
CURRENT_PRICE=$(show-price --provider serum --market $ORACLE_MARKET --log-level ERROR --cluster-name mainnet | cut -d"'" -f 2 | sed 's/,//')
|
|
place-order --name "WSMM ${MARKET} (buy)" --market $MARKET --order-type LIMIT \
|
|
--log-level ERROR --side BUY --quantity $FIXED_POSITION_SIZE --price $(echo "$CURRENT_PRICE - $FIXED_SPREAD" | bc)
|
|
place-order --name "WSMM ${MARKET} (sell)" --market $MARKET --order-type LIMIT \
|
|
--log-level ERROR --side SELL --quantity $FIXED_POSITION_SIZE --price $(echo "$CURRENT_PRICE + $FIXED_SPREAD" | bc)
|
|
|
|
echo "Last ${MARKET} market-making action: $(date)" > /var/tmp/mango_healthcheck_worlds_simplest_market_maker
|
|
sleep $SLEEP_BETWEEN_ORDER_PLACES
|
|
done |