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