Liquidity Provider Bot

Features

• uses built-in Python multithreading
• monitors prices of arbitrage exchanges to make markets
• configurable slippages per market pair
• configurable asset allocation per market pair
• configurable reserve per currency
• configurable price and investment tolerances
• "dry run" mode - logs actions but does not place orders on exchange

Architecture

Market Data Collector

• runs on its own thread with configurable monitor period
• maps foreign market pair names to qTrade market pairs
• manages market scrapers (exchange integrations) to collect bid/ask prices for configured market pairs

Orderbook Manager

• runs on its own thread with configurable monitor period
• reads bid/ask prices from market data collector
• places buy and sell orders at configurable slippages
• caches and monitors placed orders to reduce API calls
• uses cost basis to track and report earnings

Possible Features

• use webhooks to monitor for trades rather than pulling all order data every tick
• allow rebalances by market pair