This project can be run using exclusively python or, for better performance, a c++ binding is available. The instructions on how to build both the python and c++ builds are below.

To run this project change the config to c++ build:

build_type: cpp

Install the requirements:

pip install -r requirements.txt

To build run c++ -O3 -Wall -shared -std=c++17 -fPIC $(python3 -m pybind11 --includes) MMHedge.cpp -o mmhedge_cpp$(python3-config --extension-suffix)

To run the bot:

python .\trade_mm_strat.py

To run this project change the config to python build:

build_type: python

Install the requirements:

pip install -r requirements.txt

To run the bot:

python .\trade_mm_strat.py