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a-simple-market-making-stradegy

so simple that it's not supposed to be used into real market (and not complete yet lol im so lazy)

class market_making(): def init(self, mid_class): self.exchange = mid_class self.done_amount = 0 self.init_time = time.time()

def matched_orders(self, trade_dict):
    self.exchange.create_order('buy', trade_dict['price'], trade_dict['amount'])
    self.exchange.create_order('sell', trade_dict['price'], trade_dict['amount'])
    self.done_amount += trade_dict['amount']
    self.last_time = time.time()

def make_matched_orders_dict(self, amount, each_amount):
    self.exchange.refresh_data()
    order_price = (self.exchange.sell + self.exchange.buy) / 2
    if order_price > self.exchange.buy and order_price < self.exchange.sell
        self.order_amount = self.exchange.amount
        self.balance = self.exchange.balance
        self.max_order_amount = self.balance / order_price
        make_trade = self.order_amount > each_amount
        make_trade = self.max_order_amount > each_amount
        trade_dict = {'Price':trade_price, 'Amount':each_amount}

    if make_trade:
        self.matched_orders(trade_dict)

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