mm

import time
import numpy as np
import ccxt  # A library for connecting to exchanges (example for crypto markets)

# Connect to an exchange (example for Binance)
exchange = ccxt.binance({
    'apiKey': 'YOUR_API_KEY',
    'secret': 'YOUR_API_SECRET',
})

# Settings for the market making strategy
symbol = 'BTC/USDT'  # Trading pair
spread = 0.001  # 0.1% spread between bid and ask prices
order_size = 0.001  # Order size in BTC

def get_market_price(symbol):
    ticker = exchange.fetch_ticker(symbol)
    return ticker['ask'], ticker['bid']

def place_order(symbol, side, price, amount):
    if side == 'buy':
        order = exchange.create_limit_buy_order(symbol, amount, price)
    elif side == 'sell':
        order = exchange.create_limit_sell_order(symbol, amount, price)
    return order

def cancel_orders(symbol):
    orders = exchange.fetch_open_orders(symbol)
    for order in orders:
        exchange.cancel_order(order['id'], symbol)

def market_making(symbol):
    while True:
        # Get the current market price (ask and bid)
        ask_price, bid_price = get_market_price(symbol)

        # Calculate the new buy and sell prices based on the spread
        buy_price = bid_price * (1 - spread)
        sell_price = ask_price * (1 + spread)

        # Cancel previous orders to avoid stale orders
        cancel_orders(symbol)

        # Place new buy and sell orders at the updated prices
        print(f"Placing buy order at {buy_price}, sell order at {sell_price}")
        place_order(symbol, 'buy', buy_price, order_size)
        place_order(symbol, 'sell', sell_price, order_size)

        # Sleep for a small period to simulate high-frequency execution
        time.sleep(0.1)  # Adjust the sleep time to control how fast the strategy runs

if __name__ == "__main__":
    market_making(symbol)