The idea is very simple, as always. Pick a trading pair. Split your fund 50/50. Create opposite limit orders- buy a little lower, sell a little higher. That is "goal" state. Then just move the orders to balance the position (The more you buy- the more aggressively you sell, exponentially. And vice-versa)
Implementation was based on websockets (to react as quickly as possible) and Rust (to make fastest code just to have fun).
I really enjoyed how challenging this actually turned out 😅 Tasks like this are why I love coding.
EDIT:
I also integrated it with a bunch of CEXes: Binance, Kraken, Huobi, Coinbase, FTX... Thanks Sam Bankman-Fried for ruining this, lol
Implementation was based on websockets (to react as quickly as possible) and Rust (
I really enjoyed how challenging this actually turned out 😅 Tasks like this are why I love coding.
EDIT:
I also integrated it with a bunch of CEXes: Binance, Kraken, Huobi, Coinbase, FTX... Thanks Sam Bankman-Fried for ruining this, lol