Liquidity Mining

Table of Contents

📝 Summary
🏦 Exchanges supported
🛠️ Strategy configs
📓 ℹ️ More Resources

Market Making

⛏️ Miner Strategy

📝 Summary #

This strategy allows market making across multiple pairs on an exchange on a single Nonstop Algo instance. This is achieved by enabling users to configure the markets they would like to participate in and other market-making configurations. Volatility-Spread adjustment is another key feature of this strategy, where the spreads are dynamically adjusted based on the volatility of the markets.

🏦 Exchanges supported #

spot exchanges

🛠️ Strategy configs #

Parameter	Type	Default	Prompt New?	Prompt
`exchange`	string		True	Enter the spot connector to use for liquidity mining)
`markets`	string		True	Enter a list of markets
`token`	string		True	What asset (base or quote) do you want to use to provide liquidity?
`order_amount`	decimal		True	What is the size of each order (in [token] amount)?
`spread`	decimal		True	How far away from the mid price do you want to place bid and ask orders?
`inventory_skew_enabled`	bool	True	False	Would you like to enable inventory skew? (Yes/No)
`target_base_pct`	decimal		True	For each pair, what is your target base asset percentage?
`order_refresh_time`	float	10	False	How often do you want to cancel and replace bids and asks
`order_refresh_tolerance_pct`	deciimal	0.2	False	Enter the percent change in price needed to refresh orders at each cycle
`inventory_range_multiplier`	decimal	1	False	What is your tolerable range of inventory around the target, expressed in multiples of your total order size?
`volatility_interval`	int	300	False	What is an interval, in second, in which to pick historical mid price data from to calculate market volatility?
`avg_volatility_period`	int	10	False	How many interval does it take to calculate average market volatility?
`volatility_to_spread_multiplier`	decimal	1	False	Enter a multiplier used to convert average volatility to spread
`max_spread`	decimal	-1	False	What is the maximum spread?
`max_order_age`	float	3600	False	What is the maximum life time of your orders (in seconds)?