LCX Market Maker Bot

market making bot that interacts with LCX and Binance exchanges to fetch market data and places orders on LCX using Binance Prices

Features

• Fetches market data from LCX and Binance.
• Generates and places orders based on current position and defined maximum spread
• Manages open orders.
• Fetches account balances.
• Fetches Pair Details (MinOrder,Accuracy..)

Project Structure

• exchange.js: Contains methods to interact with the LCX exchange API.
• binanceExchange.js: Contains methods to interact with the Binance exchange API.
• marketData.js: Fetches market data from LCX and Binance.
• orderManager.js: Manages the placing and canceling of orders.
• strategy.js: Implements the market making strategy.
• index.js: Contains initialisation details (Pair, Inventory..)

Project Flow

graph LR;
    index.js-->strategy.js-->exchange.js-->|LCX|marketData.js;
    strategy.js-->binanceExchange.js-->|Binance|marketData.js;
    exchange.js-->|Balances|strategy.js;
    marketData.js-->strategy.js;
    strategy.js-->|Generated Orders|orderManager.js-->|OrderId returned| strategy.js;
    orderManager.js-->|Fetch OO,cancel,place orders| exchange.js;

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Improvements Scope [To be completed]

• Get API credentials and implement orderID callbacks
• Fetch pair details using API
• modify prices for pair not available on Binance
• Make strategy position dependent
• Add code to measure latency
• Use websockets for faster data accessing

Installation

1. Clone the repository:

   git clone https://github.com/ShivamGupta0/LCX_MM_bot.git
   cd LCX_MM_bot

2. install dependencies:

   npm install

3. Run the Market Making Bot:

   node index.js