title: ÐÑÐ¾Ð³ÑÐ°Ð¼Ð¼Ð½ÑÐ¹ ÐºÐ¾Ð¼Ð¿Ð»ÐµÐºÑ Ð´Ð»Ñ Ð¿ÑÐµÐ´Ð¾ÑÑÐ°Ð²Ð»ÐµÐ½Ð¸Ñ Ð»Ð¸ÐºÐ²Ð¸Ð´Ð½Ð¾ÑÑÐ¸ Ð½Ð° ÐºÑÐ¸Ð¿ÑÐ¾Ð²Ð°Ð»ÑÑÐ½Ð¾Ð¹ Ð±Ð¸ÑÐ¶Ðµ Ñ Ð¸ÑÐ¿Ð¾Ð»ÑÐ·Ð¾Ð²Ð°Ð½Ð¸ÐµÐ¼ ÑÑÐ½Ð¾ÑÐ½Ð¾-Ð½ÐµÐ¹ÑÑÐ°Ð»ÑÐ½Ð¾Ð¹ ÑÑÑÐ°ÑÐµÐ³Ð¸Ð¸
title: Ð²ÑÐ¿ÑÑÐºÐ½Ð°Ñ ÐºÐ²Ð°Ð»Ð¸ÑÐ¸ÐºÐ°ÑÐ¸Ð¾Ð½Ð½Ð°Ñ ÑÐ°Ð±Ð¾ÑÐ° Ð±Ð°ÐºÐ°Ð»Ð°Ð²ÑÐ°
titleType: Subtitle
title: Software for liquidity provision on cryptocurrency exchange using market-neutral strategy
Creators: name: ÐÐ°Ð½Ð´Ð¶Ð¸ÐµÐ², Ð Ð°Ð¼Ð°Ð·Ð°Ð½
Publisher: name: Ð¡Ð°Ð½ÐºÑ-ÐÐµÑÐµÑÐ±ÑÑÐ³ÑÐºÐ¸Ð¹ Ð¿Ð¾Ð»Ð¸ÑÐµÑÐ½Ð¸ÑÐµÑÐºÐ¸Ð¹ ÑÐ½Ð¸Ð²ÐµÑÑÐ¸ÑÐµÑ ÐÐµÑÑÐ° ÐÐµÐ»Ð¸ÐºÐ¾Ð³Ð¾
Year: 2021
Subjects: Ð¼Ð°ÑÐºÐµÑ Ð¼ÐµÐ¹ÐºÐµÑ
ÑÐ¿ÑÐµÐ´
Ð°Ð»Ð³Ð¾ÑÑÐµÐ¹Ð´Ð¸Ð½Ð³
Ð»Ð¸ÐºÐ²Ð¸Ð´Ð½Ð¾ÑÑÑ
ÐºÑÐ¸Ð¿ÑÐ¾Ð²Ð°Ð»ÑÑÐ°
market maker
spread
algotrading
liquidity
cryptocurrency

description: Ð Ð°Ð±Ð¾ÑÐ° Ð¿Ð¾ÑÐ²ÑÑÐµÐ½Ð° ÑÐ°Ð·ÑÐ°Ð±Ð¾ÑÐºÐµ ÑÐµÑÐ²ÐµÑÐ½Ð¾Ð³Ð¾ Ð¿ÑÐ¸Ð»Ð¾Ð¶ÐµÐ½Ð¸Ñ, ÐºÐ¾ÑÐ¾ÑÐ¾Ðµ Ð±ÑÐ»Ð¾ Ð½ÐµÐ¾Ð±ÑÐ¾Ð´Ð¸Ð¼Ð¾ Ð´Ð»Ñ ÑÐ¾Ð·Ð´Ð°Ð½Ð¸Ñ Ð»Ð¸ÐºÐ²Ð¸Ð´Ð½Ð¾ÑÑÐ¸ Ð½Ð° ÐºÑÐ¸Ð¿ÑÐ¾Ð²Ð°Ð»ÑÑÐ½Ð¾Ð¹ Ð±Ð¸ÑÐ¶Ðµ, ÑÑÐ¶ÐµÐ½Ð¸Ñ ÑÐ¿ÑÐµÐ´Ð°. ÐÐ¾Ð½ÑÑÐ¾Ð»Ñ ÑÐ¸ÑÐºÐ° Ð¾ÑÑÑÐµÑÑÐ²Ð»ÑÐ»ÑÑ Ð¿ÑÑÐµÐ¼ ÑÐµÐ´Ð¶Ð¸ÑÐ¾Ð²Ð°Ð½Ð¸Ñ Ð½Ð° Ð±Ð¸ÑÐ¶Ðµ-Ð´Ð¾Ð½Ð¾ÑÐµ. ÐÐ°Ð´Ð°ÑÐ¸, ÐºÐ¾ÑÐ¾ÑÑÐµ ÑÐµÑÐ°Ð»Ð¸ÑÑ Ð² ÑÐ¾Ð´Ðµ ÑÐ°Ð·ÑÐ°Ð±Ð¾ÑÐºÐ¸: 1. ÐÐ½ÑÐµÐ³ÑÐ°ÑÐ¸Ñ Ñ Ð¾ÑÐ½Ð¾Ð²Ð½Ð¾Ð¹ Ð±Ð¸ÑÐ¶ÐµÐ¹. 2. ÐÐ½ÑÐµÐ³ÑÐ°ÑÐ¸Ñ Ñ Ð±Ð¸ÑÐ¶ÐµÐ¹-Ð´Ð¾Ð½Ð¾ÑÐ¾Ð¼. 3. ÐÐ°Ð¿Ð¸ÑÐ°Ð½Ð¸Ðµ ÑÑÑÐ°ÑÐµÐ³Ð¸Ð¸ ÑÐ¾ÑÐ³Ð¾Ð²Ð»Ð¸ Ð¸ ÑÐµÐ´Ð¶Ð¸ÑÐ¾Ð²Ð°Ð½Ð¸Ñ. 4. Ð¡Ð¾Ð·Ð´Ð°Ð½Ð¸Ðµ Ð²ÑÐ¿Ð¾Ð¼Ð¾Ð³Ð°ÑÐµÐ»ÑÐ½Ð¾Ð³Ð¾ Ð¿ÑÐ¸Ð»Ð¾Ð¶ÐµÐ½Ð¸Ñ Ð´Ð»Ñ Ð¼Ð¾Ð½Ð¸ÑÐ¾ÑÐ¸Ð½Ð³Ð° ÑÐµÐ·ÑÐ»ÑÑÐ°ÑÐ¾Ð². Ð Ð°Ð±Ð¾ÑÐ° Ð¿ÑÐ¾Ð²ÐµÐ´ÐµÐ½Ð° Ð² Ð¿Ð¾Ð»Ð½Ð¾Ð¼ Ð¾Ð±ÑÐµÐ¼Ðµ, Ð¿ÑÐ¸Ð»Ð¾Ð¶ÐµÐ½Ð¸Ðµ Ð² ÐºÐ¾Ð½ÐµÑÐ½Ð¾Ð¼ ÑÑÐµÑÐµ Ð±ÑÐ»Ð¾ Ð²ÑÐ¿ÑÑÐµÐ½Ð¾ Ð² ÑÐµÐ»Ð¸Ð· Ð¾ÑÐµÐ½ÑÑ 2020 Ð³Ð¾Ð´Ð°. ÐÑÐ½Ð¾Ð²Ð½Ð¾Ðµ Ð¿ÑÐ¸Ð»Ð¾Ð¶ÐµÐ½Ð¸Ðµ Ð½Ð°Ð¿Ð¸ÑÐ°Ð½Ð¾ Ð½Ð° Java 8, Ð¸Ð½ÑÐµÐ³ÑÐ°ÑÐ¸Ñ Ñ Ð±Ð¸ÑÐ¶Ð°Ð¼Ð¸ Ð¸Ð´ÐµÑ ÑÐµÑÐµÐ· REST Ð¸ WebSocket-Ñ. ÐÑÐ¸Ð»Ð¾Ð¶ÐµÐ½Ð¸Ðµ Ð´Ð»Ñ Ð°Ð´Ð¼Ð¸Ð½Ð¸ÑÑÑÐ¸ÑÐ¾Ð²Ð°Ð½Ð¸Ñ ÑÐ°ÐºÐ¶Ðµ ÑÐµÐ°Ð»Ð¸Ð·Ð¾Ð²Ð°Ð½Ð¾ Ð½Ð° Java 8, Ñ Ð¸ÑÐ¿Ð¾Ð»ÑÐ·Ð¾Ð²Ð°Ð½Ð¸ÐµÐ¼ Spring Boot. ÐÑÐ¾Ð³: ÑÐ¿ÑÐµÐ´ Ð±ÑÐ» ÑÐ¾ÐºÑÐ°ÑÐµÐ½ Ð´Ð¾ 0.1% Ð´Ð»Ñ BTC/USDT ÑÑÑÑÐµÑÑÐ°, Ð¿ÑÐ¸Ð»Ð¾Ð¶ÐµÐ½Ð¸Ðµ Ð¿Ð¾Ð·Ð²Ð¾Ð»Ð¸Ð»Ð¾ Ð¾ÑÐºÐ°Ð·Ð°ÑÑÑÑ Ð¾Ñ ÑÑÐ»ÑÐ³Ð¸ Ð¼Ð°ÑÐºÐµÑÐ¼ÐµÐ¹ÐºÐ¸Ð½Ð³Ð°, Ð¿ÑÐµÐ´Ð¾ÑÑÐ°Ð²Ð»ÑÐµÐ¼Ð¾Ð¹ ÑÑÐ¾ÑÐ¾Ð½Ð½ÐµÐ¹ Ð¾ÑÐ³Ð°Ð½Ð¸Ð·Ð°ÑÐ¸ÐµÐ¹, ÑÑÐ¾ Ð¿Ð¾Ð·Ð²Ð¾Ð»Ð¸Ð»Ð¾ ÑÐ¾ÐºÑÐ°ÑÐ¸ÑÑ ÑÐ¸Ð½Ð°Ð½ÑÐ¾Ð²ÑÐµ Ð·Ð°ÑÑÐ°ÑÑ.
description: This work is devoted to development of web application, which was intended to provide liquidity on cryptocurrency exchange, tightening the spread. Risk control was implemented through hedging on donor exchange. Problems that were solved during the development: 1. Integration with main exchange. 2. Integration with donor exchange. 3. Design and development of trading strategy and hedging 4. Development of auxiliary admin app for performance monitoring. The work was completed and the software was released in autumn of 2020. Main application was written on Java 8, integration with exchanges was done via REST and WebSockets. Admin app was also developed on Java 8 using Spring Boot. Result: spread was tightened up to 0.1% for BTC/USDT futures, app gave an opportunity to stop paid subscription for market making which was provided by 3rd party organization, thus reducing costs.