Not the Grail, just a regular one - Bablokos!!! - page 462

 

Anyway, moving on, here I am as a market maker... I form a market maker...

It's all my clients' orders, no spread, no one wants to give in :) what should I do as a MM? buy at 101 and sell at 100?

and then? already losses... where and how do i put my trades?

 
Aleksander:

Anyway, moving on, here I am as a market maker... I form a market maker...

it's all customers' orders, no spread, no one wants to give in :) what should I do as a MM? buy at 101 and sell at 100?

and then? already losses... where and how do i insert my trades?

a market maker with such a stack will have to be fired

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"and then?"

it's as easy as Ask and Bid.

first we calculate the price, and then we make it into two

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we provide supply and demand for the virtual commodity with articles from analysts, a calendar, a bunch of robots, turkeys, etc.

 
don't get clever :) show me the algorithm....
 
Aleksander:
Don't get smart :) show me the algorithm ....

and I'm not being clever.

There's a lot of this stuff on the internet.

find the right one and that's it.

for example:

there are 3 people in the market, 2 of them sell for 10 and 15

One buys for 5

let's say everything is 1 piece.

market price? (answer in private)

when you change the number of trad es, the price begins to fluctuate

Then we add our own profitability to the resulting price - the spread

и

personal market ready

 

Google: "market mechanics of order matching"

find excellent algorithms for market makers or for HFT - trading.... everything else is bogus ;)

 
Igor Makanu:

Google: "market mechanics of order matching"

find excellent algorithms for market makers or for HFT - trading.... everything else is bogus ;)

a lot of bullshit is coming out, just from the evil one
 
Renat Akhtyamov:
there is a lot of bullshit coming out of the evil one

oh well... but to sit around and guess how you'd like it - that's just the thing! )))

it's up to you, google (not yandex!) has some pretty decent sources on the first page

 

convergence of orders - it's all done already... dozens of pending orders, hundreds of market purchases/sales per day, but it's done by the people themselves,

without my involvement... but the dynamics of the movement.... only 1 pip (ruble) per day (week)...

 

and it works as it is, I take 1% when placing an order and another 1% when buying/selling.... so there's no spread as such...

But, I want to introduce margin trading in the system, with a leverage of 1...3...5...100... the volumes will go up sharply and the market will freeze...

so I'd like some kind of price movement algorithm, but so that I don't have to interfere too much...

 

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there is no easier way