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golden-lucky-monkey authored Jun 28, 2022
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Expand Up @@ -26,7 +26,8 @@ We use the definitions:
| `delta_perp > bb_upper` | short |
| `delta_perp < bb_lower` | long |

A full analysis of this strategy along with a GUI visualizer is in

A full analysis of this strategy along with it's limitations in
[dineshpinto/market-analytics](https://github.com/dineshpinto/market-analytics).

## Installation
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cargo run
```

## Optional
You can use an orderbook visualizer when running the script, like this very beautiful 3D variant built in WebGL by Kris Machowski at
[3dorderbook.com](https://www.3dorderbook.com). Use it to find some interesting patterns!
## Orderbook visualizer
You can use a live orderbook visualizer written in Python. The visualizer uses Dash and Plotly, and contains a set of configurable parameters and strategies. See `orderbook-delta-visualizer/` for more details.

[GUI](https://user-images.githubusercontent.com/15251343/176155957-e6096eb1-a1ef-4373-b66e-7ebaa83b5b84.mov)


## Settings
`settings.json` contains all the configurable options:
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