MM Toolbox is a Python library designed to provide high-performance tools for market making strategies.
mm-toolbox/
├── mm_toolbox/
│ ├── src/
│ │ ├── candles/ # Tools for handling and aggregating candlestick data
│ │ ├── logging/ # Lightweight logging utilities
│ │ ├── moving_average/ # Implementations of various moving averages
│ │ ├── numba/ # Numba-optimized functions and utilities
│ │ ├── orderbook/ # Multiple orderbook implementations & tools
│ │ ├── ringbuffer/ # Efficient fixed-size circular buffers
│ │ ├── rounding/ # Utilities for rounding prices and sizes
│ │ ├── time/ # High-performance time utilities
│ │ ├── websocket/ # WebSocket handling utilities
│ │ ├── weights/ # Weight generators
│ ├── __init__.py # Package initialization
├── tests/ # Unit tests for all the modules
├── .gitignore # Git ignore file
├── LICENSE # License information
├── README.md # Main documentation file
├── requirements.txt # Python dependencies
└── setup.py # Setup script for pip installation
MM Toolbox is available on PyPI and can be installed using pip:
pip install mm_toolboxTo install directly from the source, clone the repository and install the dependencies:
git clone https://github.com/beatzxbt/mm-toolbox.git
cd mm-toolbox
pip install poetry
poetry installAfter installation, you can start using MM Toolbox by importing the necessary modules:
from mm_toolbox import Orderbook
from mm_toolbox import ExponentialMovingAverage
from mm_toolbox import time_iso8601
# Example usage:
orderbook = Orderbook(size=100)Numba: Complete coverage of Numba's top-level functions (with custom implementation if faster).
Orderbook: Directly update BBA, Imbalance Feature, ++Performance
Candles: ++Performance
Websocket: Fast websocket pool + auto swapping latency mechanism.
Candles: Multi-trigger candle (time/tick/volume).
Logger: High performance logger w/Database support integrated.
Moving Average: Weighted Moving Average (WMA).
Orderbook: HFT Orderbook, aiming to be fastest Python orderbook on GitHub.
MM Toolbox is licensed under the MIT License. See the LICENSE file for more information.
Contributions are welcome! Please read the CONTRIBUTING.md for guidelines on how to contribute to this project.
For questions or support, please open an issue. I can also be reached on Twitter and Discord :D