A simple market making program for the Coinbase Pro exchange. One of the first automated trading algos I wrote (circa 2017) and the first one to turn a profit.
Features:
- Red-black binary tree used for the order book structure.
- Use of the FIX protocol for orders.
Results:
- Over 2-3 weeks of actively running and maintaining this script an average profit of around 0-1% a day was made, trading with ~£150 of BTC at the time.