emeraldls MMT Trading Systems
Rules for building trading bots, arbitrage systems, and market analysis tools with MMT.
Bot Architecture
- Event-Driven Architecture: WS as event source, separate data/logic/execution layers
- State Management: local orderbook state, candle aggregation, position tracking
- Multi-Symbol Monitoring: multi-pair watching, subscription fan-out, correlation
Arbitrage
- Cross-Exchange Detection: price discrepancy detection via multi-exchange data
- Execution Patterns: signal generation from MMT, external execution
Real-Time Analysis
- Orderbook Management: depth channel, snapshot+delta, sequence tracking
- Trade Stream Processing: trade aggregation, VWAP, large trade detection
- Heatmap Analysis: liquidity walls, split index, support/resistance
Risk Management
- Position Management: funding rates, liquidation data, exposure monitoring
- Rate Limit Budgeting: budget allocation across bot components
Backtesting
- Historical Data Fetching: paginating REST data, time range chunking
- Candle Reconstruction: custom timeframes from base candles, OHLCVT math