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