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Hypotheses

PMMister faithful-default Binance spot market-making test

Credit: Hummingbot, PMMister, Apache-2.0. The source is a tradeable, one-level inventory-managed market maker. Its default connector is binance and its pair is BTC-USDT, mapped here to BTCUSDT.BINANCE_SPOT. Defaults…

Hypothesis

Credit: Hummingbot, PMMister, Apache-2.0. The source is a tradeable, one-level inventory-managed market maker. Its default connector is binance and its pair is BTC-USDT, mapped here to BTCUSDT.BINANCE_SPOT. Defaults are: portfolio_allocation=0.1; target_base_pct=0.5; min_base_pct=0.3; max_base_pct=0.7; buy_spreads=[0.0005]; sell_spreads=[0.0005]; buy_amounts_pct=[1]; sell_amounts_pct=[1]; executor_refresh_time=30s; buy_cooldown_time=60s; sell_cooldown_time=60s; buy_position_effectivization_time=120s;……Show moreShow less

Credit: Hummingbot, PMMister, Apache-2.0. The source is a tradeable, one-level inventory-managed market maker. Its default connector is binance and its pair is BTC-USDT, mapped here to BTCUSDT.BINANCE_SPOT. Defaults are: portfolio_allocation=0.1; target_base_pct=0.5; min_base_pct=0.3; max_base_pct=0.7; buy_spreads=[0.0005]; sell_spreads=[0.0005]; buy_amounts_pct=[1]; sell_amounts_pct=[1]; executor_refresh_time=30s; buy_cooldown_time=60s; sell_cooldown_time=60s; buy_position_effectivization_time=120s; sell_position_effectivization_time=120s; price_distance_tolerance=0.0005; refresh_tolerance=0.0005; tolerance_scaling=1.2; leverage=20; position_mode=ONEWAY; position_side=BUY; take_profit=0.0001; open_order_type=LIMIT_MAKER; take_profit_order_type=LIMIT_MAKER; max_active_executors_by_level=4; tick_mode=false; position_profit_protection=false; min_skew=1.0; global_take_profit=0.03; global_stop_loss=0.05; global_tp_enabled=false; global_sl_enabled=false; global_tp_activation_from=min_base; global_sl_activation_from=target_base; global_pnl_reference=position. At $100,000 equity, the default equal buy and sell weights make each proposed order $5,000 before quantization. The source's 20x leverage default cannot operate on this platform's Binance spot cash account; effective leverage is 1x. A 20x port would require changing the source's default venue.

Analysis

PMMister

Backtest and paper results are hypothetical. Trading involves risk of loss.