Smart Layers

Overview

The "Smart Layers" Market Making strategy provides a comprehensive suite of features tailored for liquidity management across multiple exchanges. It offers layered and dynamic order placement, cross-exchange hedging, multi-exchange functionality, support for diverse asset types and compatibility with various quote assets. Additional customizations include setting a preferred profit margin for arbitrage and an integrated system for accounting for trading fees and funding rates. Together, these features aim to enhance trading decisions, manage risks, and optimize returns in volatile market conditions.

Features

1. Layered Orders

This strategy allows configuration of multiple layers for order placement. Such feature caters to different risk-reward preferences and contributes to depth management in the order book.

2. Order Movement

The "Smart Layers" strategy dynamically moves the orders in response to market changes, aiming to maintain competitive and relevant orders.

3. Cross-Exchange Hedging

The strategy is designed to hedge the filled exposure on other exchanges following order execution. This feature aims to mitigate risks associated with price volatility and improve capital utilization.

4. Multi-Exchange Functionality

The "Smart Layers" strategy supports simultaneous placement of maker orders on multiple exchanges. This feature extends to hedging operations as well.

5. Diverse Asset Types

The strategy can handle various asset types including Spot and Perpetual contracts, adding versatility to the strategy.

6. Compatibility with Different Quote Assets

The "Smart Layers" strategy is compatible with trading instruments that have different quote assets, such as ETH/USDT and ETH/USDC.

7. Profit Margin Definition

This feature enables users to define their preferred profit margin for arbitrage activities, allowing customization in line with individual risk appetites and return expectations.

8. Awareness of Trading Fee and Funding Rate

The "Smart Layers" strategy considers the trading fees and funding rates when making trading decisions. The goal is to optimize trades considering these factors and manage costs effectively.