MM Toolbox

MM Toolbox is a Python library designed to provide high-performance tools for market making strategies.

Contents

mm-toolbox/
├── src/
│   ├── mm_toolbox/
│   │   ├── candles/            # Tools for handling and aggregating candlestick data
│   │   ├── logging/            # Lightweight logger + Discord/Telegram support
│   │   ├── moving_average/     # Various moving averages (EMA/HMA/WMA etc)
│   │   ├── numba/              # Numba-optimized functions
│   │   ├── orderbook/          # Multiple orderbook implementations & tools
│   │   ├── ringbuffer/         # Efficient fixed-size circular buffers
│   │   ├── rounding/           # Fast price/size rounding utilities
│   │   ├── time/               # Time utilities
│   │   ├── websocket/          # WebSocket clients + payload verification
│   │   ├── weights/            # Weight generators 
│   ├── __init__.py             # Package initialization
├── tests/                      # Unit tests for all the modules
├── .gitignore                  # Git ignore file
├── LICENSE                     # License information
├── README.md                   # Main documentation file
├── requirements.txt            # Python dependencies
└── setup.py                    # Setup script for pip installation

Installation

MM Toolbox is available on PyPI and can be installed using pip:

pip install mm_toolbox

To install directly from the source, clone the repository and install the dependencies:

git clone https://github.com/beatzxbt/mm-toolbox.git
cd mm-toolbox
pip install poetry
poetry install

Usage

After installation, you can start using MM Toolbox by importing the necessary modules:

from mm_toolbox import Orderbook
from mm_toolbox import ExponentialMovingAverage
from mm_toolbox import time_iso8601

# Example usage:
orderbook = Orderbook(size=100)

Planned additions/upgrades

v0.2.0

Numba: Complete coverage of Numba's top-level functions (with custom implementation if faster).

Moving Average: Weighted Moving Average (WMA).

Orderbook: Directly update BBA, ++Performance.

Candles: Multi-trigger candle (time/tick/volume), ++Performance.

Logger: High performance logger.

Websocket: Standard websocket, Fast websocket pool + auto latency swapping mechanism.

v0.3.0

Numba: Coverage of Numba's reduction functions. (with custom implementation if faster).

Moving Average: Simple Moving Average (SMA).

Orderbook: HFT Orderbook, aiming to be fastest Python orderbook on GitHub.

v0.4.0

Weights: Logarithmic.

Orderbook: HFTOrderbook ++Performance.

Websocket: FastWsPool ++Stability ++Performance, VerifyWsPayload ++Performance.

v0.5.0

Orderbook: L3 Orderbook.

License

MM Toolbox is licensed under the MIT License. See the LICENSE file for more information.

Contributing

Contributions are welcome! Please read the CONTRIBUTING.md for guidelines on how to contribute to this project.

Contact

For questions or support, please open an issue. I can also be reached on Twitter and Discord :D