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