Market Bot for Binance Exchange

Naive Market Maker Bot for Binance.

Solution contains two console projects:

• The BinanceBot.MarketViewer.Console project: Order book updating in near-real time (via Binance WebSocket API).
• The BinanceBot.MarketBot.Console project: Create and cancel orders (via Binance REST API) depends on current Market Depth.

Most of the BinanceDotNet.BinanceExchange.API project was taken from BinanceDotNet project [2], but BinanceBot solution is not a branch of BinanceDotNet project.

In picture below BinanceBot create order to Order Book only if price spread by ETH/BTC greater than 0.2%.

Warn: BinanceBot uses test order create API by default (without real order creation). Turn off TEST_ORDER_CREATION_MODE compilation symbol in MarketMakerBot.cs to create real order in order book.

Requirements

• .NET 6.0

References

1. Binance official API docs.
2. Official C# Wrapper for the Binance exchange API.