// the find
purefinance/mmb
Trading bot implemented in Rust, with market making and strategy automation for any exchange or blockchain.
mmb is a Rust trading engine framework for building market-making bots, with connectors to Binance (spot and futures), BitMEX, Serum, and Interactive Brokers. It handles the hard parts of exchange integration — WebSocket order book management, rate limiting, order lifecycle, balance reservation — and exposes a strategy trait you implement. Aimed at quantitative developers who want exchange connectivity without writing it themselves.
The request timeout manager is genuinely well-designed: pre-reserved slots, trigger-based scheduling, and per-exchange rate limiting baked into the core rather than bolted on. Balance reservation before order submission is a real trading-engine concern that most toy bots ignore entirely — the fact it's modeled explicitly is a sign someone ran real capital through this. The workspace is cleanly separated (domain, core, exchanges, examples), and the Binance connector has a real test suite including lifecycle tests, not just unit mocks. PostgreSQL-backed event recording with SQLx migrations means your run history is queryable, not just log lines.
Last commit was November 2022 — Serum is defunct (the DEX shut down after the FTX collapse), and the Serum connector is essentially dead code. The Interactive Brokers connector is YELLOW status with no tests and thin documentation, meaning it's probably not production-worthy. There are no backtesting utilities — you can't validate a strategy against historical data before running it live, which is a significant gap for anyone serious about market making. The README is skeletal; the design spec exists but the gap between 'here is the architecture doc' and 'here is how to actually run a market-making strategy profitably' is enormous, and this repo doesn't close it.