Hi, I would like to setup a bot to trade spreads (initially within an exchange).
I already send an e-mail to support but no answer, so lets try on the forum:
So for example I would like the bot to buy the spread when the combined price (A-B) of the 2 futures is for example 300
So it should quote in the XBTM18 with a bid on a price where it would be possible to sell XBTH18 to be able to buy the spread for 300 (so quoting should be dynamic and changing based on the price of the other future)
If the buy order gets filled (XBTM18) then the bot should automatically sell the other future contract (XBTH18).
The result would then be a long position in XBTM18 and a short position in XBTH18.
I should also be able to sell the spread. So for example I would like to sell this spread at 500. Then the bot should be entering sell quotes in XBTM18 and when this gets filled it should buyt the XBTH18 to close the position.
How can I set this up?
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