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High-performance, low-latency cryptocurrency market making system built with Go. Specialized in perpetual contract infinite grid strategies for steady profits in volatile markets.
Combining the ultimate performance of high-frequency trading systems with the robust logic of grid strategies to create a professional cryptocurrency market-making tool.
Fully WebSocket-driven, rejecting polling latency. Real-time price and order flow processing ensures every millisecond counts.
Built on Go 1.21+, supported by multi-threaded concurrency model (Goroutine). Performance 10-50x better than Python competitors.
Unified interface abstraction, perfectly compatible with Binance, OKX, Bybit and other mainstream exchanges for easy multi-platform asset management.
Original Super Position Manager for fine-grained order and position state management, completely eliminating concurrent order conflicts.
Real-time monitoring of abnormal trading volume with automatic circuit breaker; multiple balance and risk checks before startup, funds safety first.
Regular synchronization of local and exchange states, automatic cleanup of expired orders, ensuring long-term system consistency and stability.
In the quantitative battlefield where milliseconds matter, Go's native advantages give QuantMesh a commanding lead.
Traditional market makers (Wintermute, Jump Trading, etc.) typically serve only giant institutions or high-value projects. QuantMesh returns this capability to every trader through open-source technology.
"QuantMesh democratizes market maker technology"
—— A renowned quantitative hedge fund developer
QuantMesh is now fully open source on GitHub. Download compiled binaries to run immediately, or customize your trading strategy through source code.
Suitable for individual developers, students and learning purposes, completely free and transparent.
Commercial entities such as institutional investors, enterprises and schools need to purchase commercial licenses for professional support without mandatory open sourcing.