market-maker-rs

Building an automated market maker means deriving quoting, inventory risk and spread models yourself. market-maker-rs is a Rust library implementing quantitative market making strategies, starting with Avellaneda-Stoikov.

It provides the math and domain models for automated market making, type-safe and fast.

Features

Model:Avellaneda-Stoikov.

Inventory risk:Dynamic quotes.

Domain models:Ready.

Rust:Fast.