market-maker-rs 0.2.0

A Rust library implementing quantitative market making strategies, starting with the Avellaneda-Stoikov model
Documentation 
1
2
3
4
5
6
7
8
9
10
11
12

//! Market state module for representing observable market data.
//!
//! This module provides:
//! - Market state snapshots at a point in time
//! - Volatility estimation utilities
//! - Price tracking and updates

/// Market state snapshot representation.
pub mod snapshot;

/// Volatility estimation methods.
pub mod volatility;