strategy-market-maker 0.1.0

Skew-based market maker strategy
Documentation

Skew-based Market Maker Strategy

Implements both SIZE SKEW and PRICE SKEW based on inventory position:

  • Size Skew: Adjusts order sizes based on current position
  • Price Skew: Shifts bid/ask prices based on inventory imbalance

Single-level market making with price-based refresh.