Crate strategy_market_maker 

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.

Structs

InventoryMetrics

Inventory metrics computed from position

MarketMaker

Skew-based Market Maker Strategy

MarketMakerConfig

Configuration for the Market Maker strategy.

MarketMakerState

Full market maker state

SideState

State for one side of the market maker (BUY or SELL)

SkewAdjustments

Skew adjustments computed from inventory

Enums

OrderState

Order state machine for each side (BUY/SELL)

SkewMode

Skew mode for market making