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A Rust library implementing quantitative market making strategies, starting with the Avellaneda-Stoikov model. This library provides the mathematical foundations and domain models necessary for building automated market making systems for financial markets.
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92
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Merge pull request #66 from joaquinbejar/feature/54-event-system
36899f3View on GitHubdocs: add examples and update documentation for multi-underlying and events features
e5ca8f2View on GitHubMerge pull request #65 from joaquinbejar/feature/54-event-system
f7f692cView on GitHubfeat: implement event system for broadcasting market maker events
7d5bc8dView on GitHubMerge pull request #64 from joaquinbejar/feature/53-multi-underlying-support
f21b4c1View on GitHubMerge pull request #63 from joaquinbejar/feature/52-persistence-layer
eb658a3View on GitHubMerge remote-tracking branch 'origin/main' into feature/52-persistence-layer
45013a3View on GitHubMerge pull request #62 from joaquinbejar/feature/51-rest-websocket-api
3671ce0View on GitHubfix: Remove duplicate `data-feeds` dependency entry in Cargo.toml
2fb4243View on GitHubMerge remote-tracking branch 'origin/main' into feature/51-rest-websocket-api
ab6e8f8View on GitHubfix: Add clippy allow for too_many_arguments in update_config
9ad2745View on GitHubMerge pull request #61 from joaquinbejar/feature/50-real-time-data-feeds
a1ae6e8View on GitHub