market-making-hft

To generate real-time market-making quotes using the Avellaneda-Stoikov model, provide a live mid-price, current volatility, and order-book imbalance to calculate risk-adjusted spreads with inventory-aware sizing.

Inventory-aware sizing in high-frequency trading adjusts order quantities based on your current inventory position, applying risk controls and PnL tracking to manage exposure while generating deterministic quotes around the mid-price.

You can track realized and unrealized PnL for crypto market making by utilizing the built-in inventory management utilities, which monitor position changes and apply basic risk controls during automated quote generation.

Yes, the market making engine supports order flow imbalance and spoofing detection through its depth and order-book analysis utilities, alongside execution metrics like VWAP and TWAP tracking.

Yes, you can use basic market making models alongside Avellaneda-Stoikov for forex trading, as the engine supports multiple models for deterministic quote generation and applies to crypto and forex environments requiring latency awareness.

To start automated market making for high-frequency trading, you must provide a live mid-price input, while also supplying current volatility and order-book imbalance data to generate accurate initial quotes with adaptive spreads.