Objective
Capture spread opportunities while keeping inventory and drawdown risk bounded.
Liquidity provisioning strategy with spread, inventory, and volatility-aware controls.
Objective
Capture spread opportunities while keeping inventory and drawdown risk bounded.
Quotes are generated around reference price using configurable spread and skew parameters.
Inventory state can bias quote placement to reduce one-sided exposure accumulation.
Volatility and adverse-selection checks can widen spreads, reduce size, or pause quoting.
Max inventory and max drawdown thresholds trigger guard interventions.
Fill quality, slippage, and quote-to-fill ratio are tracked to assess strategy health.
Execution reports should map each fill to quote context and risk state at decision time.
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