quoter / market-making agent

source docs issue #2 meridian

Strategy Selector

Avellaneda-Stoikov

Optimal market-making under inventory risk. Dynamically adjusts quotes based on risk aversion, volatility, and order arrival intensity.

Grid

Place resting orders at fixed price intervals around a base. Simple, robust, works best in range-bound markets.

Inventory-Skew

Symmetric base spread skewed by current inventory. Encourages mean-reversion of position while capturing spread.

Parameters

Avellaneda-Stoikov
0.30
0.020
1.50
300

Multi-Venue

VenueTypeLatency (est.)Maker FeeTaker FeeStatus
Binance SpotCEX~5 ms0.02%0.04%connected
CoinbaseCEX~12 ms0.04%0.06%connected
Uniswap V3DEX~2 s (block)0.05%0.30%watching
CurveDEX~2 s (block)0.02%0.04%watching