Module grid_mm 

Grid market making strategy with inventory-based skewing.

Subscribes to quotes for a single instrument and maintains a symmetric grid of limit orders around the mid-price. Orders are only replaced when the mid-price moves beyond a configurable threshold, allowing resting orders to persist across ticks. The grid is shifted by a skew proportional to the current net position to discourage inventory buildup (Avellaneda-Stoikov inspired).

Structs

GridMarketMaker

Grid market making strategy with inventory-based skewing.