A Rust-based market-making engine simulating inventory-aware quoting with a future extension toward agent-driven strategy control.
This project is an experimental market-making simulator built in Rust, designed to explore adaptive trading strategies and agent-based control of execution parameters. The system is intentionally simplified and serves as a research and learning environment rather than a production trading system.
- This project is experimental in nature.
- AI-assisted tools were used during development for design exploration and code scaffolding.
- Core system design, architecture decisions, and implementation logic are owned and reviewed by the author.
- Rust execution engine
- Simulated price process
- Market making logic
- PnL + inventory tracking
The system is structured into:
- Execution engine (deterministic simulation)
- Strategy layer (parameterized decision logic)
- Future agent layer (external control of strategy parameters)
- Python agent interface
- ML-based parameter control
- Real market data integration