djienne / LIGHTER_Market_MakingView on GitHub
Automated two-sided market maker for Lighter perpetual futures. Spread width is driven by realized volatility, and an order-book imbalance (OBI) signal computed from Binance's order book serves as the alpha factor to bias quotes ahead of anticipated moves. Inventory skew tilts quotes to mean-revert position toward zero.
30Mar 18, 2026Updated this week

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