GitHub - para-dave/twamm: TWAMM Reference Implementation

Time-Weighted Average Market Maker (TWAMM) Reference Implementation

Test with nosetests.

Name		Name	Last commit message	Last commit date
Latest commit History 33 Commits
test		test
.gitignore		.gitignore
README.md		README.md
amm.py		amm.py
arbitrageur.py		arbitrageur.py
long_term_order.py		long_term_order.py
splitting_exploration.ipynb		splitting_exploration.ipynb
twamm.py		twamm.py
twamm_demo.ipynb		twamm_demo.ipynb