A price-time-priority matching engine and a market-making bot, ported to JavaScript so it can run right here — same algorithms as the real Python project. Each tick: the bot re-quotes (inventory-skewed, volatility-widened), then one random order arrives and the engine matches it against the book.
Defaults (skew = 0.01, vol = 200) are the values the real project chose after sweeping 50 seeds each — see the findings page for why.
The skew = 0.01 default isn't arbitrary — this single seed already shows why. With no inventory management the bot drifts to -279 units and loses money; with skew active, inventory pulls back toward zero. (One seed can still mislead, though — that's exactly what the full 50-seed sweep on the findings page is for.)
| Run | Inventory | Cash | PnL |
|---|---|---|---|
| No skew | -279.0 | 27984.05 | -38.71 |
| skew = 0.001 | -10.0 | 993.68 | -11.72 |
| skew = 0.01 (default) | 0.0 | -27.59 | -27.59 |
One run is noisy — the findings page shows why 0.01 / 200 were chosen.