A high-performance bid-ask quoting engine designed for use in simulated markets. Built with a focus on latency, precision, and customizability, this tool enables efficient market making, price discovery, and liquidity simulation.
- 🔁 Real-time randomly generated bid/ask updates
- 📈 Dynamic spread calculation
- 🎯 Configurable quoting logic (fixed, skewed, volatility-adjusted)
- 💡 Supports simulated market environments like Velmor Minimex
- 🔌 Modular architecture for plug-and-play strategy logic
- 🧪 Unit-test ready with mock order books
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Dumb money orders
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Smart money Orders
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Whale orders
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HFT orders
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Different types of Orders: LIMIT, Iceburg, IOC, SL, SL-M orders, Overnight Order compounding
Planned completion date: October 2026.
- Language: Python
- Architecture: Modular with strategy + quoting logic separated
- Integration: (THIS IS NOT FOR LIVE DEPLOYMENT! ONLY MADE FOR EDUCATIONAL PURPOSES)
git clone https://github.com/KapishYadavv/TickerGo
cd bid-ask-quoter 
