Quant Execution Bot - Rust Implementation

A high-performance market-making execution bot for binary event contracts (prediction markets) implemented in Rust.

🚀 Features

• Adaptive Spread Management: Dynamically adjusts spreads based on order flow imbalance and inventory
• Inventory Skew: Shades mid prices to manage accumulated positions
• Risk Controls: Inventory limits, exposure limits, and drawdown tracking
• Mean Reversion: Mid prices slowly revert toward fair value (0.5)
• Deterministic Simulation: Reproducible results with seeded RNG

📁 Project Structure

quantbotrust/
├── Cargo.toml                 # Project dependencies
├── src/
│   ├── main.rs                # Entry point and simulation orchestrator
│   ├── market_state.rs        # Market state container and trade recording
│   ├── market_maker.rs        # Core quoting logic and adaptation algorithms
│   ├── execution_engine.rs    # Simulation driver and order flow generator
│   └── logger.rs              # CSV report writer
├── simulation_report.csv      # Final metrics (generated)
└── trace.json                 # Time-series data (generated)

🛠️ Build & Run

Prerequisites

• Rust 1.70+ (install via rustup)

Build

cargo build --release

Run

cargo run --release

Expected Output

🚀 Quant Execution Bot - Rust Implementation
============================================
📊 Running simulation with 200 steps...
✅ Simulation complete. Report written to: simulation_report.csv ✅ Trace data written to: trace.json
📈 Final Market States: 
 🏪 inflationgt20 { ... } 🏪 teamxwins { ... } 🏪 electioncandidatea { ... }

📊 Summary Statistics: 
 Total PnL: 565.4478 Total Fills: 1189 ...

📊 Output Files

| File | Description | |------|-------------| | simulation_report.csv | Final metrics for all markets (PnL, fills, drawdown, etc.) | | trace.json | Step-by-step time-series data for analysis |

🏪 Simulated Markets

| Market | Initial Mid | Description | |--------|-------------|-------------| | inflationgt20 | 0.30 | "Will inflation exceed 20%?" | | electioncandidatea | 0.55 | "Will Candidate A win?" | | teamxwins | 0.50 | "Will Team X win?" |

🔧 Configuration

Modify market parameters in main.rs:

let mut market = MarketState::new("my_market", 0.50);
market.inventory_limit = 200.0;   // Max inventory
market.exposure_limit = 10000.0;  // Max exposure
market.spread = 0.05;             // Initial spread

📈 Performance

• Zero-copy operations where possible
• Efficient HashMap-based market lookups
• Deterministic PRNG (ChaCha8) for reproducibility
• Release mode optimizations
• Memory-safe with no garbage collection overhead

📄 License

MIT