TOMM – Trader Operated Market Maker

TOMM is a limit‐order–book (LOB) and market-microstructure framework. It provides:

• A price–time–priority limit order book
• A parametric market maker quoting around a mid price
• Stochastic order-flow models for investors
• Stylised macro shocks applied to an asset universe
• Utilities for:
  • Historical data acquisition (via yfinance)
  • Technical indicator computation (SMA, RSI, ATR, with EMA to be implemented)
  • Cross-asset conditional correlation / “heatmap” construction (via xbbg)
  • Simple price-path and book visualization

The intent is to have a compact codebase suitable for experimentation, teaching, and prototyping of LOB-level ideas.

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Installation

Clone the repo and install dependencies:

git clone https://github.com/timsmyrnov/Trader-Operated-Market-Maker.git
cd Trader-Operated-Market-Maker
pip install -r requirements.txt
pip install -e .

Example: run.py in action

The screenshot below shows a short extract of the main simulation loop:

• colored MM quotes hitting the book on every tick
• investor market orders interacting with those quotes
• a generated macro event (“Stabilization Signal”) with an impact magnitude
• the post-event repricing of the whole symbol universe

Repository Layout

Top-level structure:

/
├── .gitignore
├── pyproject.toml
├── README.md
├── requirements.txt
├── docs/
│   └── img/
│       └── run_example.png
└── src/
    ├── tests/
    │   └── test_order_book.py
    └── tomm/
        ├── fetch_market_data.py
        ├── head_trader.py
        ├── heatmap_builder.py
        ├── indicators.py
        ├── inventory.py
        ├── investor_behavior.py
        ├── macro_events.py
        ├── market_behavior.py
        ├── market_maker.py
        ├── order_book_viz.py
        ├── order_book.py
        ├── orders.py
        ├── price_paths_viz.py
        ├── quotes.py
        └── run.py