Quoting
Avellaneda–Stoikov reservation · paper publish gated by Risk
PAPER
FEED/workspace/altosky-equity/quotes/current.json
Reservation r
r = S − q·γ·σ²·(T−t)
0.5
Mid
MOCK
0.5
Inventory q
q
0
Quote status
pass
published
Bid / Ask
Bid
0.48
size 100
Ask
0.52
size 100
Half-spread δ*
0.02
Venue
polymarket
Quote id
q-pm-87562e3c
Sep 06, 13:36:13 CT
AS parameters (γ / κ / σ)
γ gamma
0.1
κ kappa
1.5
σ sigma
0.02
T
1
Desired size
100
Tick
0.01
Min half-spread
0.01
Live in paper loop
true
AS paper live in loop. Risk owns max_q/max_size. Quoting never clears STOP. Live venue orders still refused.
Status: paper_run · Quote γ/κ/σ from last snapshot: 0.1 / 50 / 0.05
Gate checks
{
"kill_switch_run": true,
"mode_paper": true,
"size_ok": true,
"inventory_ok": true,
"daily_dd_ok": true,
"max_size": 100,
"max_q": 500,
"kill_switch": "RUN"
}