MMPROFILER

Mangrove/Market Maker Profiler. This repo contains several usecases to run on a python terminal + one streamlit webapp (available here).

GitPod

Local Setup

Installation

Install Poetry
run poetry install

Module import issue

In case of module import issues, you may want to add a file (in the project root folder) named .env containing a single line:

PYTHONPATH=./

Usage

Usecases

See usecase_xx.py files for demos

Streamlit

poetry run streamlit run ./trajectory.py : call option hedging