quoter
Python framework for autonomous quoting agents on illiquid and RWA markets—where constant-product AMM assumptions break down.
The problem
- Thin flow and irregular real-world pricing
- Jurisdiction- and compliance-specific behaviour
- Wide spreads kill volume; tight spreads invite adverse selection
Agents use oracle signals, adaptive spreads, and inventory control instead of a single bonding curve.
Quick start
git clone https://github.com/kcolbchain/quoter.git
cd quoter
pip install -r requirements.txt
python -m src.agents.rwa_market_maker --config config/default.yaml --simulate
python -m src.backtest.engine --strategy adaptive_spread --data data/sample.csv
Strategies
| Name | Role |
|---|---|
constant_spread | Baseline fixed bid/ask |
adaptive_spread | Spread from volatility + inventory |
Extend BaseStrategy under src/strategies/ for custom logic.
Repository layout
src/agents/ — base agent, RWA market maker
src/strategies/ — pluggable strategies
src/oracle/ — price feeds
src/backtest/ — simulation engine
config/ — YAML configs