kcolbchain / docs / quoter

quoter

Python framework for autonomous quoting agents on illiquid and RWA markets—where constant-product AMM assumptions break down.

The problem

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

NameRole
constant_spreadBaseline fixed bid/ask
adaptive_spreadSpread 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

MIT · github.com/kcolbchain/quoter

GitHub

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