├── .gitignore ├── .gitmodules ├── .vscode ├── c_cpp_properties.json └── settings.json ├── CMakeLists.txt ├── Doxyfile.in ├── LICENSE ├── README.md ├── app └── main.cpp ├── cmake ├── Boost.cmake ├── CodeCoverage.cmake ├── Colors.cmake ├── ConfigSafeGuards.cmake ├── Cpprestsdk.cmake ├── Doctest.cmake ├── Documentation.cmake ├── LTO.cmake ├── Misc.cmake ├── POCO.cmake ├── Warnings.cmake └── Websocketpp.cmake ├── doc ├── 01_fetch_bitmex_data.py ├── 02_extract_and_concat.py ├── AS model calibration.ipynb ├── data │ ├── XBTUSD_quote_sample.csv │ └── XBTUSD_trade_sample.csv └── footage │ └── captured_liquidity.png ├── include ├── bitmex_gateway.h ├── bitmexhttp.h ├── bitmexws.h ├── config.h.in ├── delta_parser.h ├── fair_value.h ├── interfaces.h ├── json.hpp ├── market_filtration.h ├── models.h ├── quote_dispatcher.h ├── quoting_engine.h ├── quoting_parameters.h ├── quoting_strategies.h ├── skew.h ├── util.h └── ws.h ├── run-debug.sh ├── run-release.sh ├── run-test.sh ├── sample-config.json ├── src ├── bitmex_gateway.cpp ├── bitmexhttp.cpp ├── bitmexws.cpp ├── delta_parser.cpp ├── fair_value.cpp ├── market_filtration.cpp ├── models.cpp ├── quote_dispatcher.cpp ├── quoting_engine.cpp ├── quoting_parameters.cpp ├── quoting_strategies.cpp ├── skew.cpp └── ws.cpp ├── tests ├── CMakeLists.txt ├── bitmex_gateway.cpp ├── bitmexhttp.cpp ├── bitmexws.cpp ├── delta_parser.cpp ├── fair_value.cpp ├── main.cpp ├── market_filtration.cpp ├── quoting_engine.cpp ├── quoting_strategies.cpp ├── rounding.cpp └── skew.cpp └── upload.sh /.gitignore: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/hello2all/gamma-ray/HEAD/.gitignore -------------------------------------------------------------------------------- /.gitmodules: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/hello2all/gamma-ray/HEAD/.gitmodules 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