README.md

RL-AMM, Factor based Systematic Market Making in Crypto Markets using Deep Reinforcement Learning

Useful links:

• data collection: https://github.com/nkaz001/collect-binancefutures
• backtest engine: https://hftbacktest.readthedocs.io/en/latest/
• baseline models: https://github.com/fedecaccia/avellaneda-stoikov/tree/master