Add mm-bot architecture review: path to a professional options market maker - #286
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… maker Deep-dive audit of the current mm-bot (four quoting surfaces, one Black-Scholes brain, no position/risk/hedging layer) and a phased design for trade capture, portfolio greeks, band-based delta hedging, an ExecutionVenue abstraction (DeepBook / swap router / CEX / other-chain), multi-location inventory ledger, vol-surface upgrades, risk limits, and PnL attribution. Co-Authored-By: Claude Fable 5 <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_01XQhywL2qTikPwYNbE8HpnT
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Deep-dive audit of the current mm-bot (four quoting surfaces, one
Black-Scholes brain, no position/risk/hedging layer) and a phased design
for trade capture, portfolio greeks, band-based delta hedging, an
ExecutionVenue abstraction (DeepBook / swap router / CEX / other-chain),
multi-location inventory ledger, vol-surface upgrades, risk limits, and
PnL attribution.
Co-Authored-By: Claude Fable 5 noreply@anthropic.com
Claude-Session: https://claude.ai/code/session_01XQhywL2qTikPwYNbE8HpnT