Quantitative investment model -- research interpretation of high frequency trading market making model (Avellaneda & Stoikov's) & code resources

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A comprehensive guide to Avellaneda & Stoikov’s market-making strategy
AS In fact, a premise assumption of the model is not very tenable , That is to say as The strong assumption of the model , Assume that the stock has no trend , Because one of its stock price changes is consistent with sigma Of , No, drift.
Used as digital currency ：
https://github.com/camandrewz/CamCapital
Resources Used:

High-frequency trading in a limit order book (Marco Avellaneda & Sasha Stoikov)
(https://people.orie.cornell.edu/sfs33/LimitOrderBook.pdf)
Optimal High-Frequency Market Making (Takahiro Fushimi, Christian Gonz ́alez Rojas, & Molly Herman)
(http://stanford.edu/class/msande448/2018/Final/Reports/gr5.pdf)
https://www.reddit.com/r/highfreqtrading
https://www.reddit.com/r/algotrading
https://docs.ftx.us
https://fix8.org

https://github.com/hello2all/gamma-ray
Gamma Ray is a high frequnecy market maker trading bot for crypto currency markets written in C++. It is able to consistantly update maker orders under 100 micro seconds.

https://github.com/im1235/ISAC
Optimal control of risk aversion in Avellaneda Stoikov high frequency market making model with Soft Actor Critic reinforcement learning

https://github.com/ondra-novak/mmbot
mmbot
Market Making trading bot for cryptomarkets

https://github.com/sstoikov/microprice
An estimator of the fair price, given the state of the order book.
https://github.com/grayvalley/microprice-calibration
The Micro-Price (Stoikov, 2017) is a high frequency estimator of future prices. (See: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2970694)

Besides , About an index commonly used in market making strategy , Arrival rate , The author and my partner discussed a question about A The situation on the stock market , As shown in the figure below , The horizontal axis is the distance between the unit price and the middle price ,y The axis is 10 Probability of breakdown in minutes , You can see A Shares are basically 3,4 The arrival rate of a price jump is very low ; So far , I don't think it's so important to write one by one lol I was thinking a Stock meeting hit Very deep , Use a thousand gears , At the end of the day , There are few big orders .a I am very skilled in splitting orders with algorithms , In addition to retail investors, there is seldom a large single price hit Very deep . May be in a specific subject matter work, For example, retail investors participate in many assets