# Avellaneda-Stoikov Market Making Strategy
strategy:
  name: AvellanedaStoikov
  instrument: BTC-USD-PERP
  gamma: 0.1
  sigma: 0.02
  T: 1.0
  k: 1.5
  min_spread: 0.0001
  max_inventory: 0.01

risk:
  max_drawdown_pct: 0.03
  inventory_hard_limit: 0.015