jev-trader
Paper market-making system where code builds the state and policy while Jev answers six atomic judgments per 300 ms block.
Overview
This jev-trader is a 24/7 market-making system built around Jev, organised on one principle: Jev should not own the trading system, only selected judgments inside it. A deterministic feature engine computes mid, microprice, spread, imbalance, realised volatility, inventory, drawdown and queue position and builds a dense state snapshot under 400 tokens. One Jev call answers six atomic judgments: regime, direction, toxic flow, whether liquidity is stressed, quote environment and inventory pressure.
A policy engine with thresholds in code composes those answers into actions with fractional Kelly sizing, Avellaneda-Stoikov pricing sets the reservation price, half spread and inventory skew, and hard risk rules hold an absolute veto and a kill switch. Execution places post-only quotes through a venue adapter (a paper venue is included). Every state, decision and outcome triple is logged for a calibration report. Paper runs are deterministic per seed and can run accelerated or in real-time 300 ms pacing, with a deterministic fallback judge when no key is set.
What the decision model decides
| Type | Question | Answers |
|---|---|---|
| Choice | What is the current market regime?(inferred) | — |
| Choice | Which direction is the market leaning?(inferred) | — |
| Yes / no | Is order flow toxic right now?(inferred) | — |
| Yes / no | Is liquidity stressed?(inferred) | — |
How it works
- Feature engine computes state from L2 data
- One Jev call answers six atomic judgments
- Policy composes actions; A-S pricing sets quotes; hard risk rules can veto
- Paper venue executes; triples logged for calibration
Strengths
- Clear split of computation, judgment, policy and risk
- Calibration loop from logged triples
- Deterministic seeded paper runs and fallback judge
Caveats
- Paper trading only in this repo
- No reported performance results
Getting started
uv sync && uv run jev-trader paper --blocks 2000 (export TYPESAFE_API_KEY for live judgments).At a glance
- Type
- Project
- Status
- prototype
- Language
- Python
- Runtime
- CLI
- Has code
- yes
Use cases and integrations
How curated lists describe it
24/7 market-making system around Jev (TypeSafe System One) decisions…
wh000wh000/awesome-jev-live
Frequently asked questions
What does Jev decide?
Six judgments per block: regime, direction, toxic flow, stressed liquidity, quote environment and inventory pressure.
Can Jev override risk limits?
No. Hard risk rules have an absolute veto and a kill switch.
Does it need a key to run?
No; a deterministic fallback judge runs without one.
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