M Microstructure Code Atlas Legacy scripts -> clean research modules

Crypto microstructure / code reading surface

Three Python files, one defensible trading-system story.

The original course code is split into data ingestion, ASQ research, and event-driven strategy adapter layers, then mapped into the clean Microstructure OS modules.

Inspect ASQ script View all files
ORDER BOOK quote -> inventory -> PnL state
01

Legacy-To-Clean Pipeline

  1. Binance L1 data
  2. Book / trade features
  3. Fair-price signal
  4. ASQ quote
  5. Inventory-capped maker sim
  6. Evaluation
02

Three Source Files

03

Clean Microstructure OS Modules

Claim Boundary

Research and code-reading artifact, not production HFT claim.

This site explains how the course scripts map to data, feature, signal, ASQ quote, simplified backtest and evaluation concepts. It is designed for public project review, not for representing live exchange deployment.