This is awesome. I tried doing something like this but had to put it on hold due to college classes/exams. Have you had any success with this strategy?
A major improvement to the software that I didn't get around to was a script to identify which securities offer the best market making opportunities (e.g., maybe by generating a custom YAML file).
Also, LMK if you want some of the data, I collected I can share this via an S3 bucket. It's from the chicago max temp market. I ended up scrapping my strategy (not market making), but don't want the data to go to waste.