an class="n">random</span><span class="o">.</span><span class="n">randint</span><span class="p">(</span><span class="mi">1</span><span class="p">,</span> <span class="mi">5</span><span class="p">))</span>
</pre></div>
</div>
<p>Let’s break down what’s happening here:</p>
<p>We create a BaseMarketMaker to which we pass three new things:</p>
<ul class="simple">
<li><p><code class="docutils literal notranslate"><span class="pre">fair_price_strategy=OrderFlowMagnitudeFairPrice(window=10,</span> <span class=