This is a python solution of my course assignment on FX Futures price quoting. The original work was done in Excel.
SGX is launching a new currency pairs for their FX Futures suite The Contract Specifications are to follow the existing USD/SGD (mini) Futures Contract. You are working for a Market Maker, which is to quote Futures prices, based off the Spot Prices in the OTC Market. Quoting Criteria: 5 ticks wide, quoting Neutral. For this exercise, treat for week-ends but ignore Banking Holidays.
Test cases can be added in the input file.