"""
Market microstructure models for cryptocurrency order books.

Implements:
- Kyle's lambda: Permanent price impact
- Glosten-Milgrom: Bid-ask spread from adverse selection
- AMM mechanics: Uniswap constant product
- Avellaneda-Stoikov: Optimal market making

Crypto considerations:
- MEV: >$7.2B extracted (2020-2024)
- 30% sandwich attacks, 35% arbitrage
- Impermanent loss modeling for LPs
"""

from .price_impact import KyleLambda

__all__ = ["KyleLambda"]