This paper introduces a macroscopic market making model that generalizes the Avellaneda-Stoikov framework by modeling order flows as continuous processes rather than discrete point processes. This shift allows the model to bridge the gap between market making and optimal execution problems, as it aligns with the order rate concept used in execution literature. The model is analyzed through three progressively complex problems: first with Markovian noise and linear intensity functions, then with non-Markovian noise and general non-linear intensities, and finally with unbounded coefficients. For each setting, the optimal control problem is transformed into either a PDE or an FBSDE, and well-posedness is established to guarantee existence and uniqueness of the optimal strategy. The paper also explores applications, showing that the macroscopic solution approximates the average of microstructural solutions, that price impact emerges as concave, and that the model can be linked to optimal execution by interpreting the market maker's quoting strategy as a permanent price impact function. Numerical simulations support these findings.