GitHub - thelilypad/orderbook_simulator: A simple, extensible implementation of the limit order book.

thelilypad / orderbook_simulator Public

A simple, extensible implementation of the limit order book.

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Name		Name	Last commit message	Last commit date
Latest commit History 16 Commits
calibrators		calibrators
models		models
tests		tests
.gitignore		.gitignore
liquidating_random_trader.py		liquidating_random_trader.py
market.py		market.py
market_making_trader.py		market_making_trader.py
orderbook.py		orderbook.py
requirements.txt		requirements.txt
simple_market.py		simple_market.py
trader.py		trader.py