market-microstructure-analysis

Here is 1 public repository matching this topic...

chadvik88 / lob-simulator

An Agent-based limit order book simulator with price-time priority matching, Poisson order arrivals, 3 trader types, and a live Batman-style terminal dashboard. Implements Glosten-Milgrom and Cont-Kukanov-Stoikov OFI amongst others.

python finance order-book market-microstructure-analysis simuation tradinganalysis

Updated Apr 22, 2026
Python

Improve this page

Add a description, image, and links to the market-microstructure-analysis topic page so that developers can more easily learn about it.

Curate this topic

Add this topic to your repo

To associate your repository with the market-microstructure-analysis topic, visit your repo's landing page and select "manage topics."

Learn more

Provide feedback

Saved searches

Use saved searches to filter your results more quickly

market-microstructure-analysis

Here is 1 public repository matching this topic...

chadvik88 / lob-simulator

Improve this page

Add this topic to your repo