Rust market-simulator with a Python API
Full documentation can be found here.
Bourse can be installed via pip
pip install bourse
See here for simulation examples and the docs for an annotated example.
The library consists of two core crates:
-
bourse-booka library implementing a limit order book. Full documentation can be found here. -
bourse-dea discrete-event market simulation library. Full documentation can be found here
Both can be installed using cargo
cargo add bourse-book bourse-de
Examples can be found in the relevant crates order book and simulation.
Examples can be run via cargo using
cargo run --example ...
Bourse is in active development. If you notice a problem or have a feature suggestion please open an issue.
Contributions are very welcome, see here for development notes.