https://github.com/jmcph4/pyobsim

A Python module for market simulation
https://github.com/jmcph4/pyobsim

finance fintech limit-order-book lob market market-simulator order-book python simulation simulator stock-market stock-price-prediction trading

Last synced: 19 days ago
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A Python module for market simulation

• Host: GitHub
• URL: https://github.com/jmcph4/pyobsim
• Owner: jmcph4
• License: mit
• Created: 2016-10-03T11:45:14.000Z (over 8 years ago)
• Default Branch: master
• Last Pushed: 2025-01-11T08:55:43.000Z (3 months ago)
• Last Synced: 2025-03-22T10:42:36.659Z (about 1 month ago)
• Topics: finance, fintech, limit-order-book, lob, market, market-simulator, order-book, python, simulation, simulator, stock-market, stock-price-prediction, trading
• Language: Python
• Size: 38.1 KB
• Stars: 23
• Watchers: 3
• Forks: 10
• Open Issues: 0
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

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README

        
[![Build Status](https://travis-ci.org/jmcph4/PyOBSim.svg?branch=master)](https://travis-ci.org/jmcph4/PyOBSim)

# PyOBSim - the Python Order Book Simulator #

---

PyOBSim is a Python module facilitating market simulation by implementing an order book and other utilities. PyOBSim aims to make testing of trading algorithms clean and simple.

Running simulations is straightforward: simply provide an order flow and fire away:

    from pyobsim import *

    

    # build our participants

    alice = participant.Participant("Alice", 100, 0)    # $100, no units

    bob = participant.Participant("Bob", 0, 120)        # $0, 120 units

    

    sim = simulation.Simulation("My Simulation", [], [alice, bob])

    sim.load("order_flow.csv") # load our order flow from CSV file

    sim.run()

    print(sim)

This gives us our summary:

    Simulation 

	    My Simulation

    ---

    Statement of Accounts

    Alice: $100.0 with 0 units

    Bob: $0.0 with 120 units

    ---

    Market as at present

	     'GOOG'

If we want to inspect the book for `GOOG`:

    print(sim.books["GOOG"])

We get:

    Book for GOOG

    Spread is $0.5

    ===

    Ask

    Price		Quantity

    --------------------------------------------------------------------------------

    $1.0		100	|

    			    |$0.5		10

    --------------------------------------------------------------------------------

    			     Price		Quantity

    			     Bid