https://github.com/tzabcoder/orderbooksimulator
https://github.com/tzabcoder/orderbooksimulator
Last synced: 10 months ago
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- Host: GitHub
- URL: https://github.com/tzabcoder/orderbooksimulator
- Owner: tzabcoder
- License: mit
- Created: 2025-09-08T19:44:32.000Z (10 months ago)
- Default Branch: main
- Last Pushed: 2025-09-09T01:19:54.000Z (10 months ago)
- Last Synced: 2025-09-09T03:51:09.334Z (10 months ago)
- Size: 1000 Bytes
- Stars: 0
- Watchers: 0
- Forks: 0
- Open Issues: 0
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Metadata Files:
- Readme: README.md
- License: LICENSE
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README
# Order Book Simulator
---
### Overview
This project simulates an order book for an arbitrary security. An order book is a list of open buy (bid) and sell (ask) orders showing a security's liquidity. Buy and sell orders are matched by price, quantity, and order time. This order book simulator offers comprehensive features for various use cases such as HFT (high-frequency trading) algorithm development, machine learning experiments, research, etc.
For a technical details, see [Specification Document (SPEC.md)](https://github.com/tzabcoder/OrderBookSimulator/blob/main/SPEC.md "SPEC.md").
### Features
* Order simulation
* Support for all order types
* Historical trade and order logging
* Order matching using common exchange rules (price-time priority)
* Fully customizable network configurations (client and server)
* Fully automated exchange simulation tool; N simulated traders
### Usage
##### Order Book
##### Agent