Simulating the limit order book

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  • thesis-computational-artificial-market

    Artificial stock market (ASM) with Julia language.

    Not sure if helpful but I did my master's thesis about how to build a computational artificial market (in Julia which is rather an easy language to read) and published the source code: https://github.com/Miksus/thesis-computational-artificial-market

  • BristolStockExchange

    BSE is a simple minimal simulation of a limit order book financial exchange

    A bit late to the party but this might be of interest to you: https://github.com/davecliff/BristolStockExchange

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