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

  • InfluxDB

    Power Real-Time Data Analytics at Scale. Get real-time insights from all types of time series data with InfluxDB. Ingest, query, and analyze billions of data points in real-time with unbounded cardinality.

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