Simulated markets based on Zero-Intelligence agent
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Updated
Jun 12, 2020 - Python
Simulated markets based on Zero-Intelligence agent
Code of the seminal paper "Minimal Intelligence Agents for Bargaining Behaviours in Market-Based Environments"
Auction-based market simulation using market making and market taking zero intelligence agents. It's controlled using various basic variables that focus directly on market making configuration and aggressive supply/demand.
Limit order book ( LOB ) is an record of all buy and sell limit orders being currently set in the market. It essentially showcases all supply and demand waiting to be filled using aggressive/market orders.
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