Order book simulation

(a naive artificial stock market)

Al momento, stai seguendo questo contributo

Submission presents a set of classes that can be used to simulate operation of an exchange order book allowing market and limit orders. My focus has been on overall design - as adapted to Matlab - and a few implementation details have been skipped; notably, limit orders are not crossed with one another.
Please see the included PDF and run OrderBookDemo.m to test the code. A ‘live’ price-volume chart will appear and run for one minute; once the simulation concludes, you can inspect order and trade histories by examining active objects. You will need to re-start Matlab to re-run the simulation.

Cita come

Dimitri Shvorob (2026). Order book simulation (https://it.mathworks.com/matlabcentral/fileexchange/23514-order-book-simulation), MATLAB Central File Exchange. Recuperato .

Riconoscimenti

Ispirato da: Scrolling display, The Object of My Callback

Informazioni generali

Compatibilità della release di MATLAB

  • Compatibile con qualsiasi release

Compatibilità della piattaforma

  • Windows
  • macOS
  • Linux
Versione Pubblicato Note della release Action
1.0.0.0

BSD