7 unstable releases (3 breaking)

0.4.0 Mar 28, 2024
0.3.1 Mar 9, 2024
0.2.0 Feb 29, 2024
0.1.2 Feb 23, 2024

#181 in Simulation


Used in bourse-de

MIT license

66KB
1.5K SLoC

Bourse

Rust market-simulator with a Python API

Python

Full documentation can be found here.

Getting Started

Bourse can be installed via pip

pip install bourse

Examples

See here for simulation examples and the docs for an annotated example.

Rust

Getting Started

The library consists of two core crates:

  • bourse-book a library implementing a limit order book. Full documentation can be found here.

  • bourse-de a discrete-event market simulation library. Full documentation can be found here

Both can be installed using cargo

cargo add bourse-book bourse-de

Examples

Examples can be found in the relevant crates order book and simulation.

Examples can be run via cargo using

cargo run --example ...

Dependencies

~0.7–1.6MB
~33K SLoC