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 |
#5 in #agent-based-model
Used in bourse-de
5KB
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
~1.5MB
~37K SLoC