#market #call #auction #double #economics #cda

app cdasim

A fast simulator of a simple CDA or call market

4 releases

0.2.2 Jul 4, 2023
0.2.1 Oct 16, 2022
0.2.0 Sep 22, 2022
0.1.1 Jun 24, 2022

#36 in Simulation

MIT license

17KB
424 lines

CDA Sim

crates.io license tests

A fast simulator of a simple CDA or call market. The implementation is inspired by

Zhan, Wenjie, and Daniel Friedman. "Markups in double auction markets." Journal of Economic Dynamics and Control 31.9 (2007): 2984-3005.

Dependencies

~3–14MB
~163K SLoC