4 releases
0.2.2 | Jul 4, 2023 |
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0.2.1 | Oct 16, 2022 |
0.2.0 | Sep 22, 2022 |
0.1.1 | Jun 24, 2022 |
#100 in Simulation
17KB
424 lines
CDA Sim
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
~3–12MB
~164K SLoC