atelier
| Crates.io | atelier |
| lib.rs | atelier |
| version | 0.0.88 |
| created_at | 2022-10-22 07:15:33.051586+00 |
| updated_at | 2024-11-11 05:06:01.098848+00 |
| description | a Computational Workshop for Market Microstructure Modeling, Synthetic Simulation and Historical Replay |
| homepage | |
| repository | https://github.com/iteralabs/atelier |
| max_upload_size | |
| id | 694174 |
| size | 53,644 |
FranciscoME (IFFranciscoME)
documentation
https://docs.rs/atelier/
README
atelier
A Computational Workshop for Market Microstructure Modeling, Synthetic Simulation and Historical Replay.
Overview
Use atelier for modeling market microstructure dynamics, it supports an orderbook-based market structure. Whether you need a high quality reproduction of any given market within a defined period of time (market replay), or, to generate what-if scnearios either completely random, or, with model specification (market simulation).
Contribute
Feel free to contribute, just make sure you check the CONTRIBUTING guidelines. Also consider to pick-up the existing issues.