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Author:
Satyam Das
Summary:
Production-grade limit order book simulator with market-making and RL support
Latest version:
0.1.4
Required dependencies:
databento
|
gymnasium
|
numpy
|
pandas
|
requests
|
stable-baselines3
Optional dependencies:
build
|
lumina-lob
|
matplotlib
|
mkdocs
|
mkdocs-material
|
mkdocstrings
|
mypy
|
plotly
|
pybind11
|
pytest
|
pytest-cov
|
ruff
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