Order book simulation

(a naive artificial stock market)

Vous suivez désormais cette soumission

Submission presents a set of classes that can be used to simulate operation of an exchange order book allowing market and limit orders. My focus has been on overall design - as adapted to Matlab - and a few implementation details have been skipped; notably, limit orders are not crossed with one another.
Please see the included PDF and run OrderBookDemo.m to test the code. A ‘live’ price-volume chart will appear and run for one minute; once the simulation concludes, you can inspect order and trade histories by examining active objects. You will need to re-start Matlab to re-run the simulation.

Citation pour cette source

Dimitri Shvorob (2026). Order book simulation (https://fr.mathworks.com/matlabcentral/fileexchange/23514-order-book-simulation), MATLAB Central File Exchange. Extrait(e) le .

Remerciements

Inspiré par : Scrolling display, The Object of My Callback

Informations générales

Compatibilité avec les versions de MATLAB

  • Compatible avec toutes les versions

Plateformes compatibles

  • Windows
  • macOS
  • Linux
Version Publié le Notes de version Action
1.0.0.0

BSD