Order book simulation

(a naive artificial stock market)

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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.

Citar como

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

Agradecimientos

Inspirado por: Scrolling display, The Object of My Callback

Información general

Compatibilidad con la versión de MATLAB

  • Compatible con cualquier versión

Compatibilidad con las plataformas

  • Windows
  • macOS
  • Linux
Versión Publicado Notas de la versión Action
1.0.0.0

BSD