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Multi asset Simulations #22

Merged
merged 11 commits into from
Apr 15, 2024
Merged

Multi asset Simulations #22

merged 11 commits into from
Apr 15, 2024

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zombie-einstein
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Add support for multi-asset simulations as part of the Rust API

  • Add Market class to bourse-book crate that wraps multiple order-books and functionality to return market data and order instructions across assets
  • Add MarketEnv discrete event simulation environment that wraps an environment and supports simulations across multiple assets

@zombie-einstein zombie-einstein merged commit f5416c6 into main Apr 15, 2024
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@zombie-einstein zombie-einstein deleted the multi_asset branch April 15, 2024 21:38
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