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madriska/algotraitor
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API features - sell stock - buy stock - get your current holdings - get price of a particular stock - get price of all stocks (dump) - see how much money you have - see whether or not you are in the lead. - get a trade listing timeline? <- here, I was thinking about providing 100% information [ who, buy/sell, amount, what, price ] - access certain market indexes (overall, top n, etc)? Market characteristics - All participants are price takers. Orders execute immediately at the market price. - All price movements are simulated by the server. (affected by other players actions) - Spontaneous price movements do occur, to simulate activity of hidden players, but the main focus should be player vs. player interaction. Still have to have a significant random component so that one player can't manipulate the overall volatility by injecting or withholding liquidity. - Potential black swan events. Crash one stock, etc. Can make this limitlessly complex by adding more events and triggers... simulate algo trades.
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Trading server (LoneStar RubyConf 2009 lab)
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