이 제출물을 팔로우합니다
- 팔로우하는 게시물 피드에서 업데이트를 확인할 수 있습니다
- 정보 수신 기본 설정에 따라 이메일을 받을 수 있습니다
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.
인용 양식
Dimitri Shvorob (2026). Order book simulation (https://kr.mathworks.com/matlabcentral/fileexchange/23514-order-book-simulation), MATLAB Central File Exchange. 검색 날짜: .
도움
도움 받은 파일: Scrolling display, The Object of My Callback
| 버전 | 퍼블리시됨 | 릴리스 정보 | Action |
|---|---|---|---|
| 1.0.0.0 | BSD |
