semvec/pypi-packages huggingface dataset:
lobby 0.1.3
Simulate market and limit orders.
License: MIT
Keywords: trading simulation market limit order

lobby
=======
![Test And Publish](https://github.com/mikedh/lobby/workflows/Test%20Then%20Publish/badge.svg?branch=master) [![PyPI version](https://badge.fury.io/py/lobby.svg)](https://badge.fury.io/py/lobby)

`lobby` is a fully functioning simulation of a limit-order-book financial exchange, developed for modeling. The aim is to allow exploration of automated trading strategies that deal with "Level 2" market data.

It is written for Python 2.7-3+, is single-threaded and operates a standard price-time-priority. It supports both market and limit orders, as well as add, cancel and update functionality. The model is based on few simplifying assumptions, chief of which is zero latency: if a trader issues a new quote, that gets processed by the exchange, all other traders can react to it before any other quote is issued.

`lobby` is forked from [PyLOB](https://github.com/DrAshBooth/PyLOB) and all changes are also licensed as MIT. Updated to install with `pip` and work with Python 3.

Install
=============
`lobby` uses only the standard library and can be installed from PyPi:

```
pip install lobby
```