market
Market
Orchestrates the market simulation tick loop, traders, and matching engine.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
traders
|
list[BaseTrader]
|
Fixed list of simulated traders participating in the market. |
required |
news_feed
|
NewsFeed
|
The news feed where macro/micro events are published. |
required |
matching_engine
|
MatchingEngine
|
The underlying matching engine. If not provided, a new instance is created. |
None
|
seed
|
int
|
Random seed for the underlying matching engine (if created). |
None
|
engine
property
The underlying matching engine.
view
property
The read-only market view proxy.
step(timestamp)
Advance the simulation by one discrete tick.
Queries all traders for new orders, submits them to the matching engine, triggers matching, and records executions.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
timestamp
|
datetime
|
The virtual timestamp of this simulation tick. |
required |
Returns:
| Type | Description |
|---|---|
ExecutedTrades
|
The list of trades executed during this tick. |