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gym-continuousDoubleAuction

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A custom MARL (multi-agent reinforcement learning) environment where multiple agents trade against one another (self-play) in a zero-sum continuous double auction. Ray [RLlib] is used for training.

double-auctionfinancial-engineeringgym-environmenthigh-frequency-tradinglimit-order-booklstmmarket-microstructuremarlmulti-agent-reinforcement-learningn-player
Creat：2019-07-20T22:53:16
Update：2025-02-26T20:47:08
https://chuacheowhuan.github.io
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