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Embbed python package for market data (with pybind11)

Project description

Market Maker Game

Gitter

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This package, Market Maker Game, simulates market data for testing and developing trading strategies. It is built with pybind11 and scikit-build-core, supporting Python 3.9+ (for legacy support, see older versions using scikit-build (classic)).

Features

  • Market Data Simulation: Provides realistic simulated market data for testing trading algorithms.
  • Customizable: Instantiate MarketData objects with custom parameters for flexible scenario testing.
  • Easy Integration: Built with pybind11, making it easy to integrate into Python environments.

Requirements

  • Python: 3.9+
  • pip: 21.0+

Setup

To set up the development environment, ensure you have the required versions of Python and pip installed. You can check your current versions with:

python --version
pip --version

If you need to upgrade pip, you can do so with:

pip install --upgrade pip

Install package from PYPI

python -m pip install mm_game

Installation for local development

  1. Clone this repository:

    git clone https://github.com/your-username/market_maker_game.git
    
  2. Install the package:

    pip install ./mm_game
    
  3. Test

    from mm_game import MarketData
    

Example Usage

from market_maker_game import MarketData

# Initialize MarketData with initial prices
market_data = MarketData(100.0, 105.0)

# Get the next set of simulated prices
next_prices = market_data.getNextPrices()
print("Next simulated prices:", next_prices)

Deployment

build.bat

Key Files

Required

pyproject.toml: Defines the package's Python dependencies.

CMakeLists.txt: CMake configuration.

src/main.cpp: C++ source code implementing market data simulation.

src/market_maker_game/__init__.py: Python wrapper for the C++ module.

License

This package is provided under a BSD-style license, as specified in the LICENSE file. By using or contributing to this project, you agree to the license terms.

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