Metadata-Version: 2.1
Name: lobby
Version: 0.1.2
Summary: Simulate market and limit orders.
Home-page: https://github.com/mikedh/lobby
Author: Ash Booth, Michael Dawson-Haggerty
Author-email: mikedh@kerfed.com
License: MIT
Keywords: trading simulation market limit order
Platform: UNKNOWN
Classifier: Development Status :: 3 - Alpha
Classifier: License :: OSI Approved :: MIT License
Classifier: Programming Language :: Python
Classifier: Programming Language :: Python :: 2.7
Classifier: Programming Language :: Python :: 3.3
Classifier: Programming Language :: Python :: 3.4
Classifier: Programming Language :: Python :: 3.5
Classifier: Programming Language :: Python :: 3.6
Classifier: Programming Language :: Python :: 3.7
Classifier: Natural Language :: English
Classifier: Topic :: Scientific/Engineering
Description-Content-Type: text/markdown

lobby
=====

A limit order book system written in Python. `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.


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

It is written in Python, single-threaded and opperates 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.

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

```
pip install lobby
```



