double-auction

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.

⚡ Ultra-Low Latency Continuous Double Auction Matching Engine in Java 21 Loom. In-memory L2 market depth, price-time priority, STOMP WebSockets, 50k+ ops/sec.

An Agent-Based Financial Platform. See how evolve agents in a realistic double auction order book

Runs numerical experiments for a single market populated by robot traders

Fast single unit, double auction market for reinforcement learning

Double Auction Simulation System (for single product) with equilibrium match.

Determine the clearing price for a double auction, using the average mechanism

DoubleAuction-Simulator with React

C#, ActressMAS | P2P Multi-Agent System for microgrid energy trading using auction protocols

Double Auction Market with oTree Live Pages

This consists of the Coq formalization and the checker program for the continuous double auctions project.

Replication package for “Trading Direction and Price Discovery: Human Evidence and LLM Experiments”: hand-transcribed Plott–Sunder (1982) transactions, LLM market-experiment outputs, and code that regenerates every table and figure.

Paper for MINT: a multi-participant experimental platform for continuous double-auction markets with human and algorithmic traders

Frequent Batch Auction (FBA) & Uniform Clearing Price (UCP) Double Auction DEX Clearinghouse in Solidity 0.8.26 with Commit-Reveal Anti-MEV