Skip to content

ABIDES: Agent-Based Interactive Discrete Event Simulation

License

Notifications You must be signed in to change notification settings

abides-sim/abides

Folders and files

NameName
Last commit message
Last commit date

Latest commit

c4bf157 · Nov 19, 2020

History

43 Commits
Nov 16, 2020
Oct 2, 2020
Nov 16, 2020
Mar 15, 2020
Nov 16, 2020
May 12, 2019
Jun 16, 2020
Jul 9, 2020
Nov 16, 2020
Mar 15, 2020
Oct 20, 2020
Sep 23, 2020
Sep 23, 2020
Apr 23, 2019
Jul 19, 2019
Apr 23, 2019
Jul 3, 2020
Mar 15, 2020

Repository files navigation

ABIDES: Agent-Based Interactive Discrete Event Simulation environment

ABIDES is an Agent-Based Interactive Discrete Event Simulation environment. ABIDES is designed from the ground up to support AI agent research in market applications. While simulations are certainly available within trading firms for their own internal use, there are no broadly available high-fidelity market simulation environments. We hope that the availability of such a platform will facilitate AI research in this important area. ABIDES currently enables the simulation of tens of thousands of trading agents interacting with an exchange agent to facilitate transactions. It supports configurable pairwise network latencies between each individual agent as well as the exchange. Our simulator's message-based design is modeled after NASDAQ's published equity trading protocols ITCH and OUCH.

Please see our arXiv paper for preliminary documentation:

https://arxiv.org/abs/1904.12066

Please see the wiki for tutorials and example configurations:

https://github.com/abides-sim/abides/wiki

Quickstart

mkdir project
cd project

git clone https://github.com/abides-sim/abides.git
cd abides
pip install -r requirements.txt