PrototypeCommon
ChuaCheowHuan/gym-continuousDoubleAuction
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.
- Owner
- ChuaCheowHuan (personal account)
- Stars
- Stars: 155
- Forks
- Forks: 33
- Language
- Python
- License
- MIT
- Created
- 2019
- Topics
- multi-agent-reinforcement-learninggym-environmentlimit-order-bookhigh-frequency-tradingrayrllibmarket-microstructurefinancial-engineeringself-playdouble-auction
- Tier
- Prototype (100 to 249 ★) What this tier means
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