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.

Date Created 2019-07-20 (5 years ago)

Commits 309 (last one 4 years ago)

Stargazers 143 (0 this week)

Watchers 7 (0 this week)

Forks 32

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RepositoryStats indexes 609,392 repositories, of these ChuaCheowHuan/gym-continuousDoubleAuction is ranked #233,538 (62nd percentile) for total stargazers, and #272,888 for total watchers. Github reports the primary language for this repository as Jupyter Notebook, for repositories using this language it is ranked #5,568/18,095.

ChuaCheowHuan/gym-continuousDoubleAuction is also tagged with popular topics, for these it's ranked: quantitative-finance (#124/208)

Other Information

ChuaCheowHuan/gym-continuousDoubleAuction has 11 open pull requests on Github, 10 pull requests have been merged over the lifetime of the repository.

Homepage URL: https://chuacheowhuan.github.io

All Topics

ppo ray lstm marl rllib n-player zero-sum self-play double-auction zero-sum-games gym-environment limit-order-book quantitative-finance quantitative-trading financial-engineering market-microstructure high-frequency-trading multi-agent-reinforcement-learning

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updated: 2025-01-26 @ 05:41pm, id: 197944246 / R_kgDOC8xjtg