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Welcome to the PyLOB wiki.

This is without doubt still under construction at the moment.

Contents...

1. Introduction

2. Implementation

3. Example Use:

• 3.1 Instantiating and input

• 3.2 Limit Orders

• 3.3 Market Orders

• 3.4 Modifying and Cancelling orders

• 3.5 Querying the book

4. Example Agent Based Model