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[Framework] Refactor

Open mjuchli opened this issue 6 years ago • 0 comments

Once the academic part is finished, I'll do a code refactoring. I think the separation between the RL environment and components are okay. However, at least the following needs to be done:

  • Orderbook: either make use of existing solution as suggested in #1 or remove unnecessary loading functions and reduce current complexity due to the use of 3 different data structures (list of OrderbookStates, dictionary of OrderbookStates, and dictionary of trades).
  • MatchEngine: make use of a compatible open source match engine or introduce concurrency.
  • Consistent naming: #17

mjuchli avatar Jul 16 '18 11:07 mjuchli