Architecture of the package#

  • gym_exchange: the CPU version of rl_trading_environment

    • order_book: order_book as the container

    • order_book_adapter: convert data into trading_signal, then to order_flows

    • exchange: simulated stock exchange

    • trading_environment: rl_trading_environment

  • gymnax_exchange: the GPU version of rl_trading_environment

    • jaxob: Jax limit order book

    • jaxes: Jax exchange

    • jaxen: Jax rl_trading_environment