The only current simulator is the GBM price simulator, with some external fill logic classes.
Due to the complexity of the Zimmer simulator, it would be interesting to add an expansible simulator class, to combine separate processes such as Hawkes for order filling, and a OrderBook process.
This would allow some state-of-the-art simulators the easily added to dxlib, such as world simulators trained on limit order message data.
The only current simulator is the GBM price simulator, with some external fill logic classes.
Due to the complexity of the Zimmer simulator, it would be interesting to add an expansible simulator class, to combine separate processes such as Hawkes for order filling, and a OrderBook process.
This would allow some state-of-the-art simulators the easily added to dxlib, such as world simulators trained on limit order message data.