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Re: current capabilities of algoquant – questions

Home 21090308 Forums Re: current capabilities of algoquant – questions

#2176
kenyiu
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For limit orders, you can specify customized order-filling model. We have implemented some simple probabilistic models (namely, RandomVariableFillModel and PartialFillRVFillModel) for this purpose.

You are also free to implement your own model which takes queue size into account, and plug into the simulator by calling: