Trade as “you”
engine.Process(order)Your resting orders
engine.OpenOrdersFor("you")Tape
MatchResult.TradesDepth ladder
engine.Snapshot(10)Kyle's λ
signals.EstimateLambda(flow, ΔP)SpoofDetector names the account here.pkg/matching compiled to WebAssembly — matching
a market of sim.NoiseTrader agents, with every panel computed by the shipping library
code and titled by the exact call that produced it. Same seed, same market, every time: that is
the engine's determinism, demonstrated rather than claimed.
What it is not. A trading signal. The noise market contains none by construction, and the
OFI study
found a ~540× R² gap between contemporaneous and predictive even in richer flow. Latency numbers
are deliberately absent: browser-WASM timings would be noise presented as measurement — the honest
ones live in BENCHMARKS.md.
Adapt it: go get github.com/intrepidkarthi/orderbook — the console's whole
market is ~40 lines against the public API
(cmd/obwasm).