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Title: How to create stable algorithm for price discovery in Frequent Batch Auction? Post by: wonabru on October 10, 2017, 04:43:59 PM Maybe someone would be interested in our solution to the problem (there is included code in python):
https://medium.com/@krzysztofurbanowicz/how-to-create-stable-algorithm-for-price-discovery-in-frequent-batch-auction-2c8824161aaa All the best |