Julia package for estimating the parameters for ABIDES-Markets with a SMC-ABC sampler.

This package uses AbidesMarkets.jl to load ABIDES-Markets within Julia. Therefore, its preliminary setup should be followed.

Having done that, LimitOrderBookABC.jl can then be installed with the Julia package manager via:

using Pkg
Pkg.add(url="https://github.com/fipelle/LimitOrderBookABC.jl")