Market Making Via Reinforcement Learning

Model trained using DDPG algorithm on stable baseline3 (https://stable-baselines3.readthedocs.io/en/master/)

Code Documentation: https://docs.google.com/document/d/1I538Or3aake-VP924icrKCY4FJHsFe-v7LCBrzVEE8Y/edit?usp=sharing

For the program to run.

1. pip install relevant libraries (found in documentation)
2. add data files. Each row in formate [[bid_price, bid_amount, ask_price, ask_amount] * 25]
3. change path calling to access data For how each section works, see documentation.