Simulated exchange for a fictitious exchange with fictitious companies

[cearps]

Run an exchange for the fictitious companies with L3 market data generated using GBM (or otherwise I guess) then output FIX/ITCH/OUCH binary. Run on mini pc/raspberry pi and then write an adapter. This will give the real being on the wire feel.

Maybe try base the processes for generating the fictitious data on distributions of actual order book data gathered by decoding sample ITCH data