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from Order book simulation by Dimitri Shvorob
(a naive artificial stock market)

OrderBookDemo.m
%% initialize agents
a = Trader.getInstance('A',RandomOrderStrategy());
b = Trader.getInstance('B',RandomOrderStrategy());

e = Exchange.getInstance;
v = DataVendor.getInstance;
t = TickerTape.getInstance;

%% activate agents
a.start
b.start
e.start
v.start
t.start

%% examine a trader's trade history
a.ArchivedOrders
a.ArchivedTradeConfirmations
a.ArchivedTradeAnnouncements

%% examine data vendor's trade history
v.ArchivedTradeAnnouncements

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