Use atelier for modeling market microstructure dynamics, it supports an orderbook-based market structure. Whether you need a high quality reproduction of any given market within a defined period of time (market replay), or, to generate what-if scnearios either completely random, or, with model specification (market simulation).
The katex-header.html file is necessary, and also, either to pass the flags
RUSTDOCFLAGS="--html-in-header katex-header.html" cargo doc --no-deps --all-featuresFeel free to contribute, just make sure you check the CONTRIBUTING guidelines. Also consider to pick-up the existing issues.