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Extending

Add a new agent

Create a class with a quote(mid_price: float, inventory: int) -> (bid, ask) method and wire it into experiments/evaluate_agents.py.

Customize microstructure

Edit env/simple_lob_env.py (fills, fees, slippage, OU/regimes). For multi-asset/regime-conditioned depth, see env/multi_asset_env.py.

Programmatic hooks

Use mmrl.run_backtest(config) in your own scripts. Persist your own artifacts to the run directory.