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.