li><p>Data Analysis Tools: Built-in functions for calculating key market microstructure measures depth, order flow, and liquidity.</p></li>
<li><p>Visualization Aids: Tools to help visualize order book dynamics, price movements, and trader performance.</p></li>
</ol>
<p>PyMicrostructure is designed to be highly modular and extensible, allowing researchers and practitioners to easily implement and test new trading strategies, market mechanisms, and analysis techniques. Whether you’re studying market impact