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<h1>PyMicrostructure documentation<a class="headerlink" href="#pymicrostructure-documentation" title="Link to this heading"></a></h1>
<p>PyMicrostructure: A Flexible Market Microstructure Simulation Library</p>
<p>PyMicrostructure is a powerful and flexible Python library designed for simulating and analyzing financial market microstructure. It provides a comprehensive set of tools for 