ass="pre">aggressiveness=10,</span> <span class="pre">min_halfspread=3)</span></code> sets the spread based on the order flow imbalance over a 5-tick window with an aggressiveness of 10 and a minimum half-spread of 3.</p></li>
</ul>
<p>Now we can run our market simulation:</p>
<div class="highlight-python notranslate"><div class="highlight"><pre><span></span><span class="n">market</span><span class="o">.</span><span class="n">run</span><span class="p">(</span><span class="mi">300</span><span class="p">)</sp