function MarketModel()

p0=20;

muOrderTime=1.2;
muBuyOrigin=1.4;
muSellOrigin=1.4;
nu=3;

if p0>5
    
    pCurrent(1)=p0;
    
    dp=0.01;  % Price increment
    
    % Initialize the Bid and Ask Queues:
    numBuy=zeros(1001,1);
    numSell=zeros(1001,1);
    
else
    
    disp('Equity price is too low!')
    return
    
end

tOrder(1)=randexp(muOrderTime);

n=1;

while tOrder(n)<=1000
               
    if rand>0.50
        orderType=1;  % Buy
        pOrigin=pCurrent(n)+randexp(muBuyOrigin);  % Matlab: exprnd(muBuyOrigin)
        p(n)=round(pOrigin)-round(randchi(nu)); % Matlab: chi2rnd(nu)
        if numSell(max(p(n),1))~= 0
            numSell(max(p(n),1))=numSell(max(p(n),1))-1;
            pCurrent(n+1)=p(n);
        else
            numBuy(max(p(n),1))=numBuy(max(p(n),1))+1;
            pCurrent(n+1)=pCurrent(n);
        end            
        
    else
        orderType=-1;  % Sell
        pOrigin=pCurrent(n)-randexp(muSellOrigin);
        p(n)=round(pOrigin)+round(randchi(nu));
        if numBuy(min(p(n),1001))~= 0
            numBuy(min(p(n),1001))=numBuy(min(p(n),1001))-1;
            pCurrent(n+1)=p(n);
        else
            numSell(min(p(n),1001))=numSell(min(p(n),1001))+1;
            pCurrent(n+1)=pCurrent(n);
        end
    end
      

  tOrder(n+1)=tOrder(n)+randexp(muOrderTime);
  n=n+1;
  
end
sparse(numBuy)
sparse(numSell)
plot(tOrder,pCurrent)
figure
hist(pCurrent)
figure
plot(0:49,numSell(1:50))
hold on
plot(0:49,numBuy(1:50),'r')
clear all