The simple model consist of buy and sell orders, buys come with a max price, sell comes with a min price, both come with quantities. Just have to meet in the m

The simple model consist of buy and sell orders, buys come with a max price, sell comes with a min price, both come with quantities. Just have to meet in the middle by dynamically accumulating orders by quantity from both sides and after the prices met, set that as the actual sell price and discard the rest of the order as not filled.