  We introduce a new Self-Organized Criticality (SOC) model for simulating
price evolution in an artificial financial market, based on a multilayer
network of traders. The model also implements, in a quite realistic way with
respect to previous studies, the order book dy- namics, by considering two
assets with variable fundamental prices. Fat tails in the probability
distributions of normalized returns are observed, together with other features
of real financial markets.
