  We introduce a prototype model in an attempt to capture some aspects of
market dynamics simulating a trading mechanism. The model description starts
with a discrete-space, continuous-time Markov process describing arrival and
movement of orders with different prices. We then perform a re-scaling
procedure leading to a deterministic dynamical system controlled by non-linear
ordinary differential equations (ODEs). This allows us to introduce
approximations for the equilibrium distribution of the model represented by
fixed points of deterministic dynamics.
