This lecture finishes off lots of work on limit order markets. Use these notes from the last lecture for your revision for the midterm, Here are the lecture slides in .pdf. A recording of the lecture is here. Below are some readings you might find useful.
Readings:
Statistical Mechanics of Money, Wealth, and Income.
Econophysics: challenges and promises An observation-based approach.
McCauley, Dynamics of Markets, CUP, 2nd Edition (excerpt).