The theory of financial markets is undergoing a paradigm shift. As classical approaches to analyzing financial markets reach their limits due to complexity, there is a need for alternative methodologies. One possible solution is provided by the relatively young research field of agent-based financial market simulations. Michael Heun develops a framework as a foundation for financial market simulation using multi-agent systems. The focus is on the openness of the framework, allowing for the inclusion of various market forms and types of market participants. This makes it possible to integrate new insights from relevant fields into the simulation studies at any time. Additionally, it is demonstrated on a content level how real phenomena of asset price processes, such as crashes and bubbles, can be artificially generated.