The article explores a new way to study economics by treating markets as computational entities called automata. By using concepts from computability theory, the researchers show that some economic theories may not be practically relevant. They argue that by defining the context of economic exchange through automata, we can better analyze different market settings and their impact on economic performance. This approach builds on existing literature in experimental economics and finance, where market institutions play a crucial role in determining economic outcomes. The researchers provide an example to illustrate how markets can be encoded as automata, highlighting the potential of this computational approach in enriching institutional economics.