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This provides a unified framework of the models discussed by \\textit{H. Luckock} [``A steady-state model of the continuous double auction'', Quant. Finance 3, No. 5, 385--404 (2003)], \\textit{S. Maslov} [``Simple model of a limit order driven market'', Physica A 278, No. 3--4, 571--578 (2000; \\url{doi:10.1016/S0378-4371(00)00067-4})] and \\textit{E. Smith} et al. [``Statistical theory of the continuous double auction'', Quant. Finance 3, No. 6, 481--514 (2003)], opening a way to the simulation and statistical testing of these models.NEWLINENEWLINEThe setup presented in the paper allows for an arbitrary (satisfying obvious technical assumptions) distribution for the arrival of new orders. As the main result, the author writes up the distribution of the order book and the distribution of the best quotes. 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