def __init__(self, expiry = None, proto = None):
from marketsim.gen._out._constant import constant_Float as _constant_Float
from marketsim.gen._out.order._curried._sideprice_limit import sideprice_Limit_Float as _order__curried_sideprice_Limit_Float
from marketsim import rtti
self.expiry = expiry if expiry is not None else _constant_Float(10.0)
self.proto = proto if proto is not None else _order__curried_sideprice_Limit_Float()
rtti.check_fields(self)
def Limit(volume = None):
from marketsim.gen._out._ifunction import IFunctionfloat
from marketsim.gen._out.order._curried._sideprice_limit import sideprice_Limit_Float as _order__curried_sideprice_Limit_Float
from marketsim import rtti
if volume is None or rtti.can_be_casted(volume, IFunctionfloat):
return _order__curried_sideprice_Limit_Float(volume)
raise Exception('Cannot find suitable overload for Limit('+str(volume) +':'+ str(type(volume))+')')
def __init__(self, orderFactory=None, initialSize=None):
from marketsim.gen._out.order._curried._sideprice_limit import sideprice_Limit_Float as _order__curried_sideprice_Limit_Float
from marketsim import deref_opt
self.orderFactory = orderFactory if orderFactory is not None else deref_opt(
_order__curried_sideprice_Limit_Float())
self.initialSize = initialSize if initialSize is not None else 10
MarketMaker_Impl.__init__(self)
def __init__(self, maxloss = None, proto = None):
from marketsim.gen._out._constant import constant_Float as _constant_Float
from marketsim.gen._out.order._curried._sideprice_limit import sideprice_Limit_Float as _order__curried_sideprice_Limit_Float
from marketsim import rtti
self.maxloss = maxloss if maxloss is not None else _constant_Float(0.1)
self.proto = proto if proto is not None else _order__curried_sideprice_Limit_Float()
rtti.check_fields(self)
def __init__(self, maxloss=None, proto=None):
from marketsim.gen._out._constant import constant_Float as _constant_Float
from marketsim.gen._out.order._curried._sideprice_limit import sideprice_Limit_Float as _order__curried_sideprice_Limit_Float
from marketsim import rtti
self.maxloss = maxloss if maxloss is not None else _constant_Float(0.1)
self.proto = proto if proto is not None else _order__curried_sideprice_Limit_Float(
)
rtti.check_fields(self)
def __init__(self, orderFactory = None, initialSize = None, side = None):
from marketsim.gen._out.order._curried._sideprice_limit import sideprice_Limit_Float as _order__curried_sideprice_Limit_Float
from marketsim import deref_opt
from marketsim.gen._out.side._sell import Sell_ as _side_Sell_
self.orderFactory = orderFactory if orderFactory is not None else deref_opt(_order__curried_sideprice_Limit_Float())
self.initialSize = initialSize if initialSize is not None else 10
self.side = side if side is not None else deref_opt(_side_Sell_())
OneSide_Impl.__init__(self)
def __init__(self, expiry=None, proto=None):
from marketsim.gen._out._constant import constant_Float as _constant_Float
from marketsim.gen._out.order._curried._sideprice_limit import sideprice_Limit_Float as _order__curried_sideprice_Limit_Float
from marketsim import rtti
self.expiry = expiry if expiry is not None else _constant_Float(10.0)
self.proto = proto if proto is not None else _order__curried_sideprice_Limit_Float(
)
rtti.check_fields(self)
def __init__(self, orderFactory=None, initialSize=None, side=None):
from marketsim.gen._out.order._curried._sideprice_limit import sideprice_Limit_Float as _order__curried_sideprice_Limit_Float
from marketsim import deref_opt
from marketsim.gen._out.side._sell import Sell_ as _side_Sell_
self.orderFactory = orderFactory if orderFactory is not None else deref_opt(
_order__curried_sideprice_Limit_Float())
self.initialSize = initialSize if initialSize is not None else 10
self.side = side if side is not None else deref_opt(_side_Sell_())
OneSide_Impl.__init__(self)
def __init__(self, x = None, eventGen = None, orderFactory = None):
from marketsim.gen._out.event._every import Every_Float as _event_Every_Float
from marketsim.gen._out.math.random._expovariate import expovariate_Float as _math_random_expovariate_Float
from marketsim.gen._out.event._event import Event
from marketsim import _
from marketsim import event
from marketsim.gen._out.strategy.price._liquidityprovider import LiquidityProvider_FloatFloatIOrderBook as _strategy_price_LiquidityProvider_FloatFloatIOrderBook
from marketsim.gen._out.order._curried._sideprice_limit import sideprice_Limit_Float as _order__curried_sideprice_Limit_Float
from marketsim import deref_opt
self.x = x if x is not None else deref_opt(_strategy_price_LiquidityProvider_FloatFloatIOrderBook())
self.eventGen = eventGen if eventGen is not None else deref_opt(_event_Every_Float(deref_opt(_math_random_expovariate_Float(1.0))))
self.orderFactory = orderFactory if orderFactory is not None else deref_opt(_order__curried_sideprice_Limit_Float())
self.impl = self.getImpl()
self.on_order_created = Event()
event.subscribe(self.impl.on_order_created, _(self)._send, self)
def __init__(self, eventGen = None, orderFactory = None, initialValue = None, priceDistr = None):
from marketsim import _
from marketsim import rtti
from marketsim.gen._out.math.random._lognormvariate import lognormvariate_FloatFloat as _math_random_lognormvariate_FloatFloat
from marketsim.gen._out.event._every import Every_Float as _event_Every_Float
from marketsim.gen._out.math.random._expovariate import expovariate_Float as _math_random_expovariate_Float
from marketsim.gen._out.order._curried._sideprice_limit import sideprice_Limit_Float as _order__curried_sideprice_Limit_Float
from marketsim import event
self.eventGen = eventGen if eventGen is not None else _event_Every_Float(_math_random_expovariate_Float(1.0))
self.orderFactory = orderFactory if orderFactory is not None else _order__curried_sideprice_Limit_Float()
self.initialValue = initialValue if initialValue is not None else 100.0
self.priceDistr = priceDistr if priceDistr is not None else _math_random_lognormvariate_FloatFloat(0.0,0.1)
rtti.check_fields(self)
self.impl = self.getImpl()
self.on_order_created = event.Event()
event.subscribe(self.impl.on_order_created, _(self)._send, self)
def __init__(self, initialValue = None, priceDistr = None, eventGen = None, orderFactory = None, side = None):
from marketsim import _
from marketsim import rtti
from marketsim.gen._out.math.random._lognormvariate import lognormvariate_FloatFloat as _math_random_lognormvariate_FloatFloat
from marketsim.gen._out.side._sell import Sell_ as _side_Sell_
from marketsim.gen._out.event._every import Every_Float as _event_Every_Float
from marketsim.gen._out.math.random._expovariate import expovariate_Float as _math_random_expovariate_Float
from marketsim.gen._out.order._curried._sideprice_limit import sideprice_Limit_Float as _order__curried_sideprice_Limit_Float
from marketsim import event
self.initialValue = initialValue if initialValue is not None else 100.0
self.priceDistr = priceDistr if priceDistr is not None else _math_random_lognormvariate_FloatFloat(0.0,0.1)
self.eventGen = eventGen if eventGen is not None else _event_Every_Float(_math_random_expovariate_Float(1.0))
self.orderFactory = orderFactory if orderFactory is not None else _order__curried_sideprice_Limit_Float()
self.side = side if side is not None else _side_Sell_()
rtti.check_fields(self)
self.impl = self.getImpl()
self.on_order_created = event.Event()
event.subscribe(self.impl.on_order_created, _(self)._send, self)
def __init__(self, x=None, eventGen=None, orderFactory=None):
from marketsim.gen._out.event._every import Every_Float as _event_Every_Float
from marketsim.gen._out.math.random._expovariate import expovariate_Float as _math_random_expovariate_Float
from marketsim.gen._out.event._event import Event
from marketsim import _
from marketsim import event
from marketsim.gen._out.strategy.price._liquidityprovider import LiquidityProvider_FloatFloatIOrderBook as _strategy_price_LiquidityProvider_FloatFloatIOrderBook
from marketsim.gen._out.order._curried._sideprice_limit import sideprice_Limit_Float as _order__curried_sideprice_Limit_Float
from marketsim import deref_opt
self.x = x if x is not None else deref_opt(
_strategy_price_LiquidityProvider_FloatFloatIOrderBook())
self.eventGen = eventGen if eventGen is not None else deref_opt(
_event_Every_Float(deref_opt(_math_random_expovariate_Float(1.0))))
self.orderFactory = orderFactory if orderFactory is not None else deref_opt(
_order__curried_sideprice_Limit_Float())
self.impl = self.getImpl()
self.on_order_created = Event()
event.subscribe(self.impl.on_order_created, _(self)._send, self)
def __init__(self, proto = None, lotSize = None):
from marketsim.gen._out.order._curried._sideprice_limit import sideprice_Limit_Float as _order__curried_sideprice_Limit_Float
from marketsim import deref_opt
from marketsim.gen._out._constant import constant_Float as _constant_Float
self.proto = proto if proto is not None else deref_opt(_order__curried_sideprice_Limit_Float())
self.lotSize = lotSize if lotSize is not None else deref_opt(_constant_Float(10.0))
def __init__(self, proto = None):
from marketsim.gen._out.order._curried._sideprice_limit import sideprice_Limit_Float as _order__curried_sideprice_Limit_Float
from marketsim import rtti
self.proto = proto if proto is not None else _order__curried_sideprice_Limit_Float()
rtti.check_fields(self)
def __init__(self, proto = None, maxloss = None):
from marketsim.gen._out.order._curried._sideprice_limit import sideprice_Limit_Float as _order__curried_sideprice_Limit_Float
from marketsim import deref_opt
from marketsim.gen._out._constant import constant_Float as _constant_Float
self.proto = proto if proto is not None else deref_opt(_order__curried_sideprice_Limit_Float())
self.maxloss = maxloss if maxloss is not None else deref_opt(_constant_Float(0.1))
def __init__(self, proto=None):
from marketsim.gen._out.order._curried._sideprice_limit import sideprice_Limit_Float as _order__curried_sideprice_Limit_Float
from marketsim import deref_opt
self.proto = proto if proto is not None else deref_opt(
_order__curried_sideprice_Limit_Float())
def __init__(self, proto = None):
from marketsim.gen._out.order._curried._sideprice_limit import sideprice_Limit_Float as _order__curried_sideprice_Limit_Float
from marketsim import deref_opt
self.proto = proto if proto is not None else deref_opt(_order__curried_sideprice_Limit_Float())
def __init__(self, orderFactory = None, initialSize = None):
from marketsim.gen._out.order._curried._sideprice_limit import sideprice_Limit_Float as _order__curried_sideprice_Limit_Float
from marketsim import deref_opt
self.orderFactory = orderFactory if orderFactory is not None else deref_opt(_order__curried_sideprice_Limit_Float())
self.initialSize = initialSize if initialSize is not None else 10
MarketMaker_Impl.__init__(self)
def __init__(self, proto = None, expiry = None):
from marketsim.gen._out.order._curried._sideprice_limit import sideprice_Limit_Float as _order__curried_sideprice_Limit_Float
from marketsim import deref_opt
from marketsim.gen._out._constant import constant_Float as _constant_Float
self.proto = proto if proto is not None else deref_opt(_order__curried_sideprice_Limit_Float())
self.expiry = expiry if expiry is not None else deref_opt(_constant_Float(10.0))
