def handle_underlying_orders(u_order):
if isinstance(u_order, LimitPriceOrder) or isinstance(
u_order, MarketPriceOrder):
sorted_asks = sorted(Marketplace.get_instance().asks)
sorted_bids = sorted(Marketplace.get_instance().bids)
# handle lpo or mpo
handle_lpo(u_order, sorted_asks, sorted_bids) \
if isinstance(u_order, LimitPriceOrder) \
else handle_mpo(u_order, sorted_asks, sorted_bids)
def handle_mpo(u_order, asks, bids):
if u_order.action == 'bid':
if len(asks) == 0:
print(
'No sellers on the marketplace, marketplace price non existent'
)
else:
matching_order = Marketplace.get_instance().asks.pop(0)
print(f'Bought {matching_order}')
if u_order.action == 'ask':
if len(bids) == 0:
print(
'No buyers on the marketplace, marketplace price non existent')
else:
matching_order = Marketplace.get_instance().bids.pop()
print(f'Bought {matching_order}')
def simulate(handle_func):
m = Marketplace.get_instance()
plt.style.use('fivethirtyeight')
index = count()
def animate(i):
handle_func(generate())
bins = [x for x in range(0, 400, 5)]
bids = sorted(order_to_int(Marketplace.get_instance().bids))
asks = sorted(order_to_int(Marketplace.get_instance().asks))
plt.cla()
plt.hist(bids, bins=bins, edgecolor='orange', label='BIDS')
plt.hist(asks, bins=bins, edgecolor='yellow', label='ASKS')
plt.legend()
plt.title('Marketplace info')
plt.xlabel('Order prices')
plt.ylabel('Number of orders')
ani = FuncAnimation(plt.gcf(), animate, interval=2000)
plt.tight_layout()
plt.show()
def __init__(self):
# set the default state and start the default function
self.state = states.Idle()
# init the marketplace
print('Initializing the marketplace instance')
self.market = Marketplace()
idle(self)
def make_plot():
plt.style.use('seaborn')
m = Marketplace.get_instance()
# TODO: have bins represent the data from the marketplace better
bins = [x for x in range(0, 400, 5)]
bids = sorted(order_to_int(Marketplace.get_instance().bids))
asks = sorted(order_to_int(Marketplace.get_instance().asks))
bids_t = order_to_timestamp(sorted(m.bids, key=lambda x: x.timestamp))
asks_t = order_to_timestamp(sorted(m.asks, key=lambda x: x.timestamp))
fig, (ax1, ax2, ax3) = plt.subplots(nrows=3, ncols=1)
ax1.hist(bids, bins=bins, edgecolor='orange', label='BIDS', log=True)
ax1.hist(asks, bins=bins, edgecolor='yellow', label='ASKS', log=True)
ax2.plot(bids_t,
order_to_int(m.bids),
color='#444444',
linestyle='--',
label='BIDS')
ax3.plot(asks_t,
order_to_int(m.asks),
color='#888444',
linestyle='--',
label='ASKS')
ax1.legend()
plt.title('Marketplace info')
ax1.set_xlabel('Order prices')
ax1.set_ylabel('Number of orders')
ax2.legend()
ax2.set_xlabel('BIDS')
ax2.set_ylabel('Timestamp')
ax3.legend()
ax3.set_xlabel('ASKS')
ax3.set_ylabel('Timestamp')
plt.tight_layout()
plt.show()
def animate(i):
handle_func(generate())
bins = [x for x in range(0, 400, 5)]
bids = sorted(order_to_int(Marketplace.get_instance().bids))
asks = sorted(order_to_int(Marketplace.get_instance().asks))
plt.cla()
plt.hist(bids, bins=bins, edgecolor='orange', label='BIDS')
plt.hist(asks, bins=bins, edgecolor='yellow', label='ASKS')
plt.legend()
plt.title('Marketplace info')
plt.xlabel('Order prices')
plt.ylabel('Number of orders')
def load():
# order_type,order_action,limit_price,timestamp,quantity
path = 'C:/Users/aleks/PycharmProjects/marketplace/utils/marketplace_orders.csv'
data = pd.read_csv(path)
order_action = data['order_action']
limit_price = data['limit_price']
timestamp = data['timestamp']
quantity = data['quantity']
for i in range(0, len(data)):
limit_price_order = LimitPriceOrder(order_action[i], timestamp[i],
quantity[i], limit_price[i])
if order_action[i] == 'ask':
Marketplace.get_instance().asks.append(limit_price_order)
else:
Marketplace.get_instance().bids.append(limit_price_order)
# sort loaded data
# for easier plotting down the line
# pre-sort the ask and bids
# self.market.get_instance().asks = sorted(self.market.get_instance().asks)
# self.market.get_instance().bids = sorted(self.market.get_instance().bids)
print('BIDS')
for item in Marketplace.get_instance().bids:
print(item)
print('ASKS')
for item in Marketplace.get_instance().asks:
print(item)
print(f'Lowest ask: {Marketplace.get_instance().lowest_ask()}')
print(f'Highest bid: {Marketplace.get_instance().highest_bid()}')
def save():
# don't do this
path = 'C:/Users/aleks/PycharmProjects/marketplace/utils/marketplace_orders.csv'
fieldnames = [
'order_type', 'order_action', 'limit_price', 'timestamp', 'quantity'
]
# get the newly added order to the csv
# importing os module? never heard of it
with open(path, 'w') as csv_file:
# lpo,ask,113,2020-08-24 13:49:18.692822,1
csv_writer = csv.DictWriter(csv_file, fieldnames=fieldnames)
csv_writer.writeheader()
write_items(
Marketplace.get_instance().bids,
'C:/Users/aleks/PycharmProjects/marketplace/utils/marketplace_orders.csv',
fieldnames)
write_items(
Marketplace.get_instance().asks,
'C:/Users/aleks/PycharmProjects/marketplace/utils/marketplace_orders.csv',
fieldnames)
def handle_lpo(u_order, asks, bids):
# could these two blocks have been written just once? -probably
# should I have done so? -yeah
if u_order.action == 'bid':
for item in asks:
if u_order.quantity == 0:
return
if item.limit_price <= u_order.limit_price:
# item.quantity < order quantity
if item.quantity < u_order.quantity:
u_order.quantity -= item.quantity
print(f'Bought {item.quantity} of {item}')
Marketplace.get_instance().asks.remove(item)
# item.quantity >= order quantity
else:
item.quantity -= u_order.quantity
print(f'Bought {u_order.quantity} of {item}')
if item.quantity == 0:
Marketplace.get_instance().asks.remove(item)
return
print(f'Added {u_order}')
Marketplace.get_instance().bids.append(u_order)
if u_order.action == 'ask':
for item in bids:
if u_order.quantity == 0:
return
if item.limit_price >= u_order.limit_price:
if item.quantity < u_order.quantity:
u_order.quantity -= item.quantity
print(f'Sold {item.quantity} of {item}')
Marketplace.get_instance().bids.remove(item)
else:
item.quantity -= u_order.quantity
print(f'Sold {u_order.quantity} of {item}')
if item.quantity == 0:
Marketplace.get_instance().bids.remove(item)
return
print(f'Added {u_order}')
Marketplace.get_instance().asks.append(u_order)