def setup_rand_trader(self):
name = ''.join(
random.choices(string.ascii_uppercase + string.digits, k=10))
bid_or_ask = rd.rand_trader_type()
funds = rd.trader_funds(self.clearing_price, bid_or_ask)
trader = Trader(name, funds)
p_low, p_high = rd.rand_prices(self.clearing_price, bid_or_ask)
trader.enter_order(
bid_or_ask, # 'bid', 'ask'
p_high, # p_high
p_low, # p_low
rd.rand_u_max(10), # u_max
rd.rand_q_max(100)) # q_max
self.traders[name] = trader
return trader
def setup_book(num_bids, num_asks):
bids = {}
asks = {}
p_high = 110
p_low = 90
u_max = 250
for x in range(0, num_asks):
asker = Trader(f'asker{x}', 100000)
asker.enter_order('ask', p_high, p_low, u_max, 10000)
asks[asker.account] = asker.current_order
for x in range(0, num_bids):
p_low -= 10
bidder = Trader(f'bidder{x}', 100000)
bidder.enter_order('bid', p_high, p_low, u_max, 10000)
bids[bidder.account] = bidder.current_order
return bids, asks
def scenario_2():
ex = Exchange('name', 'addr')
bids = {}
asks = {}
min_p = 80
max_p = 120
tick_size = .1
bidder1 = Trader('bidder1', 10000000)
bidder1.enter_order('bid', 110, 90, 250, 10000)
bids[bidder1.account] = bidder1.current_order
asker1 = Trader('asker1', 100000)
asker1.enter_order('ask', 110, 90, 250, 10000000)
asks[asker1.account] = asker1.current_order
mover_bid = Trader('mover_bid', 100000)
mover_bid.enter_order('bid', 110, 90, 250, 10000)
mover_bid.enter_order('bid', 110, 105, 500, 10000)
bids[mover_bid.account] = mover_bid.current_order
mover_ask = Trader('mover_ask', 100000)
mover_ask.enter_order('ask', 110, 90, 250, 10000)
asks[mover_ask.account] = mover_ask.current_order
results = ex.calc_crossing(min_p, max_p, tick_size, bids, asks, debug=False)
c_p, c_r, bb, ba = results
print(c_p, c_r, bb, ba)
b1_shares = Payer.calc_demand(bidder1.current_order['p_low'], bidder1.current_order['p_high'], bidder1.current_order['u_max'], c_p)
a1_shares = Payer.calc_supply(asker1.current_order['p_low'], asker1.current_order['p_high'], asker1.current_order['u_max'], c_p)
move_bid_shares = Payer.calc_demand(mover_bid.current_order['p_low'], mover_bid.current_order['p_high'], mover_bid.current_order['u_max'], c_p)
move_ask_shares = Payer.calc_supply(mover_ask.current_order['p_low'], mover_ask.current_order['p_high'], mover_ask.current_order['u_max'], c_p)
print(f'bid1 shares: {b1_shares}')
print(f'ask1 shares: {a1_shares}')
print(f'mover_bid shares: {move_bid_shares}')
print(f'mover_ask shares: {move_ask_shares}')
Graph.test_graph(min_p, max_p, tick_size, bids, asks, c_p, c_r)
