![]() These can be found inside the MarketInfo using Trader#getMarketInfo. This method will return an immutable List containing the orders.Ī trader is also able to access the 10 best bids and asks on the market. This information will be automatically updated at each step().Ī trader will know about its own orders on the market.Īccessing its own orders can be done using the method Trader#getOrdersOnMarket(). Traders have access to some limited information about the market. You should avoid entering bids/asks with prices many orders of magnitude larger than tick size to avoid rounding errors.Įach trader has its own wealth and quantity of shares.Įvery time a trader sells or buys on the market, its wealth and quantity of shares will automatically update. If the specified price does not conform to the tick, the price will be floored (if bid order) or ceiled (if ask order). You can access the tick of the market with the method `getMarketConfig().getTick()`. Price must be a multiple of the market's tick ![]() To create an agent with this functionality simply extend Trader. Traders also have internal state and expose methods for dealing with current bids on the market and getting the current market information. Amend requests allow traders to amend orders currently on the market.Cancel requests enable traders to cancel bids that are currently on the market.NewOrder requests allow traders to make bids or asks on the market.These requests can take on one of three forms. Traders interact with a central market by sending requests. For this functionality to execute, we must run our models in a MarketSimulator. Traders allow us to submit bids and asks to an AuctionMarket which process the requests and send responses. Market simulation models comprise of two distinct types of Agents, Traders and an AuctionMarket. All this is done while speaking the semantics of markets. ![]() This enables us to generate market simulations quickly, leaving you free to develop and deploy trading algorithms in a controlled environment. The .market.simulator provides an API, that sits on top of the core of the SDK, which affords us the tools to create market simulations tersely.
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