i think it is working

This commit is contained in:
2023-01-23 11:28:12 +01:00
parent 3a421ceb34
commit 89dc8ed54a
22 changed files with 540 additions and 28 deletions
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from .base_aquire_agent import Base_Aquire_Agent
class Price_Believe_Aquire_Agent(Base_Aquire_Agent):
"""
Aquire agent with internal price believe system.
"""
def __init__(self, simulation, business, resource, exchanges: list, lr, max_price_adj_rate) -> None:
super().__init__(simulation, business, resource, exchanges)
self.lr=lr
self.max_price_adj_rate=max_price_adj_rate
self.price_believe=-1
self.open_orders={i: [] for i in range(len(self.exchanges))}
self.open_qty=0
def tick(self):
if self.price_believe==-1:
self.price_believe=self.max_price
order_error=self.open_qty+self.target_error()
if order_error<0:
# aquire based on current price belive
order=self.order_resource(self.price_believe,order_error*-1,0)
if not order==None:
self.register_order(0,order)
else:
# order failed .. we need to adjust our price believe
self.update_believe(-1)
self.tick_open_orders()
def register_order(self,cx_id,order):
self.open_orders[cx_id].append({
'id': order.order_id,
'lifetime': self.max_price_adj_rate,
})
def tick_open_orders(self) -> int:
"""
Removes 1 from pending orders timeout timer and cancels timeed out orders.
Returns ids of orders that timeed out.
"""
self.open_qty=0
for cx_id in range(len(self.exchanges)):
cx=self.exchanges[cx_id]
cx_orders=self.open_orders[cx_id]
for i in cx_orders:
# Check for each order if it is fullfiled or if it is timed
o=self.orders[cx_id][i["id"]]
if o.leaves_qty==0:
#order is done
self.open_orders[cx_id].remove(i) # remove order from open
self.update_believe(-1) # update price believe
self.collect_balance_from_cxs()
self.collect_resource_from_cxs(self.resource)
continue
if i["lifetime"]>0:
self.open_qty+=o.leaves_qty
i["lifetime"]-=1 # subtract lifetime
else:
# timeout
cx.cancel_order(i["id"])
self.collect_balance_from_cxs()
self.collect_resource_from_cxs()
self.update_believe(1)
self.open_orders[cx_id].remove(i)
def update_believe(self,modifier):
"""
Updates the believe based on the modifier.
If positive will add lr to believe
If negative will sub lr to believe
"""
self.price_believe+=modifier*self.lr