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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@@ -1,12 +1,12 @@
from base_agent import BaseAgent from .base_agent import BaseAgent
class AutoProductionAgent(BaseAgent): class AutoProductionAgent(BaseAgent):
""" """
Automaticaly produces commodity if in business inventory Automaticaly produces commodity if in business inventory
""" """
def __init__(self,business) -> None: def __init__(self,sim,business) -> None:
super().__init__() super().__init__(sim)
self.business=business self.business=business
self.prod=business.production self.prod=business.production
@@ -14,7 +14,7 @@ class AutoProductionAgent(BaseAgent):
def can_produce(self): def can_produce(self):
# If can produce item # If can produce item
for k,cost in self.prod.items(): for k,cost in self.prod["craft"].items():
if cost > self.business.inventory[k]: if cost > self.business.inventory[k]:
return False return False
return True return True
@@ -23,7 +23,7 @@ class AutoProductionAgent(BaseAgent):
if not self.can_produce(): if not self.can_produce():
return return
# remove cost from inventory # remove cost from inventory
for k,cost in self.prod.items(): for k,cost in self.prod["craft"].items():
self.business.inventory[k]-=cost self.business.inventory[k]-=cost
# add commodity # add commodity
self.business.inventory[self.prod['name']]+=self.prod["amount"] self.business.inventory[self.prod['name']]+=self.prod["amount"]

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@@ -1,5 +1,17 @@
class BaseAgent(): import uuid
def tick(): from abc import ABC
class BaseAgent(ABC):
_bal="balance"
def __init__(self,simulation) -> None:
"""
Base class of an agent.
Simulation: to register tick method at.
"""
self.id=uuid.uuid4()
self.simulation=simulation
simulation.register_tick(self.id,self.tick)
pass
def tick(self):
""" """
Tick method for simulation to call to execute selected action Tick method for simulation to call to execute selected action
""" """

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@@ -0,0 +1,98 @@
from .base_agent import BaseAgent
from ..exchange import Exchange
from lightmatchingengine.lightmatchingengine import Order,Side
from abc import ABC
class Base_Aquire_Agent(BaseAgent,ABC):
def __init__(self,simulation,business,resource,exchanges: list) -> None:
"""
Agent for aquire of resources.
business: Business to aquire resources for.
resource: Resource to aquire.
exchanges: list of exchanges to aquire resources from
"""
self.business=business
self.resource=resource
self.exchanges=exchanges
self.orders={i: {} for i in range(len(self.exchanges))}
self.target=0
self.max_price=-1
super().__init__(simulation)
def set_target(self,target: int):
"""
Sets the amount of resources the agent should aquire.
Checks against current inventory of business.
"""
self.target=target
def target_error(self):
"""
Returns the difference between target and current business inventory.
If err >0 the business is in surplus
If err < 0 then agent needs to aquire resources
"""
err=self.business.inventory[self.resource]-self.target
return err
def set_price_max(self,price: int):
"""
Sets the min price the agent should distribute the resources for.
Set to -1 to disable minimum
"""
self.max_price=price
def order_resource(self,price_per, amount,cx_id):
"""
Aquire resource from selected exchange.
Return order if order has been placed else None.
"""
# Get exchange
cx=self.exchanges[cx_id]
# Calculate order price
total_price=price_per*amount
if not self.business.balance>=total_price:
return None # we dont have enough balance
self.business.balance-=total_price
cx.add_to_account(self.id,"balance",total_price) # prepaid charge account for cx
order=cx.submit_order(self.id,self.resource,amount,price_per,Side.BUY)
if order==None: # Order failed
return False
self.orders[cx_id][order.order_id]=order
return order
def collect_balance_from_cxs(self):
"""
Collects resouces from account inventory in cxs.
"""
for cx in self.exchanges:
amount=cx.get_account_resource_amount(self.id,"balance")
cx.remove_from_account(self.id,"balance",amount)
self.business.balance+=amount
def collect_resource_from_cxs(self,resource):
"""
Collects resouces from account inventory in cxs.
"""
for cx in self.exchanges:
amount=cx.get_account_resource_amount(self.id,resource)
cx.remove_from_account(self.id,resource,amount)
self.business.inventory[resource]+=amount
def update_trades(self) -> list:
"""
Returns a list of all trades performed by this agent
"""
trades=[]
for cx_id in range(len(self.exchanges)):
cx=self.exchanges[cx_id]
orders=self.orders[cx_id]
if len(orders)>0:
for o in orders:
trades.append(cx.order_trades_map[o.order_id])
self.trades=trades
return trades

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@@ -0,0 +1,97 @@
from .base_agent import BaseAgent
from ..exchange import Exchange
from lightmatchingengine.lightmatchingengine import Order,Side
from abc import ABC
class Base_Distribution_Agent(BaseAgent,ABC):
def __init__(self,simulation,business,resource,exchanges: list) -> None:
"""
Agent for distribute of resources.
business: Business to distribute resources for.
resource: Resource to distribute.
exchanges: list of exchanges to distribute resources to.
"""
self.business=business
self.resource=resource
self.exchanges=exchanges
self.orders={i: {} for i in range(len(self.exchanges))}
self.target=0
self.min_price=-1
super().__init__(simulation)
def set_target(self,target: int):
"""
Sets the amount of resources the agent should keep in business inventory
"""
self.target=target
def set_price_min(self,price: int):
"""
Sets the min price the agent should distribute the resources for.
Set to -1 to disable minimum.
"""
self.min_price=price
def target_error(self):
"""
Returns the difference between target and current business inventory.
If err >0 the business is in surplus
If err < 0 then agent needs to distribute resources
"""
err=self.business.inventory[self.resource]-self.target
return err
def distribute_resource(self,price_per,amount,cx_id):
"""
distribute resource from selected exchange.
Return true if order has been placed.
"""
# Get exchange
cx=self.exchanges[cx_id]
if not self.business.inventory[self.resource]>=amount:
return False # we dont have enough balance
self.business.inventory[self.resource]-=amount
cx.add_to_account(self.id,self.resource,amount) # prepaid charge account for cx
order=cx.submit_order(self.id,self.resource,amount,price_per,Side.SELL)
if order==None: # Order failed
return False
self.orders[cx_id][order.order_id]=order
return order
def collect_balance_from_cxs(self):
"""
Collects resouces from account inventory in cxs.
"""
for cx in self.exchanges:
amount=cx.get_account_resource_amount(self.id,"balance")
cx.remove_from_account(self.id,"balance",amount)
self.business.balance+=amount
def collect_resource_from_cxs(self,resource):
"""
Collects resouces from account inventory in cxs.
"""
for cx in self.exchanges:
amount=cx.get_account_resource_amount(self.id,resource)
cx.remove_from_account(self.id,resource,amount)
self.business.inventory[resource]+=amount
def update_trades(self) -> list:
"""
Returns a list of all trades performed by this agent
"""
trades=[]
for cx_id in range(len(self.exchanges)):
cx=self.exchanges[cx_id]
orders=self.orders[cx_id]
if len(orders)>0:
for o in orders:
trades.append(cx.order_trades_map[o.order_id])
self.trades=trades
return trades

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@@ -0,0 +1,79 @@
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

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@@ -0,0 +1,75 @@
from .base_distribution_agent import Base_Distribution_Agent
class Price_Believe_Distribiute_Agent(Base_Distribution_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.min_price
order_error=self.target_error()
if order_error>0:
# aquire based on current price belive
order=self.distribute_resource(self.price_believe,order_error,0)
self.register_order(0,order)
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.resource)
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

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@@ -0,0 +1,21 @@
from .base_business import Business
from ..agents.price_believe_aquire import Price_Believe_Aquire_Agent
from ..agents.price_believe_distribute import Price_Believe_Distribiute_Agent
from ..agents.autoproduction import AutoProductionAgent
class Price_Believe_Business(Business):
def __init__(self, id, production, balance,exchange,simulation) -> None:
super().__init__(id, production, balance)
self.distribute=Price_Believe_Distribiute_Agent(simulation,self,production["name"],exchange,1,50)
self.craft=AutoProductionAgent(simulation,self)
self.aquire={}
for k,v in production["craft"].items():
a=Price_Believe_Aquire_Agent(simulation,self,k,exchange,1,50)
a.set_target(v*10)
a.set_price_max(10)
self.aquire[k]=a
self.distribute.set_price_min(10)
self.distribute.set_target(0)

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@@ -1,4 +1,5 @@
class Business(): from abc import ABC
class Business(ABC):
def __init__(self,id,production,balance) -> None: def __init__(self,id,production,balance) -> None:
"""production (dict): { """production (dict): {
name: 'Gem', name: 'Gem',
@@ -15,9 +16,10 @@ class Business():
self.balance=balance self.balance=balance
#Setup Inventory #Setup Inventory
self.inventory={production["name"]: 0} self.inventory={production["name"]: 0}
for k in production["craft"].items(): for k,v in production["craft"].items():
self.inventory[k]=0 self.inventory[k]=0
pass pass
def step_business_decisions(self):
pass

33
econ/commoditys.py Normal file
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@@ -0,0 +1,33 @@
commoditys=[
{
'name': 'Gem',
'amount': 4,
'craft': {
'Raw_Gem': 4,
'Tool_Gem': 0.2,
}
},
{
'name': 'Tool_Gem',
'amount': 1,
'craft': {
'Stone': 1,
'Wood': 1,
}
},
{
'name': 'Wood',
'amount': 1,
'craft': {
'Raw_Wood': 1,
}
},
{
'name': 'Stone',
'amount': 1,
'craft': {
'Raw_Stone': 1,
}
},
]

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@@ -1,5 +1,5 @@
_bal="balance" _bal="balance"
from lightmatchingengine.lightmatchingengine import LightMatchingEngine,Side,Trade,Order from lightmatchingengine.lightmatchingengine import LightMatchingEngine,Side,Trade,Order,OrderBook
class Exchange(): class Exchange():
""" """
Basic Commodity exchange. Basic Commodity exchange.
@@ -13,7 +13,7 @@ class Exchange():
self.order_account_map={} self.order_account_map={}
self.orders={} self.orders={}
self.executed_trades=[] self.executed_trades=[]
self.order_total_price={} self.order_trades_map={}
self.market_rate={} self.market_rate={}
self.best_ask={} self.best_ask={}
self.best_bid={} self.best_bid={}
@@ -116,12 +116,48 @@ class Exchange():
# no sufficient resources # no sufficient resources
return None return None
# create order and execude any trades # create order and execude any trades
order,trades=self.lme.add_order(resource,price,amount,side) order,trades=self.lme.add_order(resource,price,amount,side)
self.orders[order.order_id]=order self.orders[order.order_id]=order
self.order_account_map[order.order_id]=account_id self.order_account_map[order.order_id]=account_id
self._execute_trades(trades) self._execute_trades(trades)
self.calculate_best_price(resource)
return order return order
def cancel_order(self,order_id):
"""
Cancel open order.
Returns True if order has been canceled.
"""
if not order_id in self.orders:
return False
order=self.orders[order_id]
if self._is_order_complete(order):
return False
order=self.lme.cancel_order(order_id,order.instmt)
if order_id in self.order_trades_map: # has order any kind of trades
trades=self.order_trades_map[order_id]
# return assets from escrow to account
if order.side==Side.BUY:
total_payed=0
total_submitted=order.price*order.qty
for trade in trades:
total_payed+=trade.trade_price*trade.trade_qty
total_diff=total_submitted-total_payed
self._move_to_account(self.order_account_map[order_id],_bal,total_diff)
else:
qty_traded=0
qty_submitted=order.qty
for trade in trades:
qty_traded+=trade.trade_qty
qty_diff=qty_submitted-qty_traded
self._move_to_account(self.order_account_map[order_id],order.instmt,qty_diff)
return True
def _execute_trades(self, trades): def _execute_trades(self, trades):
for i in trades: for i in trades:
self._execute_trade(i) self._execute_trade(i)
@@ -136,11 +172,13 @@ class Exchange():
full_price=trade.trade_price*trade.trade_qty full_price=trade.trade_price*trade.trade_qty
exprected_price=self.orders[trade.order_id].price*trade.trade_qty exprected_price=self.orders[trade.order_id].price*trade.trade_qty
price_diff=exprected_price-full_price price_diff=exprected_price-full_price
# add to order total
if trade.order_id not in self.order_total_price:
self.order_total_price[trade.order_id]=0
self.order_total_price[trade.order_id]+=full_price # save trade to order trade map
if trade.order_id not in self.order_trades_map:
self.order_trades_map[trade.order_id]=[]
self.order_trades_map[trade.order_id].append(trade)
# init escrow if needet # init escrow if needet
if trade.instmt not in self.escrow[account_id]: if trade.instmt not in self.escrow[account_id]:
@@ -160,13 +198,24 @@ class Exchange():
# move new bal into account # move new bal into account
self._move_to_account(account_id,_bal,full_price) self._move_to_account(account_id,_bal,full_price)
self.executed_trades.append(trade) self.executed_trades.append(trade)
#update market rate #update market rate
self.market_rate[trade.instmt]=trade.trade_price self.market_rate[trade.instmt]=trade.trade_price
def calculate_best_price(self, resource):
order_book = self.lme.order_books.setdefault(resource, OrderBook())
best_bid = max(order_book.bids.keys()) if len(order_book.bids) > 0 else None
best_ask = max(order_book.asks.keys()) if len(order_book.asks) > 0 else None
self.best_ask[resource]=best_ask
self.best_bid[resource]=best_bid
def get_account_resource_amount(self,account_id,resource):
"""
Returns the amount of selected resource in account
"""
if account_id in self.account:
if resource in self.account[account_id]:
return self.account[account_id][resource]
return 0

27
econ/simulation.py Normal file
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@@ -0,0 +1,27 @@
import random
class Simulation():
"""
Class for controlling the different calculation steps of the Simulation.
"""
def __init__(self) -> None:
self.tick_funcs={}
pass
def seed(self,a):
"""
Sets the random seed
"""
random.seed(a)
def register_tick(self,id,tickfunc):
self.tick_funcs[id]=tickfunc
def tick_random_order(self):
"""
Ticks all agents in a Random Order
"""
keys=list(self.tick_funcs.keys())
random.shuffle(keys)
for k in keys:
fun=self.tick_funcs[k]
fun()

31
main.py
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@@ -1,13 +1,32 @@
from lightmatchingengine.lightmatchingengine import LightMatchingEngine,Side,Trade,Order from lightmatchingengine.lightmatchingengine import LightMatchingEngine,Side,Trade,Order
from econ.exchange import Exchange from econ.exchange import Exchange
from econ.simulation import Simulation
from econ.business.Price_Believe_Business import Price_Believe_Business
w="world"
cx=Exchange() cx=Exchange()
cx.add_to_account(0,"balance",1500) cxs=[cx]
cx.add_to_account(1,"food",50) # Init World
cx.add_to_account(2,"food",50) cx.add_to_account(w,"balance",15000)
cx.add_to_account(w,"Raw_Wood",1000)
cx.add_to_account(w,"Raw_Stone",1000)
cx.submit_order(w,"Raw_Stone",1000,0,Side.SELL)
cx.submit_order(w,"Raw_Wood",1000,0,Side.SELL)
# Create Demand
cx.submit_order(w,"Wood",10,10,Side.BUY)
order_1=cx.submit_order(1,"food",50,2,side=Side.SELL) sim=Simulation()
order_2=cx.submit_order(2,"food",50,1,side=Side.SELL) bus=Price_Believe_Business(1,{
order_3=cx.submit_order(0,"food",100,2,Side.BUY) 'name': 'Wood',
'amount': 1,
'craft': {
'Raw_Wood': 1,
}
},50,cxs,sim)
for i in range(100):
sim.tick_random_order()
print("help") print("help")