a lot of fixes

econ/exchange.py

@@ -1,5 +1,13 @@
 _bal="balance"
 from lightmatchingengine.lightmatchingengine import LightMatchingEngine,Side,Trade,Order,OrderBook
+import log
+from influxdb_client.client.write_api import SYNCHRONOUS
+from influxdb_client import InfluxDBClient, Point
+import time
+import pandas as pd
+import uuid
+
+software_start=int(time.time())
 class Exchange():
     """
     Basic Commodity exchange.
@@ -110,6 +118,7 @@ class Exchange():
         Returns an order if the order is active. Returns None if submit has failed.
         """
         # calculate price for complete order fullfilment
+        amount=int(amount)
         full_price=price*amount
 
 
@@ -219,15 +228,15 @@ class Exchange():
         for k,v in order_book.bids.items():
             self.demand[resource][k]=0
             for o in v:
-                self.demand[resource][k]+=o.qty
-                self.total_demand[resource]+=o.qty
+                self.demand[resource][k]+=o.leaves_qty
+                self.total_demand[resource]+=o.leaves_qty
         self.supply[resource]={}
         self.total_supply[resource]=0
         for k,v in order_book.asks.items():
             self.supply[resource][k]=0
             for o in v:
-                self.supply[resource][k]+=o.qty
-                self.total_supply[resource]+=o.qty
+                self.supply[resource][k]+=o.leaves_qty
+                self.total_supply[resource]+=o.leaves_qty
                 
    
         self.best_ask[resource]=best_ask
@@ -249,4 +258,61 @@ class Exchange():
     def get_total_supply(self,resource):
         if resource in self.total_supply:
             return self.total_supply[resource]
-        return 0
+        return 0
+    
+    def log_step(self,name,episode,episode_length,step):
+        timepoint=episode*episode_length+step
+        localStepDB={}
+        data={}
+        data["cxid"]=name
+        data["episode"]=episode
+        data["step"]=step
+        data["tstep"]=timepoint
+        data["instrm"]="None"
+        data["best_ask"]=-1
+        data["best_bid"]=-1
+        data["total_demand"]=-1
+        data["total_supply"]=-1
+        data["market_rate"]=-1
+
+        for id,order in self.orders.items():
+            t=data.copy()
+            t["instrm"]=order.instmt
+            localStepDB[order.instmt]=t
+    
+        ## add best ask/best bid
+        for item , value in self.best_ask.items():
+            if value!=None:
+                localStepDB[item]["best_ask"]=value
+        for item , value in self.best_bid.items():
+            if value!=None:
+                localStepDB[item]["best_bid"]=value
+        #demand supply
+        for item , value in self.total_demand.items():
+            if value!=None:
+                localStepDB[item]["total_demand"]=value
+        for item , value in self.total_supply.items():
+            if value!=None:
+                localStepDB[item]["total_supply"]=value
+        #last market rate
+        for item , value in self.market_rate.items():
+            if value!=None:
+                localStepDB[item]["market_rate"]=value
+
+        for id,item in localStepDB.items():
+            log.EXBooksData.append(item)
+        return data
+    
+    def log_episode(self,name,episode):
+        for t in self.executed_trades:      
+            data={}
+            data["id"]=uuid.uuid4()
+            data["cxid"]=name
+            data["episode"]=episode
+            data["order_id"]=t.order_id
+            data["instmt"]=t.instmt
+            data["price"]=t.trade_price
+            data["qty"]=t.trade_qty
+            data["side"]=t.trade_side
+            log.EXTradeData.append(data)
+