from .base_aquire_agent import Base_Aquire_Agent import random 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={i: 1 for i in range(len(self.exchanges))} self.open_orders={i: [] for i in range(len(self.exchanges))} self.open_qty=0 def tick(self,tick,episode): order_error=self.open_qty+self.target_error() if order_error<0: # aquire based on current price believe cx_id=self.select_best_cx() order=self.order_resource(self.price_believe[cx_id],order_error*-1,cx_id) if not order==None: self.register_order(cx_id,order) else: # order failed due to missing balance.. we need to adjust our price believe self.collect_balance_from_cxs() self.collect_resource_from_cxs(self.resource) self.update_believe(cx_id,-1) self.tick_open_orders() def select_best_cx(self): best_id=-1 best=999999999 for cx_id in range(len(self.exchanges)): cx=self.exchanges[cx_id] available=(cx.get_total_supply(self.resource)>0) if available: potential=1*self.price_believe[cx_id] else: continue if potential 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"]] leaves=o.leaves_qty if o.leaves_qty==0: #order is done self.open_orders[cx_id].remove(i) # remove order from open self.update_believe(cx_id,-1) # update price believe self.collect_balance_from_cxs() self.collect_resource_from_cxs(self.resource) continue if not (i["leaves"]==leaves): #update in order i["leaves"]=leaves self.update_trades() #reset lifetime i["lifetime"]=self.max_price_adj_rate if i["lifetime"]>0: self.open_qty+=o.leaves_qty i["lifetime"]-=1 # subtract lifetime else: # timeout self.update_trades() buy = o.qty-o.leaves_qty buyp=buy/o.qty sup = cx.total_supply[self.resource]+buy if sup == 0: sup = 1 coverage = buy/sup # 50 % coverage limit modifier = (max([coverage,buyp])*2)-1 cx.cancel_order(i["id"]) self.collect_balance_from_cxs() self.collect_resource_from_cxs(self.resource) self.update_believe(cx_id,1) self.open_orders[cx_id].remove(i) def update_believe(self,cx_id,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[cx_id]+=modifier*self.lr if self.price_believe[cx_id]<0: self.price_believe[cx_id]=0 def reset(self,episode): # Clean shop for today 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: cx.cancel_order(i["id"]) self.collect_balance_from_cxs() self.collect_resource_from_cxs(self.resource) # book keeping self.update_trades() self.open_orders={i: [] for i in range(len(self.exchanges))} self.orders={i: {} for i in range(len(self.exchanges))} return super().reset(episode)