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 self.hp_threshold=0.25 self.lp_threshold=0.90 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 < best: best = potential best_id = cx_id if best_id == -1: best_id = random.randint(0, len(self.exchanges)-1) return best_id def register_order(self, cx_id, order): self.open_orders[cx_id].append({ 'id': order.order_id, 'lifetime': self.max_price_adj_rate, 'leaves': order.leaves_qty }) if order.leaves_qty != order.qty: self.update_trades() 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"]] 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() modifier =0 success=self.calc_order_success(cx,o) if success>=self.lp_threshold: modifier=-1 elif success<=self.hp_threshold: modifier=1 cx.cancel_order(i["id"]) self.collect_balance_from_cxs() self.collect_resource_from_cxs(self.resource) self.update_believe(cx_id, modifier) self.open_orders[cx_id].remove(i) def calc_order_success(self, cx, o): """ Calculate how we should adjust the price belive """ buy = o.qty-o.leaves_qty buyperc = buy/o.qty dem = cx.total_supply[self.resource]+buy if dem == 0: dem = 1 coverage = buy/dem base_success = max([coverage, buyperc]) return base_success 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)