124 lines
4.6 KiB
Python
124 lines
4.6 KiB
Python
from .base_distribution_agent import Base_Distribution_Agent
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import random
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class Price_Believe_Distribiute_Agent(Base_Distribution_Agent):
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"""
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Aquire agent with internal price believe system.
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"""
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def __init__(self, simulation, business, resource, exchanges: list, lr, max_price_adj_rate) -> None:
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super().__init__(simulation, business, resource, exchanges)
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self.lr = lr
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self.max_price_adj_rate = max_price_adj_rate
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self.price_believe = {i: 1 for i in range(len(self.exchanges))}
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self.open_orders = {i: [] for i in range(len(self.exchanges))}
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self.open_qty = 0
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def tick(self, step, episode):
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order_error = self.target_error()
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if order_error > 0:
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# aquire based on current price belive
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cx_id = self.select_best_cx()
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price=round(self.price_believe[cx_id])
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if price<self.min_price:
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price=self.min_price
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order = self.distribute_resource(
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price, order_error, cx_id)
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self.register_order(cx_id, order)
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self.tick_open_orders()
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def select_best_cx(self):
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best_id = -1
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best = -1
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for cx_id in range(len(self.exchanges)):
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cx = self.exchanges[cx_id]
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available = (cx.get_total_demand(self.resource) > 0)
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if available:
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potential = 1*self.price_believe[cx_id]
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else:
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continue
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if potential > best:
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best = potential
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best_id = cx_id
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if best_id == -1:
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best_id = random.randint(0, len(self.exchanges)-1)
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return best_id
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def register_order(self, cx_id, order):
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self.open_orders[cx_id].append({
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'id': order.order_id,
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'lifetime': self.max_price_adj_rate,
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'leaves': order.leaves_qty
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})
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if order.leaves_qty!=order.qty:
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self.update_trades()
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def tick_open_orders(self) -> int:
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"""
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Removes 1 from pending orders timeout timer and cancels timeed out orders.
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Returns ids of orders that timeed out.
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"""
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self.open_qty = 0
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for cx_id in range(len(self.exchanges)):
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cx = self.exchanges[cx_id]
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cx_orders = self.open_orders[cx_id]
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for i in cx_orders:
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# Check for each order if it is fullfiled or if it is timed
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o = self.orders[cx_id][i["id"]]
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leaves=o.leaves_qty
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if o.leaves_qty == 0:
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# order is done
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self.open_orders[cx_id].remove(i) # remove order from open
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self.update_believe(cx_id, 1) # update price believe
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self.collect_balance_from_cxs()
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self.collect_resource_from_cxs(self.resource)
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self.update_trades()
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continue
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if not (i["leaves"]==leaves):
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#update in order
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i["leaves"]=leaves
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self.update_trades()
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#reset lifetime
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i["lifetime"]=self.max_price_adj_rate
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if i["lifetime"] > 0:
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self.open_qty += o.leaves_qty
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i["lifetime"] -= 1 # subtract lifetime
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else:
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# timeout
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self.update_trades()
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cx.cancel_order(i["id"])
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self.collect_balance_from_cxs()
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self.collect_resource_from_cxs(self.resource)
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self.update_believe(cx_id, -1)
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self.open_orders[cx_id].remove(i)
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def update_believe(self, cx_id, modifier):
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"""
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Updates the believe based on the modifier.
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If positive will add lr to believe
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If negative will sub lr to believe
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"""
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self.price_believe[cx_id] += modifier*self.lr
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if self.price_believe[cx_id] < 1:
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self.price_believe[cx_id] = 1
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def reset(self, episode):
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# Clean shop for today
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for cx_id in range(len(self.exchanges)):
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cx = self.exchanges[cx_id]
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cx_orders = self.open_orders[cx_id]
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for i in cx_orders:
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cx.cancel_order(i["id"])
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self.collect_balance_from_cxs()
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self.collect_resource_from_cxs(self.resource)
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# book keeping
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self.update_trades()
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self.open_orders = {i: [] for i in range(len(self.exchanges))}
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self.orders = {i: {} for i in range(len(self.exchanges))}
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return super().reset(episode)
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