107 lines
3.9 KiB
Python
107 lines
3.9 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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order=self.distribute_resource(self.price_believe[cx_id],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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})
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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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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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continue
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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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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]<0:
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self.price_believe[cx_id]=0
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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) |