plham

Class Agent

plham.Agent

Direct Known Subclasses:

FCNAgent, HighFrequencyAgent, NullAgent

public class Agent

The base class for agents.

• Override submitOrders(List[Market]) to implement a trading strategy.
• Only overriding submitOrders(Market) would not work expectedly.
• Do not call Market#handleOrders(List[Order]) in submitOrders(List[Market]) family.
• Call setMarketAccessible(Market) to tell the agent to enter that market.
• Without calling setMarketAccessible(Market), getAssetVolume(Market) will raise an error.
• Use getRandom() and do NOT make new Random().

Field Summary

Fields

Modifier and Type	Field and Description
Map<Long,Long>	assetsVolumes A mapping from markets (id) to the volumes of the assets.
Double	cashAmount The amount of cash.
Long	id The id of this agent assigned by the system (DON'T CHANGE IT).
String	name The JSON object name (DON'T CHANGE IT).
Random	random The RNG given by the system (DON'T CHANGE IT).

Constructor Summary

Constructors

Constructor and Description
Agent(Long id)
Agent()

Method Summary

Modifier and Type	Method and Description
Long	getAssetVolume(Market market)
Long	getAssetVolume(Long id)
Double	getCashAmount()
Random	getRandom()
Boolean	isMarketAccessible(Market market)
Boolean	isMarketAccessible(Long id)
Long	nextOrderId() Get the next order id.
void	orderExecuted(Market market, Long orderId, Double price, Double cashAmountDelta, Long assetVolumeDelta) Callback when one's order is executed at the market.
Long	setAssetVolume(Market market, Long assetVolume)
Long	setAssetVolume(Long id, Long assetVolume)
Double	setCashAmount(Double cashAmount)
Long	setId(Long id) For system use only.
Long	setMarketAccessible(Market market)
Long	setMarketAccessible(Long id)
String	setName(String name) For system use only.
Random	setRandom(Random random) For system use only.
List<Order>	submitOrders(Market market) Submit orders to the market.
List<Order>	submitOrders(List<Market> markets) Submit orders to the markets.
String	toString()
Long	updateAssetVolume(Market market, Long delta)
Long	updateAssetVolume(Long id, Long delta)
Double	updateCashAmount(Double delta)

Field Detail

id

public Long id

The id of this agent assigned by the system (DON'T CHANGE IT).

name

public String name

The JSON object name (DON'T CHANGE IT).

random

public Random random

The RNG given by the system (DON'T CHANGE IT).

cashAmount

public Double cashAmount

The amount of cash.

assetsVolumes

public Map<Long,Long> assetsVolumes

A mapping from markets (id) to the volumes of the assets.

Constructor Detail

Agent

public Agent(Long id)

Agent

public Agent()

Method Detail

setId

public Long setId(Long id)

For system use only.

setName

public String setName(String name)

For system use only.

getRandom

public Random getRandom()

Returns:

An instance of Random (derived from the root).

setRandom

public Random setRandom(Random random)

For system use only.

submitOrders

public List<Order> submitOrders(List<Market> markets)

Submit orders to the markets. This method will be invoked by the system.

Parameters:

markets - a list of all markets (but some may not be up-to-date).

Returns:

a list of orders.

submitOrders

public List<Order> submitOrders(Market market)

Submit orders to the market. This method will NOT be invoked by the system; so override submitOrders(List[Market]).

Parameters:

markets - a list of all markets (but some may not be up-to-date).

Returns:

a list of orders.

isMarketAccessible

public Boolean isMarketAccessible(Long id)

isMarketAccessible

public Boolean isMarketAccessible(Market market)

setMarketAccessible

public Long setMarketAccessible(Long id)

setMarketAccessible

public Long setMarketAccessible(Market market)

getCashAmount

public Double getCashAmount()

setCashAmount

public Double setCashAmount(Double cashAmount)

updateCashAmount

public Double updateCashAmount(Double delta)

getAssetVolume

public Long getAssetVolume(Long id)

setAssetVolume

public Long setAssetVolume(Long id,
                                    Long assetVolume)

getAssetVolume

public Long getAssetVolume(Market market)

Throws:

Exception - if isMarketAccessible(market) is false.

setAssetVolume

public Long setAssetVolume(Market market,
                                    Long assetVolume)

Throws:

Exception - if isMarketAccessible(market) is false.

updateAssetVolume

public Long updateAssetVolume(Long id,
                                       Long delta)

Throws:

Exception - if isMarketAccessible(market) is false.

updateAssetVolume

public Long updateAssetVolume(Market market,
                                       Long delta)

orderExecuted

public void orderExecuted(Market market,
                          Long orderId,
                          Double price,
                          Double cashAmountDelta,
                          Long assetVolumeDelta)

Callback when one's order is executed at the market.

Parameters:

orderId - (0 if unspecified)

market -

price - the price at which the order is executed

cashAmountDelta - how much changed

assetVolumeDelta - how much changed

nextOrderId

public Long nextOrderId()

Get the next order id. This is called in the constructor of plham.Order. To enable automated order numbering, override this method and return unique integers.

Returns:

always 0 by default

See Also:

plham.OrderBook

toString

public String toString()