Calculates the trader's profit per unit time, but only if it has been alive longer than profit_mintime This is to avoid situations wh

Take a ZIP strategy vector and return it as a csv-format string. :param strat: the vector of values for the ZIP trader's strategy

Unpack the parameters for those trader-types that have them :param trader_params: the paramaters being passed to this trader.

What a trader calls when it wants to delete an existing customer order/assignment

When the best bid/ask has been hit/lifted, delete it from the book. :return: TraderID of the deleted order is return-value, as counte

Returns the public LOB data published by the exchange, i.e. the version of the LOB that's accessible to the traders. :param

Take a list of orders and build a limit-order-book (lob) from it NB the exchange needs to know arrival times and trader-id associated

How to mutate the PRZI strategy values when evolving / hill-climbing :param s: the strategy to be mutated :param mode: 'ga

Shuffles the trader-I.D. character strings of the traders in trader_list :param ttype_char: the lead character on the trader-I.D. str

if price is greater than system maximum price, issue a warning and clip the price to the maximum

if price is less than system minimum price, issue a warning and clip the price to the minimum

Create a newly instantiated trader of the designated type. :param robottype: the 'ticker-symbol' abbreviation indicating what type of

Add order to the dictionary holding the list of orders for one side of the LOB. Either overwrites old order from this trader

Delete order from the dictionary holding the orders for one half of the book. Assumes max of one order per trader per list. C

Update trader's individual records of transactions, profit/loss etc. :param trade: details of the transaction that took place.

Generate a list of issue/arrival times for a set of future customer-orders, over a specified time-interval. :param n_traders: how man

Generate a price for an order, using the given supply/demand schedule, and specified step-mode. :param i: index of trader (position i

return the step-mode for supply/demand schedule at the current time :param t_now: the current time :param order_schedules: di

Pretty-print a string summarising this trader's strategy/strategies :return: the string

Dump CSV statistics on exchange data and trader population to file for later analysis. This makes no assumptions about the number of types of

add an order to the exchange -- either match with a counterparty order on LOB, or add to LOB. :param order: the order to be added to

What a trader calls when it receives a new customer order/assignment :param order: the customer order/assignment to be added

anonymize a lob, strip out order details, format as a sorted list NB for asks, the sorting should be reversed :return: <nothi

Write the blotter for each trader. :param session_id: this market session's ID string (used for the filename). :param trdrs: