Create one side of the LOB :param booktype: specifies bid or ask side of the LOB. :param worstprice: the initial value of the

Construct a new orderbook

Initializes a generic trader with attributes common to all/most types of trader Some trader types (e.g. ZIP) then have additional spe

Construct a PRZI trader :param ttype: the ticker-symbol for the type of trader (its strategy) :param tid: the trader id

Create a ZIP/ZIPSH/ZIPDE trader. :param ttype: the string identifying the trader-type (what strategy is this). :param tid: th

Construct a PT1 trader :param ttype: the ticker-symbol for the type of trader (its strategy) :param tid: the trader id

Construct a PT2 trader :param ttype: the ticker-symbol for the type of trader (its strategy) :param tid: the trader id

return a character-string that summarises a trader

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

Update trader's records of its bank balance, current orders, and current job :param trade: the current time :param order: thi

Update trader's records of its bank balance, current orders, and current job :param trade: the current time :param order: thi

calculate cumulative distribution function (CDF) look-up table (LUT) :param strategy: strategy-value in [-1,+1] :

Mutation of strategy-value by injection of zero-mean Gaussian noise, followed by clipping to keep in range. :param value: the

Create this trader's order to be sent to the exchange. :param time: the current time. :param countdown: how much time before

Create this trader's order to be sent to the exchange. :param time: the current time. :param countdown: how much time before

Create this trader's order to be sent to the exchange. :param time: the current time. :param countdown: how much time before

Create this trader's order to be sent to the exchange. :param time: the current time. :param countdown: how much time before

Create the next order for this trader :param time: the current time :param countdown: time remaining until market closes (not

return this trader's order when it is polled in the main market_session loop. :param time: the current time. :param countdown

return this trader's order when it is polled in the main market_session loop. :param time: the current time. :param countdown