Struct RandomAgents 

pub struct RandomAgents { /* private fields */ }

Agents that place orders with uniformly sampled parameters

A set of agents that place orders on a random side with random volume and price within a given range. Sides, volumes and prices are uniformly sampled.

Each step each agent:

• Are randomly activated with a given activity rate
• If active and they have an active order on the market they try to cancel that order
• If they don’t have an active order then they place a new order on a random side, with a random volume and price

The behaviour of this agent is not based on anything 'realistic' and should probably only be used for testing and benchmarking.

Examples

use bourse_de::agents::{Agent, RandomAgents, Agents};
use bourse_de::{sim_runner, Env};

#[derive(Agents)]
struct SimAgents {
    pub a: RandomAgents,
}

let mut env = Env::new(0, 1, 1_000_000, true);

let mut agents = SimAgents {
    a: RandomAgents::new(10, (40, 60), (10, 20), 2, 0.8),
};

sim_runner(&mut env, &mut agents, 101, 10, false);

Implementations

impl RandomAgents

pub fn new( n_agents: usize, tick_range: (Price, Price), vol_range: (Vol, Vol), tick_size: Price, activity_rate: f32, ) -> Self

Initialise a set of random agents

Arguments

• n_agents - Number of agents in the set
• tick_range - Range of ticks to place orders over
• vol_range - Order volume range to sample from
• tick_size - Market tick size
• activity_rate - Agent activity rate

Trait Implementations

impl Agent for RandomAgents

fn update<R: RngCore>(&mut self, env: &mut Env, rng: &mut R)

Update the state of the agent(s)