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market-agents

v5.0.0

Published

pool of heterogeneous robot trading agents for economic or financial simulations

Downloads

131

Readme

market-agents

Build Status Coverage Status

Provides EventEmitter Agent framework for robot trading in economic and financial simulations

Breaking Changes for v5

Module changes

v5 is ESM whereas versions 4 and earlier were commonjs.

removing babel dependencies

v5 is not compiled with Babel

Programmer's Documentation

The JSDoc documentation for market-agents is automatically generated from the source code of this module.

Installation

npm install market-agents --save

Initialization

import * as MarketAgents from 'market-agents'; // ES6
// or
const MarketAgents = require('market-agents'); // CJS
// unpack some constructors
const { Agent, ZIAgent, Pool } = MarketAgents;

Agent Event Reference

wake

Parameters: info

Emitted-By: Agent.prototype.wake

When: when Agent.wake(info) is called.

Note: this.wakeTime contains the current official agent time. The event is triggered before calculating the new wakeTime. Use this for: agent strategy (placing bids, asks, responding to others bids/asks)

pre-transfer

Parameters: myTransfers, memo

Emitted-By: Agent.prototype.transfer

When: before modifying the agent's inventory

Use this for: altering or removing transfers before they occur

post-transfer

Parameters: myTransfers, memo

Emitted-By: Agent.prototype.transfer

When: after modifying the agent's inventory

Use this for: logging transfers, taking other actions after the transfer

pre-period

Parameters: None

Emitted-By: Agent.prototype.initPeriod

When: after new period information has been copied to agent

Use this for: additional agent set up at the beginning of every period

post-period

Parameters: None

Emitted-By: Agent.prototype.endPeriod

When: after all period activities, produce and redeem, have completed

Use this for: any final agent accounting, profit capture, cleanup, etc. before ending the period

pre-redeem

Parameters: trans

Emitted-By: Agent.prototype.redeem

When: Typically at end of a period, after a redemption transfer has been calculated, but before the transfer takes place

Use this for: modifying the redemption transfer

post-redeem

Parameters: trans

Emitter-By: Agent.prototype.redeem

When: after a redemption transfer has been processed and added to the agent's inventory

Use this for: logging redemption amounts, taking other actions after a redemption

pre-produce

Parameters: trans

Emtited-By: Agent.prototype.produce

When: Typically at the end of a period, after a production transaction has been calculated, but before the transfer

Use this for: modifying the production transfer

post-produce

Parameters: trans

Emitted-By:Agent.prototype.produce

When: after a production transfer has been processed and added to the agent's inventory

Use this for: logging production amounts, taking other actions after production

Trader Events

Trader registers ziAgent.Prototype.sendBidsAndAsks as the first responder to the Agent Wake event.

Trader subclasses (e.g. ZIAgent, etc.)

inherit Agent and Trader events and behavior

Pool Events

Pool is not an EventEmitter of its own.

Instead, several Pool methods call methods on all agents in the Pool, triggering related Agent events.