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Naive "at-touch-mm" #429

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Naive "at-touch-mm" #429

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1ddb71a
feat/at-the-touch-mm
davidsiska-vega May 25, 2023
6a25bb9
feat/at-the-touch-mm
davidsiska-vega May 25, 2023
bd83695
fix: at touch agent logic
cdummett May 25, 2023
6f57d00
fix: registry and scenario updates
cdummett May 25, 2023
37dcec4
feat/at-the-touch-mm
davidsiska-vega May 26, 2023
282562a
Co-authored-by: Charlie <[email protected]>
davidsiska-vega Jun 6, 2023
99c0a9f
fix: registry
davidsiska-vega Jun 6, 2023
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12 changes: 12 additions & 0 deletions vega_sim/devops/registry.py
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Original file line number Diff line number Diff line change
Expand Up @@ -9,6 +9,7 @@
from vega_sim.scenario.common.agents import (
ArbitrageLiquidityProvider,
ExponentialShapedMarketMaker,
AtTheTouchMarketMaker,
)

from vega_sim.devops.classes import (
Expand Down Expand Up @@ -247,4 +248,15 @@
state_update_freq=10,
tag="agent",
),
"basic_at_the_touch_mm_ethusd": lambda: AtTheTouchMarketMaker(
wallet_name=None,
key_name=None,
initial_asset_mint=0,
market_name=None,
asset_name=None,
order_size=0.01,
tag="at_touch_mm",
peg_offset=0,
max_position=0.05,
),
}
4 changes: 2 additions & 2 deletions vega_sim/scenario/common/agents.py
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Expand Up @@ -3261,7 +3261,7 @@ def step(self, vega_state: VegaState):
self.current_position = float(
position.open_volume if position is not None else 0
)

print("Position open volume "+str(self.current_position))
# Get a list of live orders for the party
orders = list(
(
Expand All @@ -3277,7 +3277,7 @@ def step(self, vega_state: VegaState):
if self.market_id in vega_state.market_state
else []
)

# Check buy_order_reference and sell_order_reference are still live:
buys = []
sells = []
Expand Down
3 changes: 0 additions & 3 deletions vega_sim/scenario/configurable_market/scenario.py
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Expand Up @@ -159,9 +159,6 @@ def configure_agents(
initial_asset_mint=1e9,
market_name=self.market_name,
asset_name=self.asset_name,
market_decimal_places=market_config.decimal_places,
position_decimal_places=market_config.position_decimal_places,
asset_decimal_places=self.asset_decimal,
peg_offset=0,
max_position=10 * 10 ** (-market_config.position_decimal_places),
tag="a",
Expand Down
1 change: 1 addition & 0 deletions vega_sim/scenario/constants.py
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Expand Up @@ -9,3 +9,4 @@ class Network(Enum):
STAGNET3 = "vegawallet-stagnet3"
FAIRGROUND = "vegawallet-fairground"
TESTNET2 = "testnet2"
MAINNET1 = "mainnet1"