market_simulation.ipynb

{
  "nbformat": 4,
  "nbformat_minor": 0,
  "metadata": {
    "colab": {
      "name": "market_simulation.ipynb",
      "provenance": [],
      "collapsed_sections": []
    },
    "kernelspec": {
      "display_name": "Python 3",
      "name": "python3"
    },
    "language_info": {
      "name": "python"
    }
  },
  "cells": [
    {
      "cell_type": "code",
      "metadata": {
        "id": "LS9LohQIIYn5"
      },
      "source": [
        "import random\n",
        "import time\n",
        "\n",
        "class TransactionType:\n",
        "  OP_BUY = 1\n",
        "  OP_SELL = -1\n",
        "\n",
        "class TransactionOrder:\n",
        "  def __init__(self, market, party, transactionType, assetName, share, price):\n",
        "    self.market = market\n",
        "    self.party = party\n",
        "    self.transactionType = transactionType\n",
        "    self.assetName = assetName\n",
        "    self.share = share\n",
        "    self.price = price\n",
        "    self.timestamp = int(time.mktime(time.gmtime()))\n",
        "    self.status = \"init\" # including reject, timeout, deal, init, cancel\n",
        "\n",
        "  def __repr__(self):\n",
        "    return str({\n",
        "      \"market\": self.market,\n",
        "      \"party\": self.party.userId,\n",
        "      \"transactionType\": self.transactionType,\n",
        "      \"assetName\": self.assetName,\n",
        "      \"share\": self.share,\n",
        "      \"price\": self.price,\n",
        "      \"timestamp\": str(self.timestamp),\n",
        "      \"status\": self.status\n",
        "    })\n",
        "\n",
        "class Market:\n",
        "  def __init__(self, marketName):\n",
        "    self.marketName = marketName\n",
        "    self.users = []\n",
        "    self.assets = {}\n",
        "    self.transactionOrders = {}\n",
        "  \n",
        "  def transact(self, buyer, seller, assetName, share, price):\n",
        "    assetsAtPrice, dealAmount = seller.sell(self, assetName, share, price)\n",
        "    if len(assetsAtPrice.keys()) >0:\n",
        "      buyer.buy(self, assetName, assetsAtPrice[\"share\"], price)\n",
        "  \n",
        "  def register(self, user):\n",
        "    self.users.append(user)\n",
        "  \n",
        "  def issue(self, asset):\n",
        "    self.assets[asset.assetName] = asset\n",
        "\n",
        "  def __repr__(self):\n",
        "    return str({\n",
        "    })\n",
        "  \n",
        "  def request_transaction(self, transactionOrder):\n",
        "    transactionOrder.market = self\n",
        "    if assetName in self.transactionOrders:\n",
        "      self.transactionOrders[assetName].append(transactionOrder)\n",
        "    else:\n",
        "      self.transactionOrders[assetName] = [transactionOrder]\n",
        "  \n",
        "  def match(self):\n",
        "    # loop through all assets\n",
        "    for assetName in self.transactionOrders.keys():\n",
        "      # sort all the transactionOrder\n",
        "      self.transactionOrders[assetName] = sorted(self.transactionOrders[assetName], key=lambda o: o.transactionType * o.price)\n",
        "      buyOrders, sellOrders = [], []\n",
        "      for i in range(len(self.transactionOrders[assetName])):\n",
        "        if self.transactionOrders[assetName][i].transactionType == TransactionType.OP_BUY:\n",
        "          buyOrders.append(self.transactionOrders[assetName][i])\n",
        "        else:\n",
        "          sellOrders.append(self.transactionOrders[assetName][i])\n",
        "      if len(buyOrders) ==0 or len(sellOrders) ==0:\n",
        "        # no liquidity\n",
        "        continue\n",
        "      else:\n",
        "        #while True:\n",
        "        #  for i in range()\n",
        "        # not finished yet\n",
        "        pass\n",
        "\n",
        "class Asset:\n",
        "  def __init__(self, assetName, share):\n",
        "    self.assetName = assetName\n",
        "    self.share = share\n",
        "    self.historyPrice = []\n",
        "\n",
        "  def __repr__(self):\n",
        "    return str({\n",
        "      \"assetName\":self.assetName,\n",
        "      \"share\":self.share\n",
        "    })\n",
        "\n",
        "class User:\n",
        "  userId = 0\n",
        "  def __init__(self, username=None):\n",
        "    if username == None:\n",
        "      self.username = \"user_%d\" % User.userId\n",
        "    else:\n",
        "      self.username = username\n",
        "    self.userId = User.userId\n",
        "    User.userId += 1\n",
        "    self.assets = {}\n",
        "    self.cash = 0.\n",
        "    self.active = True\n",
        "  \n",
        "  def distribute(self, market, assetName, share):\n",
        "    if assetName in self.assets:\n",
        "      self.assets[assetName] += share\n",
        "    else:\n",
        "      self.assets[assetName] = share\n",
        "\n",
        "  def buy(self, market, assetName, share, price):\n",
        "    self.cash -= float(share) * price\n",
        "    if assetName in self.assets:\n",
        "      self.assets[assetName] += share\n",
        "    else:\n",
        "      self.assets[assetName] = share\n",
        "  \n",
        "  def sell(self, market, assetName, share, price):\n",
        "    if assetName in self.assets and self.assets[assetName] > 0:\n",
        "      # to support partial deal, for better liquidity\n",
        "      shareToDeal = min(share, self.assets[assetName])\n",
        "      self.assets[assetName] -= shareToDeal\n",
        "      dealAmount = float(shareToDeal) * price # - tax\n",
        "      self.cash += dealAmount\n",
        "      assetAtPrice = {\"assetName\": assetName, \"share\": shareToDeal}\n",
        "      return assetAtPrice, dealAmount\n",
        "    else:\n",
        "      return {}, 0\n",
        "  \n",
        "  def __repr__(self):\n",
        "    return str({\n",
        "      \"username\": self.username,\n",
        "      \"userId\": self.userId,\n",
        "      \"cash\": self.cash,\n",
        "      \"assets\": self.assets\n",
        "    })"
      ],
      "execution_count": 19,
      "outputs": []
    },
    {
      "cell_type": "code",
      "metadata": {
        "colab": {
          "base_uri": "https://localhost:8080/"
        },
        "id": "LeSwwGJm7COz",
        "outputId": "dbe0f6a3-1153-4a69-d372-33f951d19ebf"
      },
      "source": [
        "# setup market and users\n",
        "stockMarket = Market(\"stockMarket\")\n",
        "for i in range(10):\n",
        "  user = User()\n",
        "  user.cash = 100000. #float(random.randint(100, 10000)) * 100.\n",
        "  stockMarket.register(user)\n",
        "\n",
        "# issue assets\n",
        "ASSET_NAME=\"stock000\"\n",
        "stockMarket.issue(Asset(ASSET_NAME, 5000))\n",
        "distributed = 0\n",
        "totalShare = stockMarket.assets[ASSET_NAME].share\n",
        "assetName = stockMarket.assets[ASSET_NAME].assetName\n",
        "distributedShares = [1000, 2000, 2000]\n",
        "for i in range(3):\n",
        "  share = distributedShares[i]\n",
        "  user.distribute(stockMarket, assetName, share)\n",
        "  distributed += share\n",
        "  user = stockMarket.users[i]\n",
        "  user.cash = 0.\n",
        "\n",
        "# start to trade\n",
        "stockMarket.request_transaction(TransactionOrder(stockMarket, stockMarket.users[5], TransactionType.OP_BUY, ASSET_NAME, 500, 15.))\n",
        "stockMarket.request_transaction(TransactionOrder(stockMarket, stockMarket.users[5], TransactionType.OP_BUY, ASSET_NAME, 500, 16.5))\n",
        "stockMarket.request_transaction(TransactionOrder(stockMarket, stockMarket.users[6], TransactionType.OP_BUY, ASSET_NAME, 1000, 17.))\n",
        "\n",
        "stockMarket.request_transaction(TransactionOrder(stockMarket, stockMarket.users[0], TransactionType.OP_SELL, ASSET_NAME, 500, 15.))\n",
        "stockMarket.request_transaction(TransactionOrder(stockMarket, stockMarket.users[0], TransactionType.OP_SELL, ASSET_NAME, 500, 16.5))\n",
        "stockMarket.request_transaction(TransactionOrder(stockMarket, stockMarket.users[0], TransactionType.OP_SELL, ASSET_NAME, 1000, 17.))\n",
        "\n",
        "stockMarket.match()\n",
        "\n",
        "# display the current status\n",
        "for i in range(10):\n",
        "  print(stockMarket.users[i])"
      ],
      "execution_count": 17,
      "outputs": [
        {
          "output_type": "stream",
          "text": [
            "{'market': {}, 'party': 0, 'transactionType': -1, 'assetName': 'stock000', 'share': 1000, 'price': 17.0, 'timestamp': '1618799439', 'status': 'init'}\n",
            "{'market': {}, 'party': 0, 'transactionType': -1, 'assetName': 'stock000', 'share': 500, 'price': 16.5, 'timestamp': '1618799439', 'status': 'init'}\n",
            "{'market': {}, 'party': 0, 'transactionType': -1, 'assetName': 'stock000', 'share': 500, 'price': 15.0, 'timestamp': '1618799439', 'status': 'init'}\n",
            "{'market': {}, 'party': 5, 'transactionType': 1, 'assetName': 'stock000', 'share': 500, 'price': 15.0, 'timestamp': '1618799439', 'status': 'init'}\n",
            "{'market': {}, 'party': 5, 'transactionType': 1, 'assetName': 'stock000', 'share': 500, 'price': 16.5, 'timestamp': '1618799439', 'status': 'init'}\n",
            "{'market': {}, 'party': 6, 'transactionType': 1, 'assetName': 'stock000', 'share': 1000, 'price': 17.0, 'timestamp': '1618799439', 'status': 'init'}\n",
            "{'username': 'user_0', 'userId': 0, 'cash': 0.0, 'assets': {'stock000': 2000}}\n",
            "{'username': 'user_1', 'userId': 1, 'cash': 0.0, 'assets': {'stock000': 2000}}\n",
            "{'username': 'user_2', 'userId': 2, 'cash': 0.0, 'assets': {}}\n",
            "{'username': 'user_3', 'userId': 3, 'cash': 100000.0, 'assets': {}}\n",
            "{'username': 'user_4', 'userId': 4, 'cash': 100000.0, 'assets': {}}\n",
            "{'username': 'user_5', 'userId': 5, 'cash': 100000.0, 'assets': {}}\n",
            "{'username': 'user_6', 'userId': 6, 'cash': 100000.0, 'assets': {}}\n",
            "{'username': 'user_7', 'userId': 7, 'cash': 100000.0, 'assets': {}}\n",
            "{'username': 'user_8', 'userId': 8, 'cash': 100000.0, 'assets': {}}\n",
            "{'username': 'user_9', 'userId': 9, 'cash': 100000.0, 'assets': {'stock000': 1000}}\n"
          ],
          "name": "stdout"
        }
      ]
    }
  ]
}