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Proposed implementation of the swap algorithm described here for columbus-3.
Relevant discussion can be found here.
Attached is my best approximation of sufficiently accurate pseudocode, which ended up being python code : ) It has been written in the spirit of the current market module, and relies on primitives either currently available or easy to implement. The core function is "swap".
A variant of this code is being used for simulations.
Proposed implementation of the swap algorithm described here for columbus-3.
Relevant discussion can be found here.
Attached is my best approximation of sufficiently accurate pseudocode, which ended up being python code : ) It has been written in the spirit of the current market module, and relies on primitives either currently available or easy to implement. The core function is "swap".
A variant of this code is being used for simulations.
Look forward to your input -- @dokwon @YunSuk-Yeo @hanjukim
cp_swaps.zip
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