OrderMistakeShock

class pams.events.OrderMistakeShock(event_id, prng, session, simulator, name)

This suddenly changes the market price.

It is as a consequence of a fat finger error, e.g., caused by a huge amount of orders at an extremely cheap or expensive price.

This event is only called via hooked_before_step_for_market() at designated step.

hook_registration()

Define when this event should be hooked by simulator. This method is automatically hooked by simulator at the beginning of simulation. You must implement this.

戻り値:

The list of event hook ( EventHook )

戻り値の型:

List[EventHook]

hooked_before_order(simulator, order)

This method is hooked before order placements if you set the event hook. Please be careful that the order haven't yet been accepted by markets and it could be leakage of order information.

パラメータ:

• simulator (Simulator) -- simulator for reference.

• order (Order) -- order accepting now.

戻り値の型:

None

setup(settings, *args, **kwargs)

event setup. Usually be called from simulator/runner automatically.

パラメータ:

settings (Dict[str, Any]) -- agent configuration. Usually, automatically set from json config of simulator. This must include the parameters "target", "triggerTime", "priceChangeRate", "orderVolume", and "orderTimeLength". This can include the parameters "enabled".

戻り値の型:

None

戻り値:

None