Algotraitor
Trading server (LoneStar RubyConf 2009 lab)
Install / Use
/learn @madriska/AlgotraitorREADME
API features
- sell stock
- buy stock
- get your current holdings
- get price of a particular stock
- get price of all stocks (dump)
- see how much money you have
- see whether or not you are in the lead.
- get a trade listing timeline? <- here, I was thinking about providing 100% information [ who, buy/sell, amount, what, price ]
- access certain market indexes (overall, top n, etc)?
Market characteristics
- All participants are price takers. Orders execute immediately at the market price.
- All price movements are simulated by the server. (affected by other players actions)
- Spontaneous price movements do occur, to simulate activity of hidden players, but the main focus should be player vs. player interaction. Still have to have a significant random component so that one player can't manipulate the overall volatility by injecting or withholding liquidity.
- Potential black swan events. Crash one stock, etc. Can make this limitlessly complex by adding more events and triggers... simulate algo trades.
