noise
NoiseTrader
Bases: BaseTrader
Traded class that submits random limit orders at random intervals.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
trader_id
|
str
|
Unique identifier for the trader. |
required |
average_arrival_interval
|
float
|
The average arrival time between trades, in seconds (scale parameter). |
required |
price_std_dev
|
float
|
The standard deviation of the price offset relative to the reference price. |
required |
size_params
|
tuple[float, float]
|
The minimum and maximum size for generated orders. |
required |
base_price
|
float
|
The default reference price to use when the order book has no mid-price. |
100.0
|
seed
|
int
|
Random seed for reproducibility. |
None
|
place(*, market_view, timestamp)
Submit a random order if the scheduled action time is reached.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
market_view
|
MarketView
|
Read-only proxy to poll market status and news feed. |
required |
timestamp
|
datetime
|
Current simulation timestamp. |
required |
Returns:
| Type | Description |
|---|---|
Orders | None
|
A new batch containing a single limit order, or None if idle. |