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Simulation speed improvements (abides-sim#14)
* Added tag attribute to Order, LimitOrder, TradingAgent.placeLimitOrder, TradingAgent.placeMarketOrder. (abides-sim#6) * bug fixes and enhancements (abides-sim#7) * modifications to the subscription API to record the exchange timestamp in the published market data message * market order changes to account for latency and non-zero jitter * f string removal from all execution agents * Mm bugfix and Orderbook efficiency improvements (abides-sim#13) * modifications to the subscription API to record the exchange timestamp in the published market data message * market order changes to account for latency and non-zero jitter * f string removal from all execution agents * Custom serialization for order logging and deep copying. (abides-sim#8) * Dd serialize orders (abides-sim#11) * Custom serialization for order logging and deep copying. * Orderbook updates (abides-sim#10) * Commit makes the following 3 changes to orderbook: 1. Speeds up transacted volume computation 2. Speeds up conversion of log to DataFrame format 3. Adds `wide-book` compatibility for `book-freq` != 0 * PR10 fix -- removed redundant print statement * Order._order_ids uses a set instead of a list to manage order IDs * Dd orderbook updates (abides-sim#12) * Commit makes the following 3 changes to orderbook: 1. Speeds up transacted volume computation 2. Speeds up conversion of log to DataFrame format 3. Adds `wide-book` compatibility for `book-freq` != 0 * Custom serialization for order logging and deep copying. * PR10 fix -- removed redundant print statement * Order._order_ids uses a set instead of a list to manage order IDs Co-authored-by: Danial Dervovic <[email protected]> Co-authored-by: Mahmoud Mahfouz <[email protected]> Co-authored-by: David Byrd <[email protected]>
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