protected override bool DecideToSubmitBid() {
double bidVol = Orderbook.getBidVolume();
double dBid = bidVol - _lastBidVolume;
_lastBidVolume = bidVol;
double askVol = Orderbook.getAskVolume();
double dAsk = askVol - _lastAskVolume;
_lastAskVolume = askVol;
double differential = (dAsk - dBid)/(askVol + bidVol);
double cutoff = 0.5 + (differential * _trendiness);
double toss = SingletonRandomGenerator.Instance.NextDouble();
bool makebid;
if (toss > cutoff) {
makebid = false;
}
else {
makebid = true;
}
return makebid;
}
private double GetAlphaVolume()
{
if (_askBased)
{
return(_alpha * Orderbook.getAskVolume());
}
else
{
return(_alpha * Orderbook.getBidVolume());
}
}
protected override int GetBidVolume() {
int answer = BidVolume_CONSTANT;
double std = BidVolume_CONSTANT;
double GaussianNumber = this._riskiness * SingletonRandomGenerator.Instance.NextGaussianPositive(0.0, std);
if (GaussianNumber > Orderbook.getAskVolume() * MAX_ORDER_VOLUME_FRACTION)
GaussianNumber = Orderbook.getAskVolume() * MAX_ORDER_VOLUME_FRACTION;
if (GaussianNumber < BidVolume_CONSTANT) GaussianNumber = BidVolume_CONSTANT;
answer = (int)GaussianNumber;
SingletonLogger.Instance().DebugLog(typeof(Agent1x0), "XXX I am "+this.ID+" BID Volume: "+answer);
return answer;
}