IMC_prosperity - Team Achill Island

Private Github for the IMC Prosperity Challenge Final Result - 03/03/23 - 29th out of 8000+ teams

Prosperity Outline

allowed python imports:

• pandas
• NumPy
• statistics
• math
• typing

info:

rounds:

1. 20 March, 10:00
2. 22 March, 10:00
3. 24 March, 10:00
4. 26 March, 10:00
5. 28 March, 10:00 :

• some rounds will also require manual trading that are only 24 hours long!

submissions:

• python 3.9 scrippie
• scrippies can submit as many as we want but only one (latest?) will be active and used
• manual trading can also be resubmitted but latest will be used.

The challenge:

• beginning of new round, new item, with sample data
• every new round, old product(s) will be tradable aswell (allows for optimization of algorithm)

Simulation

• alrgorithm will be written in run method of the Trader class
• every iteration of the simulation will execute the run method and be provided with the TradingState object.
• TradingState contains:
  • Contains overview of the trades of last iteration (of both alforithm and other participants)
  • Per product overview of outstanding buy/sell orders from bots

code snippets

Trader class

# The Python code below is the minimum code that is required in a submission file:
# 1. The "datamodel" imports at the top. Using the typing library is optional.
# 2. A class called "Trader", this class name should not be changed.
# 3. A run function that takes a tradingstate as input and outputs a "result" dict.

from typing import Dict, List
from datamodel import OrderDepth, TradingState, Order

class Trader:

    def run(self, state: TradingState) -> Dict[str, List[Order]]:
		"""
		Takes all buy and sell orders for all symbols as an input,
		and outputs a list of orders to be sent
		"""
        result = {}
        return result

TradingState class

Time = int
Symbol = str
Product = str
Position = int
Observation = int

class TradingState(object):
    def __init__(self,
                 timestamp: Time,
                 listings: Dict[Symbol, Listing],
                 order_depths: Dict[Symbol, OrderDepth],
                 own_trades: Dict[Symbol, List[Trade]],
                 market_trades: Dict[Symbol, List[Trade]],
                 position: Dict[Product, Position],
                 observations: Dict[Product, Observation]):
        self.timestamp = timestamp
        self.listings = listings
        self.order_depths = order_depths
        self.own_trades = own_trades
        self.market_trades = market_trades
        self.position = position
        self.observations = observations
        
    def toJSON(self):
        return json.dumps(self, default=lambda o: o.__dict__, sort_keys=True)

Trade class

Symbol = str
UserId = str

class Trade:
    def __init__(self, symbol: Symbol, price: int, quantity: int, buyer: UserId = None, seller: UserId = None, timestamp: int = 0) -> None:
        self.symbol = symbol
        self.price: int = price
        self.quantity: int = quantity
        self.buyer = buyer
        self.seller = seller
        self.timestamp = timestamp

    def __str__(self) -> str:
        return "(" + self.symbol + ", " + self.buyer + " << " + self.seller + ", " + str(self.price) + ", " + str(self.quantity) + ", " + str(self.timestamp) + ")"

    def __repr__(self) -> str:
        return "(" + self.symbol + ", " + self.buyer + " << " + self.seller + ", " + str(self.price) + ", " + str(self.quantity) + ", " + str(self.timestamp) + ")" + self.symbol + ", " + self.buyer + " << " + self.seller + ", " + str(self.price) + ", " + str(self.quantity) + ")"

OrderDepth class

class OrderDepth:
    def __init__(self):
        self.buy_orders: Dict[int, int] = {}
        self.sell_orders: Dict[int, int] = {}

Order class

Symbol = str

class Order:
    def __init__(self, symbol: Symbol, price: int, quantity: int) -> None:
        self.symbol = symbol
        self.price = price
        self.quantity = quantity

    def __str__(self) -> str:
        return "(" + self.symbol + ", " + str(self.price) + ", " + str(self.quantity) + ")"

    def __repr__(self) -> str:
        return "(" + self.symbol + ", " + str(self.price) + ", " + str(self.quantity) + ")"