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spb/wp27_uqo

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514 B · 15 lines python
1import numpy as np2import pytest34from market_agents.exchange.accounts import Account5from market_agents.exchange.engine import AssetSpec, Exchange, ExchangeConfig678@pytest.fixture9def exchange():10    ex = Exchange([AssetSpec(asset=0, name="A0")], ExchangeConfig(taker_fee_bps=2.0, maker_fee_bps=0.0, min_latency=0.05),11                  np.random.default_rng(0), {0: 20000})12    for i in range(4):13        ex.register(Account(agent_id=i, cash=1_000_000, positions={0: 100}), latency=0.1 * (i + 1))14    return ex15
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