server/config/basic_execution.yaml

description:
    name: Basic Execution
    level: 1
agents:
  - name: Avellaneda-Stoikov Trader
    type: AvellanedaStoikovModel
    count: 2
    parameters:
      - gamma: 0.1
        k: 40.0
        base_size: 200
        sigma: 0.02
        n_levels: 5
      - gamma: 0.05
        k: 60.0
        base_size: 150
        sigma: 0.02
        n_levels: 5

  - name: Fundamental Trader
    type: FundamentalTrader
    count: 2
    parameters:
      - fundamental: 100.0
        threshold: 0.02
        max_order: 100
      - fundamental: 100.0
        threshold: 0.05
        max_order: 200

  - name: Noise Trader
    type: NoiseTrader
    count: 8
    parameters:
      - arrival_rate: 0.2
        market_order_prob: 0.1
        base_size: 10
        sigma: 0.02
      - arrival_rate: 0.2
        market_order_prob: 0.1
        base_size: 10
        sigma: 0.02
      - arrival_rate: 0.2
        market_order_prob: 0.1
        base_size: 10
        sigma: 0.02
      - arrival_rate: 0.2
        market_order_prob: 0.1
        base_size: 10
        sigma: 0.02
      - arrival_rate: 0.2
        market_order_prob: 0.1
        base_size: 10
        sigma: 0.02
      - arrival_rate: 0.2
        market_order_prob: 0.1
        base_size: 10
        sigma: 0.02
      - arrival_rate: 0.2
        market_order_prob: 0.1
        base_size: 10
        sigma: 0.02
      - arrival_rate: 0.2
        market_order_prob: 0.1
        base_size: 10
        sigma: 0.02