Spaces:
Sleeping
Sleeping
| Using parameters - max_steps: None, tick_size: None, inventory: None, cash: None, arrival_price: None, target_shares: None | |
| HFSpace server is healthy. Running inference against it. | |
| Running task: basic_execution | |
| Initial observation: {'observation': {'time': 0.2, 'history': [{'t': 0.2, 'mid': 100.0, 'spread': 0.04, 'bids': [[99.98, 150], [99.97, 500], [99.96, 450], [99.96, 400], [99.95, 1200]], 'asks': [[100.02, 150], [100.03, 500], [100.04, 450], [100.04, 400], [100.05, 1200]], 'fills': None, 'reward': 0.0, 'participation': 0.0, 'inv': 0, 'cash': 0.0, 'remaining': 1000.0, 'bankrupt': False}], 'active_orders': []}, 'reward': 0.0, 'done': False} | |
| LLM response: [{"type": "limit", "side": "buy", "price": 99.98, "size": 500}, {"type": "limit", "side": "ask", "price": 100.02, "size": 500}] | |
| Parsed actions: [{'type': 'limit', 'side': 'buy', 'price': 99.98, 'size': 500}, {'type': 'limit', 'side': 'ask', 'price': 100.02, 'size': 500}] | |
| Step reward: 0.29098038255281405, Done: False, History: [{'t': 0.2, 'mid': 100.0, 'spread': 0.04, 'bids': [[99.98, 150], [99.97, 500], [99.96, 450], [99.96, 400], [99.95, 1200]], 'asks': [[100.02, 150], [100.03, 500], [100.04, 450], [100.04, 400], [100.05, 1200]], 'fills': None, 'reward': 0.0, 'participation': 0.0, 'inv': 0, 'cash': 0.0, 'remaining': 1000.0, 'bankrupt': False}, {'t': 0.2333, 'mid': 99.975, 'spread': 0.01, 'bids': [[99.97, 500], [99.96, 450], [99.96, 400], [99.95, 1200], [99.94, 1550]], 'asks': [[99.98, 350], [100.02, 650], [100.03, 500], [100.04, 450], [100.04, 400]], 'fills': {'p': 99.98, 's': 150.0, 'type': 'passive'}, 'reward': 0.291, 'participation': 1.0, 'inv': -150, 'cash': 14997.0, 'remaining': 850.0, 'bankrupt': False}] | |
| LLM response: [{"type": "limit", "side": "ask", "price": 100.01, "size": 500}, {"type": "limit", "side": "buy", "price": 99.97, "size": 500}] | |
| Parsed actions: [{'type': 'limit', 'side': 'ask', 'price': 100.01, 'size': 500}, {'type': 'limit', 'side': 'buy', 'price': 99.97, 'size': 500}] | |
| Step reward: 0.4667116043954514, Done: False, History: [{'t': 0.2, 'mid': 100.0, 'spread': 0.04, 'bids': [[99.98, 150], [99.97, 500], [99.96, 450], [99.96, 400], [99.95, 1200]], 'asks': [[100.02, 150], [100.03, 500], [100.04, 450], [100.04, 400], [100.05, 1200]], 'fills': None, 'reward': 0.0, 'participation': 0.0, 'inv': 0, 'cash': 0.0, 'remaining': 1000.0, 'bankrupt': False}, {'t': 0.2333, 'mid': 99.975, 'spread': 0.01, 'bids': [[99.97, 500], [99.96, 450], [99.96, 400], [99.95, 1200], [99.94, 1550]], 'asks': [[99.98, 350], [100.02, 650], [100.03, 500], [100.04, 450], [100.04, 400]], 'fills': {'p': 99.98, 's': 150.0, 'type': 'passive'}, 'reward': 0.291, 'participation': 1.0, 'inv': -150, 'cash': 14997.0, 'remaining': 850.0, 'bankrupt': False}, {'t': 0.2667, 'mid': 99.96, 'spread': 0.02, 'bids': [[99.95, 200], [99.94, 400], [99.93, 675], [99.92, 950], [99.91, 225]], 'asks': [[99.97, 300], [99.98, 650], [99.99, 450], [100.0, 600], [100.01, 1450]], 'fills': {'p': 99.97, 's': 350.0, 'type': 'passive'}, 'reward': 0.467, 'participation': 1.0, 'inv': -500, 'cash': 49986.5, 'remaining': 500.0, 'bankrupt': False}] | |
| LLM response: [{"type": "limit", "side": "ask", "price": 99.97, "size": 500}, {"type": "limit", "side": "buy", "price": 99.95, "size": 200}] | |
| Parsed actions: [{'type': 'limit', 'side': 'ask', 'price': 99.97, 'size': 500}, {'type': 'limit', 'side': 'buy', 'price': 99.95, 'size': 200}] | |
| Step reward: 0.4923952941285803, Done: False, History: [{'t': 0.2333, 'mid': 99.975, 'spread': 0.01, 'bids': [[99.97, 500], [99.96, 450], [99.96, 400], [99.95, 1200], [99.94, 1550]], 'asks': [[99.98, 350], [100.02, 650], [100.03, 500], [100.04, 450], [100.04, 400]], 'fills': {'p': 99.98, 's': 150.0, 'type': 'passive'}, 'reward': 0.291, 'participation': 1.0, 'inv': -150, 'cash': 14997.0, 'remaining': 850.0, 'bankrupt': False}, {'t': 0.2667, 'mid': 99.96, 'spread': 0.02, 'bids': [[99.95, 200], [99.94, 400], [99.93, 675], [99.92, 950], [99.91, 225]], 'asks': [[99.97, 300], [99.98, 650], [99.99, 450], [100.0, 600], [100.01, 1450]], 'fills': {'p': 99.97, 's': 350.0, 'type': 'passive'}, 'reward': 0.467, 'participation': 1.0, 'inv': -500, 'cash': 49986.5, 'remaining': 500.0, 'bankrupt': False}, {'t': 0.3, 'mid': 99.94, 'spread': 0.02, 'bids': [[99.93, 200], [99.92, 475], [99.91, 600], [99.91, 150], [99.9, 1025]], 'asks': [[99.95, 140], [99.97, 800], [99.98, 650], [99.99, 450], [99.99, 200]], 'fills': {'p': 99.95, 's': 60.0, 'type': 'passive'}, 'reward': 0.492, 'participation': 1.0, 'inv': -560, 'cash': 55983.5, 'remaining': 440.0, 'bankrupt': False}] | |
| LLM response: [{"type": "limit", "side": "buy", "price": 99.93, "size": 200}, {"type": "limit", "side": "ask", "price": 99.95, "size": 140}] | |
| Parsed actions: [{'type': 'limit', 'side': 'buy', 'price': 99.93, 'size': 200}, {'type': 'limit', 'side': 'ask', 'price': 99.95, 'size': 140}] | |
| Step reward: 0.6576732947150177, Done: False, History: [{'t': 0.2667, 'mid': 99.96, 'spread': 0.02, 'bids': [[99.95, 200], [99.94, 400], [99.93, 675], [99.92, 950], [99.91, 225]], 'asks': [[99.97, 300], [99.98, 650], [99.99, 450], [100.0, 600], [100.01, 1450]], 'fills': {'p': 99.97, 's': 350.0, 'type': 'passive'}, 'reward': 0.467, 'participation': 1.0, 'inv': -500, 'cash': 49986.5, 'remaining': 500.0, 'bankrupt': False}, {'t': 0.3, 'mid': 99.94, 'spread': 0.02, 'bids': [[99.93, 200], [99.92, 475], [99.91, 600], [99.91, 150], [99.9, 1025]], 'asks': [[99.95, 140], [99.97, 800], [99.98, 650], [99.99, 450], [99.99, 200]], 'fills': {'p': 99.95, 's': 60.0, 'type': 'passive'}, 'reward': 0.492, 'participation': 1.0, 'inv': -560, 'cash': 55983.5, 'remaining': 440.0, 'bankrupt': False}, {'t': 0.3333, 'mid': 99.93, 'spread': 0.04, 'bids': [[99.91, 75], [99.9, 200], [99.9, 150], [99.89, 625], [99.88, 600]], 'asks': [[99.95, 152], [99.96, 356], [99.97, 650], [99.97, 700], [99.98, 1400]], 'fills': {'p': 99.95, 's': 328.0, 'type': 'passive'}, 'reward': 0.658, 'participation': 0.9955, 'inv': -888, 'cash': 88763.1, 'remaining': 112.0, 'bankrupt': False}] | |
| LLM response: [{"type": "limit", "side": "ask", "price": 99.96, "size": 500}, {"type": "limit", "side": "buy", "price": 99.91, "size": 500}] | |
| Parsed actions: [{'type': 'limit', 'side': 'ask', 'price': 99.96, 'size': 500}, {'type': 'limit', 'side': 'buy', 'price': 99.91, 'size': 500}] | |
| Step reward: 0.7094134527113257, Done: False, History: [{'t': 0.3, 'mid': 99.94, 'spread': 0.02, 'bids': [[99.93, 200], [99.92, 475], [99.91, 600], [99.91, 150], [99.9, 1025]], 'asks': [[99.95, 140], [99.97, 800], [99.98, 650], [99.99, 450], [99.99, 200]], 'fills': {'p': 99.95, 's': 60.0, 'type': 'passive'}, 'reward': 0.492, 'participation': 1.0, 'inv': -560, 'cash': 55983.5, 'remaining': 440.0, 'bankrupt': False}, {'t': 0.3333, 'mid': 99.93, 'spread': 0.04, 'bids': [[99.91, 75], [99.9, 200], [99.9, 150], [99.89, 625], [99.88, 600]], 'asks': [[99.95, 152], [99.96, 356], [99.97, 650], [99.97, 700], [99.98, 1400]], 'fills': {'p': 99.95, 's': 328.0, 'type': 'passive'}, 'reward': 0.658, 'participation': 0.9955, 'inv': -888, 'cash': 88763.1, 'remaining': 112.0, 'bankrupt': False}, {'t': 0.3667, 'mid': 99.9, 'spread': 0.02, 'bids': [[99.89, 200], [99.88, 400], [99.87, 675], [99.86, 950], [99.85, 225]], 'asks': [[99.91, 377], [99.92, 300], [99.93, 450], [99.94, 609], [99.95, 1102]], 'fills': {'p': 99.91, 's': 273.0, 'type': 'passive'}, 'reward': 0.709, 'participation': 0.9966, 'inv': -1161, 'cash': 116038.53, 'remaining': -161.0, 'bankrupt': False}] | |
| LLM response: {"type": "limit", "side": "buy", "price": 99.89, "size": 500} | |
| Parsed actions: [{'type': 'limit', 'side': 'buy', 'price': 99.89, 'size': 500}] | |
| Step reward: 0.686678188253458, Done: False, History: [{'t': 0.3333, 'mid': 99.93, 'spread': 0.04, 'bids': [[99.91, 75], [99.9, 200], [99.9, 150], [99.89, 625], [99.88, 600]], 'asks': [[99.95, 152], [99.96, 356], [99.97, 650], [99.97, 700], [99.98, 1400]], 'fills': {'p': 99.95, 's': 328.0, 'type': 'passive'}, 'reward': 0.658, 'participation': 0.9955, 'inv': -888, 'cash': 88763.1, 'remaining': 112.0, 'bankrupt': False}, {'t': 0.3667, 'mid': 99.9, 'spread': 0.02, 'bids': [[99.89, 200], [99.88, 400], [99.87, 675], [99.86, 950], [99.85, 225]], 'asks': [[99.91, 377], [99.92, 300], [99.93, 450], [99.94, 609], [99.95, 1102]], 'fills': {'p': 99.91, 's': 273.0, 'type': 'passive'}, 'reward': 0.709, 'participation': 0.9966, 'inv': -1161, 'cash': 116038.53, 'remaining': -161.0, 'bankrupt': False}, {'t': 0.4, 'mid': 99.88, 'spread': 0.02, 'bids': [[99.87, 75], [99.86, 150], [99.85, 225], [99.84, 400], [99.83, 575]], 'asks': [[99.89, 66], [99.9, 200], [99.91, 227], [99.91, 400], [99.92, 750]], 'fills': {'p': 99.89, 's': 434.0, 'type': 'passive'}, 'reward': 0.687, 'participation': 0.9975, 'inv': -1595, 'cash': 159390.79, 'remaining': -595.0, 'bankrupt': False}] | |
| LLM response: [{"type": "limit", "side": "ask", "price": 99.89, "size": 500}, {"type": "limit", "side": "buy", "price": 99.87, "size": 500}] | |
| Parsed actions: [{'type': 'limit', 'side': 'ask', 'price': 99.89, 'size': 500}, {'type': 'limit', 'side': 'buy', 'price': 99.87, 'size': 500}] | |
| Step reward: 0.6757609806079463, Done: False, History: [{'t': 0.3667, 'mid': 99.9, 'spread': 0.02, 'bids': [[99.89, 200], [99.88, 400], [99.87, 675], [99.86, 950], [99.85, 225]], 'asks': [[99.91, 377], [99.92, 300], [99.93, 450], [99.94, 609], [99.95, 1102]], 'fills': {'p': 99.91, 's': 273.0, 'type': 'passive'}, 'reward': 0.709, 'participation': 0.9966, 'inv': -1161, 'cash': 116038.53, 'remaining': -161.0, 'bankrupt': False}, {'t': 0.4, 'mid': 99.88, 'spread': 0.02, 'bids': [[99.87, 75], [99.86, 150], [99.85, 225], [99.84, 400], [99.83, 575]], 'asks': [[99.89, 66], [99.9, 200], [99.91, 227], [99.91, 400], [99.92, 750]], 'fills': {'p': 99.89, 's': 434.0, 'type': 'passive'}, 'reward': 0.687, 'participation': 0.9975, 'inv': -1595, 'cash': 159390.79, 'remaining': -595.0, 'bankrupt': False}, {'t': 0.4333, 'mid': 99.865, 'spread': 0.01, 'bids': [[99.86, 5], [99.83, 75], [99.82, 100], [99.82, 150], [99.81, 425]], 'asks': [[99.87, 341], [99.88, 200], [99.88, 300], [99.89, 1416], [99.9, 600]], 'fills': {'p': 99.87, 's': 309.0, 'type': 'passive'}, 'reward': 0.676, 'participation': 0.9979, 'inv': -1904, 'cash': 190250.62, 'remaining': -904.0, 'bankrupt': False}] | |
| LLM response: [{"type": "limit", "side": "buy", "price": 99.86, "size": 500}, {"type": "limit", "side": "ask", "price": 99.87, "size": 500}] | |
| Parsed actions: [{'type': 'limit', 'side': 'buy', 'price': 99.86, 'size': 500}, {'type': 'limit', 'side': 'ask', 'price': 99.87, 'size': 500}] | |
| Step reward: 0.6740134351451486, Done: False, History: [{'t': 0.4, 'mid': 99.88, 'spread': 0.02, 'bids': [[99.87, 75], [99.86, 150], [99.85, 225], [99.84, 400], [99.83, 575]], 'asks': [[99.89, 66], [99.9, 200], [99.91, 227], [99.91, 400], [99.92, 750]], 'fills': {'p': 99.89, 's': 434.0, 'type': 'passive'}, 'reward': 0.687, 'participation': 0.9975, 'inv': -1595, 'cash': 159390.79, 'remaining': -595.0, 'bankrupt': False}, {'t': 0.4333, 'mid': 99.865, 'spread': 0.01, 'bids': [[99.86, 5], [99.83, 75], [99.82, 100], [99.82, 150], [99.81, 425]], 'asks': [[99.87, 341], [99.88, 200], [99.88, 300], [99.89, 1416], [99.9, 600]], 'fills': {'p': 99.87, 's': 309.0, 'type': 'passive'}, 'reward': 0.676, 'participation': 0.9979, 'inv': -1904, 'cash': 190250.62, 'remaining': -904.0, 'bankrupt': False}, {'t': 0.4667, 'mid': 99.845, 'spread': 0.03, 'bids': [[99.83, 75], [99.82, 150], [99.81, 225], [99.8, 400], [99.79, 575]], 'asks': [[99.86, 695], [99.87, 1007], [99.88, 600], [99.88, 300], [99.89, 1816]], 'fills': {'p': 99.86, 's': 196.0, 'type': 'passive'}, 'reward': 0.674, 'participation': 0.9781, 'inv': -2100, 'cash': 209825.09, 'remaining': -1100.0, 'bankrupt': False}] | |
| LLM response: [{"type": "limit", "side": "ask", "price": 99.86, "size": 500}, {"type": "limit", "side": "buy", "price": 99.83, "size": 500}] | |
| Parsed actions: [{'type': 'limit', 'side': 'ask', 'price': 99.86, 'size': 500}, {'type': 'limit', 'side': 'buy', 'price': 99.83, 'size': 500}] | |
| Step reward: 0.6504402062845259, Done: False, History: [{'t': 0.4333, 'mid': 99.865, 'spread': 0.01, 'bids': [[99.86, 5], [99.83, 75], [99.82, 100], [99.82, 150], [99.81, 425]], 'asks': [[99.87, 341], [99.88, 200], [99.88, 300], [99.89, 1416], [99.9, 600]], 'fills': {'p': 99.87, 's': 309.0, 'type': 'passive'}, 'reward': 0.676, 'participation': 0.9979, 'inv': -1904, 'cash': 190250.62, 'remaining': -904.0, 'bankrupt': False}, {'t': 0.4667, 'mid': 99.845, 'spread': 0.03, 'bids': [[99.83, 75], [99.82, 150], [99.81, 225], [99.8, 400], [99.79, 575]], 'asks': [[99.86, 695], [99.87, 1007], [99.88, 600], [99.88, 300], [99.89, 1816]], 'fills': {'p': 99.86, 's': 196.0, 'type': 'passive'}, 'reward': 0.674, 'participation': 0.9781, 'inv': -2100, 'cash': 209825.09, 'remaining': -1100.0, 'bankrupt': False}, {'t': 0.5, 'mid': 99.82, 'spread': 0.02, 'bids': [[99.81, 10], [99.79, 75], [99.78, 250], [99.77, 225], [99.77, 200]], 'asks': [[99.83, 295], [99.84, 500], [99.85, 450], [99.85, 400], [99.86, 2195]], 'fills': {'p': 99.83, 's': 355.0, 'type': 'passive'}, 'reward': 0.65, 'participation': 0.9812, 'inv': -2455, 'cash': 245264.74, 'remaining': -1455.0, 'bankrupt': False}] | |
| LLM response: {"type": "market", "side": "buy", "size": 1000} | |
| Parsed actions: [{'type': 'market', 'side': 'buy', 'size': 1000}] | |
| Step reward: 0.27691635232054396, Done: False, History: [{'t': 0.4667, 'mid': 99.845, 'spread': 0.03, 'bids': [[99.83, 75], [99.82, 150], [99.81, 225], [99.8, 400], [99.79, 575]], 'asks': [[99.86, 695], [99.87, 1007], [99.88, 600], [99.88, 300], [99.89, 1816]], 'fills': {'p': 99.86, 's': 196.0, 'type': 'passive'}, 'reward': 0.674, 'participation': 0.9781, 'inv': -2100, 'cash': 209825.09, 'remaining': -1100.0, 'bankrupt': False}, {'t': 0.5, 'mid': 99.82, 'spread': 0.02, 'bids': [[99.81, 10], [99.79, 75], [99.78, 250], [99.77, 225], [99.77, 200]], 'asks': [[99.83, 295], [99.84, 500], [99.85, 450], [99.85, 400], [99.86, 2195]], 'fills': {'p': 99.83, 's': 355.0, 'type': 'passive'}, 'reward': 0.65, 'participation': 0.9812, 'inv': -2455, 'cash': 245264.74, 'remaining': -1455.0, 'bankrupt': False}, {'t': 0.5333, 'mid': 99.8, 'spread': 0.08, 'bids': [[99.76, 360], [99.75, 775], [99.74, 500]], 'asks': [[99.84, 215], [99.85, 700], [99.86, 2045], [99.87, 1900], [99.88, 13]], 'fills': {'p': 99.76, 's': 1145.0, 'type': 'active'}, 'reward': 0.277, 'participation': 0.9519, 'inv': -3600, 'cash': 359512.09, 'remaining': -2600.0, 'bankrupt': False}] | |
| LLM response: [{"type": "limit", "side": "buy", "price": 99.76, "size": 500}, {"type": "limit", "side": "ask", "price": 99.84, "size": 500}] | |
| Parsed actions: [{'type': 'limit', 'side': 'buy', 'price': 99.76, 'size': 500}, {'type': 'limit', 'side': 'ask', 'price': 99.84, 'size': 500}] | |
| Step reward: 0.7120215357228422, Done: False, History: [{'t': 0.5, 'mid': 99.82, 'spread': 0.02, 'bids': [[99.81, 10], [99.79, 75], [99.78, 250], [99.77, 225], [99.77, 200]], 'asks': [[99.83, 295], [99.84, 500], [99.85, 450], [99.85, 400], [99.86, 2195]], 'fills': {'p': 99.83, 's': 355.0, 'type': 'passive'}, 'reward': 0.65, 'participation': 0.9812, 'inv': -2455, 'cash': 245264.74, 'remaining': -1455.0, 'bankrupt': False}, {'t': 0.5333, 'mid': 99.8, 'spread': 0.08, 'bids': [[99.76, 360], [99.75, 775], [99.74, 500]], 'asks': [[99.84, 215], [99.85, 700], [99.86, 2045], [99.87, 1900], [99.88, 13]], 'fills': {'p': 99.76, 's': 1145.0, 'type': 'active'}, 'reward': 0.277, 'participation': 0.9519, 'inv': -3600, 'cash': 359512.09, 'remaining': -2600.0, 'bankrupt': False}, {'t': 0.5667, 'mid': 99.755, 'spread': 0.01, 'bids': [[99.75, 350], [99.74, 525], [99.73, 700], [99.72, 875]], 'asks': [[99.76, 325], [99.81, 150], [99.82, 450], [99.82, 200], [99.83, 600]], 'fills': {'p': 99.76, 's': 175.0, 'type': 'passive'}, 'reward': 0.712, 'participation': 0.8868, 'inv': -3775, 'cash': 376970.09, 'remaining': -2775.0, 'bankrupt': False}] | |
| LLM response: [{"type": "limit", "side": "buy", "price": 99.75, "size": 500}, {"type": "limit", "side": "ask", "price": 99.76, "size": 500}] | |
| Parsed actions: [{'type': 'limit', 'side': 'buy', 'price': 99.75, 'size': 500}, {'type': 'limit', 'side': 'ask', 'price': 99.76, 'size': 500}] | |
| Step reward: 0.6740000050329595, Done: False, History: [{'t': 0.5333, 'mid': 99.8, 'spread': 0.08, 'bids': [[99.76, 360], [99.75, 775], [99.74, 500]], 'asks': [[99.84, 215], [99.85, 700], [99.86, 2045], [99.87, 1900], [99.88, 13]], 'fills': {'p': 99.76, 's': 1145.0, 'type': 'active'}, 'reward': 0.277, 'participation': 0.9519, 'inv': -3600, 'cash': 359512.09, 'remaining': -2600.0, 'bankrupt': False}, {'t': 0.5667, 'mid': 99.755, 'spread': 0.01, 'bids': [[99.75, 350], [99.74, 525], [99.73, 700], [99.72, 875]], 'asks': [[99.76, 325], [99.81, 150], [99.82, 450], [99.82, 200], [99.83, 600]], 'fills': {'p': 99.76, 's': 175.0, 'type': 'passive'}, 'reward': 0.712, 'participation': 0.8868, 'inv': -3775, 'cash': 376970.09, 'remaining': -2775.0, 'bankrupt': False}, {'t': 0.6, 'mid': 99.74, 'spread': 0.02, 'bids': [[99.73, 75], [99.72, 250], [99.71, 225], [99.71, 200], [99.7, 600]], 'asks': [[99.75, 500], [99.76, 525], [99.77, 150], [99.78, 500], [99.79, 450]], 'fills': {'p': 99.76, 's': 300.0, 'type': 'passive'}, 'reward': 0.674, 'participation': 0.8942, 'inv': -4075, 'cash': 406898.09, 'remaining': -3075.0, 'bankrupt': False}] | |
| LLM response: {"type": "limit", "side": "ask", "price": 99.75, "size": 500} | |
| Parsed actions: [{'type': 'limit', 'side': 'ask', 'price': 99.75, 'size': 500}] | |
| Step reward: 0.6569077448004104, Done: False, History: [{'t': 0.5667, 'mid': 99.755, 'spread': 0.01, 'bids': [[99.75, 350], [99.74, 525], [99.73, 700], [99.72, 875]], 'asks': [[99.76, 325], [99.81, 150], [99.82, 450], [99.82, 200], [99.83, 600]], 'fills': {'p': 99.76, 's': 175.0, 'type': 'passive'}, 'reward': 0.712, 'participation': 0.8868, 'inv': -3775, 'cash': 376970.09, 'remaining': -2775.0, 'bankrupt': False}, {'t': 0.6, 'mid': 99.74, 'spread': 0.02, 'bids': [[99.73, 75], [99.72, 250], [99.71, 225], [99.71, 200], [99.7, 600]], 'asks': [[99.75, 500], [99.76, 525], [99.77, 150], [99.78, 500], [99.79, 450]], 'fills': {'p': 99.76, 's': 300.0, 'type': 'passive'}, 'reward': 0.674, 'participation': 0.8942, 'inv': -4075, 'cash': 406898.09, 'remaining': -3075.0, 'bankrupt': False}, {'t': 0.6333, 'mid': 99.73, 'spread': 0.04, 'bids': [[99.71, 31], [99.7, 250], [99.69, 225], [99.69, 200], [99.68, 600]], 'asks': [[99.75, 850], [99.76, 1025], [99.77, 450], [99.77, 400], [99.78, 1200]], 'fills': {'p': 99.75, 's': 300.0, 'type': 'passive'}, 'reward': 0.657, 'participation': 0.8927, 'inv': -4375, 'cash': 436823.09, 'remaining': -3375.0, 'bankrupt': False}] | |
| LLM response: [{"type": "limit", "side": "buy", "price": 99.71, "size": 500}, {"type": "limit", "side": "ask", "price": 99.75, "size": 500}] | |
| Parsed actions: [{'type': 'limit', 'side': 'buy', 'price': 99.71, 'size': 500}, {'type': 'limit', 'side': 'ask', 'price': 99.75, 'size': 500}] | |
| Step reward: 0.6448389304141937, Done: False, History: [{'t': 0.6, 'mid': 99.74, 'spread': 0.02, 'bids': [[99.73, 75], [99.72, 250], [99.71, 225], [99.71, 200], [99.7, 600]], 'asks': [[99.75, 500], [99.76, 525], [99.77, 150], [99.78, 500], [99.79, 450]], 'fills': {'p': 99.76, 's': 300.0, 'type': 'passive'}, 'reward': 0.674, 'participation': 0.8942, 'inv': -4075, 'cash': 406898.09, 'remaining': -3075.0, 'bankrupt': False}, {'t': 0.6333, 'mid': 99.73, 'spread': 0.04, 'bids': [[99.71, 31], [99.7, 250], [99.69, 225], [99.69, 200], [99.68, 600]], 'asks': [[99.75, 850], [99.76, 1025], [99.77, 450], [99.77, 400], [99.78, 1200]], 'fills': {'p': 99.75, 's': 300.0, 'type': 'passive'}, 'reward': 0.657, 'participation': 0.8927, 'inv': -4375, 'cash': 436823.09, 'remaining': -3375.0, 'bankrupt': False}, {'t': 0.6667, 'mid': 99.705, 'spread': 0.01, 'bids': [[99.7, 75], [99.69, 150], [99.68, 325], [99.67, 510], [99.66, 300]], 'asks': [[99.71, 300], [99.71, 9], [99.74, 350], [99.75, 1100], [99.75, 700]], 'fills': {'p': 99.71, 's': 300.0, 'type': 'passive'}, 'reward': 0.645, 'participation': 0.8989, 'inv': -4675, 'cash': 466740.09, 'remaining': -3675.0, 'bankrupt': False}] | |
| LLM response: [{"type": "limit", "side": "buy", "price": 99.7, "size": 500}, {"type": "limit", "side": "ask", "price": 99.71, "size": 500}] | |
| Parsed actions: [{'type': 'limit', 'side': 'buy', 'price': 99.7, 'size': 500}, {'type': 'limit', 'side': 'ask', 'price': 99.71, 'size': 500}] | |
| Step reward: 0.6021352015848938, Done: False, History: [{'t': 0.6333, 'mid': 99.73, 'spread': 0.04, 'bids': [[99.71, 31], [99.7, 250], [99.69, 225], [99.69, 200], [99.68, 600]], 'asks': [[99.75, 850], [99.76, 1025], [99.77, 450], [99.77, 400], [99.78, 1200]], 'fills': {'p': 99.75, 's': 300.0, 'type': 'passive'}, 'reward': 0.657, 'participation': 0.8927, 'inv': -4375, 'cash': 436823.09, 'remaining': -3375.0, 'bankrupt': False}, {'t': 0.6667, 'mid': 99.705, 'spread': 0.01, 'bids': [[99.7, 75], [99.69, 150], [99.68, 325], [99.67, 510], [99.66, 300]], 'asks': [[99.71, 300], [99.71, 9], [99.74, 350], [99.75, 1100], [99.75, 700]], 'fills': {'p': 99.71, 's': 300.0, 'type': 'passive'}, 'reward': 0.645, 'participation': 0.8989, 'inv': -4675, 'cash': 466740.09, 'remaining': -3675.0, 'bankrupt': False}, {'t': 0.7, 'mid': 99.685, 'spread': 0.03, 'bids': [[99.67, 75], [99.66, 250], [99.65, 225], [99.65, 200], [99.64, 600]], 'asks': [[99.7, 500], [99.71, 500], [99.71, 150], [99.72, 200], [99.72, 300]], 'fills': {'p': 99.71, 's': 300.0, 'type': 'passive'}, 'reward': 0.602, 'participation': 0.9044, 'inv': -4975, 'cash': 496653.09, 'remaining': -3975.0, 'bankrupt': False}] | |
| LLM response: [{"type": "limit", "side": "buy", "price": 99.67, "size": 500}, {"type": "limit", "side": "ask", "price": 99.7, "size": 500}] | |
| Parsed actions: [{'type': 'limit', 'side': 'buy', 'price': 99.67, 'size': 500}, {'type': 'limit', 'side': 'ask', 'price': 99.7, 'size': 500}] | |
| Step reward: 0.5756257194764905, Done: False, History: [{'t': 0.6667, 'mid': 99.705, 'spread': 0.01, 'bids': [[99.7, 75], [99.69, 150], [99.68, 325], [99.67, 510], [99.66, 300]], 'asks': [[99.71, 300], [99.71, 9], [99.74, 350], [99.75, 1100], [99.75, 700]], 'fills': {'p': 99.71, 's': 300.0, 'type': 'passive'}, 'reward': 0.645, 'participation': 0.8989, 'inv': -4675, 'cash': 466740.09, 'remaining': -3675.0, 'bankrupt': False}, {'t': 0.7, 'mid': 99.685, 'spread': 0.03, 'bids': [[99.67, 75], [99.66, 250], [99.65, 225], [99.65, 200], [99.64, 600]], 'asks': [[99.7, 500], [99.71, 500], [99.71, 150], [99.72, 200], [99.72, 300]], 'fills': {'p': 99.71, 's': 300.0, 'type': 'passive'}, 'reward': 0.602, 'participation': 0.9044, 'inv': -4975, 'cash': 496653.09, 'remaining': -3975.0, 'bankrupt': False}, {'t': 0.7333, 'mid': 99.65, 'spread': 0.04, 'bids': [[99.63, 75], [99.62, 100], [99.62, 150], [99.61, 425], [99.6, 300]], 'asks': [[99.67, 325], [99.68, 350], [99.69, 700], [99.7, 1850], [99.71, 500]], 'fills': {'p': 99.67, 's': 375.0, 'type': 'passive'}, 'reward': 0.576, 'participation': 0.9105, 'inv': -5350, 'cash': 534035.34, 'remaining': -4350.0, 'bankrupt': False}] | |
| LLM response: {"type": "limit", "side": "ask", "price": 99.67, "size": 500} | |
| Parsed actions: [{'type': 'limit', 'side': 'ask', 'price': 99.67, 'size': 500}] | |
| Step reward: 0.5458522962360988, Done: False, History: [{'t': 0.7, 'mid': 99.685, 'spread': 0.03, 'bids': [[99.67, 75], [99.66, 250], [99.65, 225], [99.65, 200], [99.64, 600]], 'asks': [[99.7, 500], [99.71, 500], [99.71, 150], [99.72, 200], [99.72, 300]], 'fills': {'p': 99.71, 's': 300.0, 'type': 'passive'}, 'reward': 0.602, 'participation': 0.9044, 'inv': -4975, 'cash': 496653.09, 'remaining': -3975.0, 'bankrupt': False}, {'t': 0.7333, 'mid': 99.65, 'spread': 0.04, 'bids': [[99.63, 75], [99.62, 100], [99.62, 150], [99.61, 425], [99.6, 300]], 'asks': [[99.67, 325], [99.68, 350], [99.69, 700], [99.7, 1850], [99.71, 500]], 'fills': {'p': 99.67, 's': 375.0, 'type': 'passive'}, 'reward': 0.576, 'participation': 0.9105, 'inv': -5350, 'cash': 534035.34, 'remaining': -4350.0, 'bankrupt': False}, {'t': 0.7667, 'mid': 99.64, 'spread': 0.04, 'bids': [[99.62, 75], [99.61, 150], [99.6, 325], [99.59, 500], [99.58, 300]], 'asks': [[99.66, 200], [99.67, 1075], [99.68, 600], [99.68, 300], [99.69, 1250]], 'fills': {'p': 99.67, 's': 300.0, 'type': 'passive'}, 'reward': 0.546, 'participation': 0.9148, 'inv': -5650, 'cash': 563936.34, 'remaining': -4650.0, 'bankrupt': False}] | |
| LLM response: {"type": "limit", "side": "ask", "price": 99.66, "size": 500} | |
| Parsed actions: [{'type': 'limit', 'side': 'ask', 'price': 99.66, 'size': 500}] | |
| Step reward: 0.2482933143164869, Done: False, History: [{'t': 0.7333, 'mid': 99.65, 'spread': 0.04, 'bids': [[99.63, 75], [99.62, 100], [99.62, 150], [99.61, 425], [99.6, 300]], 'asks': [[99.67, 325], [99.68, 350], [99.69, 700], [99.7, 1850], [99.71, 500]], 'fills': {'p': 99.67, 's': 375.0, 'type': 'passive'}, 'reward': 0.576, 'participation': 0.9105, 'inv': -5350, 'cash': 534035.34, 'remaining': -4350.0, 'bankrupt': False}, {'t': 0.7667, 'mid': 99.64, 'spread': 0.04, 'bids': [[99.62, 75], [99.61, 150], [99.6, 325], [99.59, 500], [99.58, 300]], 'asks': [[99.66, 200], [99.67, 1075], [99.68, 600], [99.68, 300], [99.69, 1250]], 'fills': {'p': 99.67, 's': 300.0, 'type': 'passive'}, 'reward': 0.546, 'participation': 0.9148, 'inv': -5650, 'cash': 563936.34, 'remaining': -4650.0, 'bankrupt': False}, {'t': 0.8, 'mid': 99.64, 'spread': 0.02, 'bids': [[99.63, 12], [99.61, 75], [99.6, 150], [99.59, 325], [99.58, 500]], 'asks': [[99.65, 100], [99.66, 655], [99.66, 400], [99.67, 1425], [99.68, 450]], 'fills': None, 'reward': 0.248, 'participation': 0.8725, 'inv': -5650, 'cash': 563936.34, 'remaining': -4650.0, 'bankrupt': False}] | |
| LLM response: [{"type": "limit", "side": "ask", "price": 99.65, "size": 100}, {"type": "limit", "side": "buy", "price": 99.63, "size": 12}] | |
| Parsed actions: [{'type': 'limit', 'side': 'ask', 'price': 99.65, 'size': 100}, {'type': 'limit', 'side': 'buy', 'price': 99.63, 'size': 12}] | |
| Step reward: 0.5997906867323523, Done: False, History: [{'t': 0.7667, 'mid': 99.64, 'spread': 0.04, 'bids': [[99.62, 75], [99.61, 150], [99.6, 325], [99.59, 500], [99.58, 300]], 'asks': [[99.66, 200], [99.67, 1075], [99.68, 600], [99.68, 300], [99.69, 1250]], 'fills': {'p': 99.67, 's': 300.0, 'type': 'passive'}, 'reward': 0.546, 'participation': 0.9148, 'inv': -5650, 'cash': 563936.34, 'remaining': -4650.0, 'bankrupt': False}, {'t': 0.8, 'mid': 99.64, 'spread': 0.02, 'bids': [[99.63, 12], [99.61, 75], [99.6, 150], [99.59, 325], [99.58, 500]], 'asks': [[99.65, 100], [99.66, 655], [99.66, 400], [99.67, 1425], [99.68, 450]], 'fills': None, 'reward': 0.248, 'participation': 0.8725, 'inv': -5650, 'cash': 563936.34, 'remaining': -4650.0, 'bankrupt': False}, {'t': 0.8333, 'mid': 99.63, 'spread': 0.04, 'bids': [[99.61, 175], [99.6, 350], [99.59, 525], [99.58, 700], [99.57, 875]], 'asks': [[99.65, 100], [99.66, 550], [99.67, 1038], [99.68, 450], [99.68, 400]], 'fills': {'p': 99.63, 's': 112.0, 'type': 'passive'}, 'reward': 0.6, 'participation': 0.8489, 'inv': -5762, 'cash': 575097.9, 'remaining': -4762.0, 'bankrupt': False}] | |
| LLM response: {"type": "limit", "side": "ask", "price": 99.65, "size": 100} | |
| Parsed actions: [{'type': 'limit', 'side': 'ask', 'price': 99.65, 'size': 100}] | |
| Step reward: 0.5801115903509028, Done: False, History: [{'t': 0.8, 'mid': 99.64, 'spread': 0.02, 'bids': [[99.63, 12], [99.61, 75], [99.6, 150], [99.59, 325], [99.58, 500]], 'asks': [[99.65, 100], [99.66, 655], [99.66, 400], [99.67, 1425], [99.68, 450]], 'fills': None, 'reward': 0.248, 'participation': 0.8725, 'inv': -5650, 'cash': 563936.34, 'remaining': -4650.0, 'bankrupt': False}, {'t': 0.8333, 'mid': 99.63, 'spread': 0.04, 'bids': [[99.61, 175], [99.6, 350], [99.59, 525], [99.58, 700], [99.57, 875]], 'asks': [[99.65, 100], [99.66, 550], [99.67, 1038], [99.68, 450], [99.68, 400]], 'fills': {'p': 99.63, 's': 112.0, 'type': 'passive'}, 'reward': 0.6, 'participation': 0.8489, 'inv': -5762, 'cash': 575097.9, 'remaining': -4762.0, 'bankrupt': False}, {'t': 0.8667, 'mid': 99.63, 'spread': 0.04, 'bids': [[99.61, 75], [99.6, 100], [99.6, 150], [99.59, 425], [99.58, 300]], 'asks': [[99.65, 100], [99.66, 550], [99.66, 300], [99.67, 1394], [99.68, 600]], 'fills': {'p': 99.66, 's': 150.0, 'type': 'passive'}, 'reward': 0.58, 'participation': 0.8341, 'inv': -5912, 'cash': 590045.9, 'remaining': -4912.0, 'bankrupt': False}] | |
| LLM response: [{"type": "limit", "side": "ask", "price": 99.65, "size": 100}, {"type": "limit", "side": "buy", "price": 99.61, "size": 100}] | |
| Parsed actions: [{'type': 'limit', 'side': 'ask', 'price': 99.65, 'size': 100}, {'type': 'limit', 'side': 'buy', 'price': 99.61, 'size': 100}] | |
| Step reward: 0.5608055898290829, Done: False, History: [{'t': 0.8333, 'mid': 99.63, 'spread': 0.04, 'bids': [[99.61, 175], [99.6, 350], [99.59, 525], [99.58, 700], [99.57, 875]], 'asks': [[99.65, 100], [99.66, 550], [99.67, 1038], [99.68, 450], [99.68, 400]], 'fills': {'p': 99.63, 's': 112.0, 'type': 'passive'}, 'reward': 0.6, 'participation': 0.8489, 'inv': -5762, 'cash': 575097.9, 'remaining': -4762.0, 'bankrupt': False}, {'t': 0.8667, 'mid': 99.63, 'spread': 0.04, 'bids': [[99.61, 75], [99.6, 100], [99.6, 150], [99.59, 425], [99.58, 300]], 'asks': [[99.65, 100], [99.66, 550], [99.66, 300], [99.67, 1394], [99.68, 600]], 'fills': {'p': 99.66, 's': 150.0, 'type': 'passive'}, 'reward': 0.58, 'participation': 0.8341, 'inv': -5912, 'cash': 590045.9, 'remaining': -4912.0, 'bankrupt': False}, {'t': 0.9, 'mid': 99.605, 'spread': 0.01, 'bids': [[99.6, 100], [99.6, 150], [99.59, 425], [99.58, 300], [99.58, 300]], 'asks': [[99.61, 25], [99.65, 240], [99.66, 350], [99.66, 300], [99.67, 1375]], 'fills': {'p': 99.61, 's': 375.0, 'type': 'passive'}, 'reward': 0.561, 'participation': 0.8413, 'inv': -6287, 'cash': 627413.65, 'remaining': -5287.0, 'bankrupt': False}] | |
| LLM response: {"type": "market", "side": "buy", "size": 1000} | |
| Parsed actions: [{'type': 'market', 'side': 'buy', 'size': 1000}] | |
| Step reward: 0.16129419491021366, Done: False, History: [{'t': 0.8667, 'mid': 99.63, 'spread': 0.04, 'bids': [[99.61, 75], [99.6, 100], [99.6, 150], [99.59, 425], [99.58, 300]], 'asks': [[99.65, 100], [99.66, 550], [99.66, 300], [99.67, 1394], [99.68, 600]], 'fills': {'p': 99.66, 's': 150.0, 'type': 'passive'}, 'reward': 0.58, 'participation': 0.8341, 'inv': -5912, 'cash': 590045.9, 'remaining': -4912.0, 'bankrupt': False}, {'t': 0.9, 'mid': 99.605, 'spread': 0.01, 'bids': [[99.6, 100], [99.6, 150], [99.59, 425], [99.58, 300], [99.58, 300]], 'asks': [[99.61, 25], [99.65, 240], [99.66, 350], [99.66, 300], [99.67, 1375]], 'fills': {'p': 99.61, 's': 375.0, 'type': 'passive'}, 'reward': 0.561, 'participation': 0.8413, 'inv': -6287, 'cash': 627413.65, 'remaining': -5287.0, 'bankrupt': False}, {'t': 0.9333, 'mid': 99.6, 'spread': 0.06, 'bids': [[99.57, 81], [99.56, 350], [99.55, 525], [99.54, 700], [99.53, 875]], 'asks': [[99.63, 75], [99.63, 300], [99.64, 863], [99.65, 600], [99.65, 700]], 'fills': {'p': 99.57, 's': 1025.0, 'type': 'active'}, 'reward': 0.161, 'participation': 0.8335, 'inv': -7312, 'cash': 729485.9, 'remaining': -6312.0, 'bankrupt': False}] | |
| LLM response: {"type": "market", "side": "buy", "size": 1000} | |
| Parsed actions: [{'type': 'market', 'side': 'buy', 'size': 1000}] | |
| Step reward: 0.17935336602613589, Done: False, History: [{'t': 0.9, 'mid': 99.605, 'spread': 0.01, 'bids': [[99.6, 100], [99.6, 150], [99.59, 425], [99.58, 300], [99.58, 300]], 'asks': [[99.61, 25], [99.65, 240], [99.66, 350], [99.66, 300], [99.67, 1375]], 'fills': {'p': 99.61, 's': 375.0, 'type': 'passive'}, 'reward': 0.561, 'participation': 0.8413, 'inv': -6287, 'cash': 627413.65, 'remaining': -5287.0, 'bankrupt': False}, {'t': 0.9333, 'mid': 99.6, 'spread': 0.06, 'bids': [[99.57, 81], [99.56, 350], [99.55, 525], [99.54, 700], [99.53, 875]], 'asks': [[99.63, 75], [99.63, 300], [99.64, 863], [99.65, 600], [99.65, 700]], 'fills': {'p': 99.57, 's': 1025.0, 'type': 'active'}, 'reward': 0.161, 'participation': 0.8335, 'inv': -7312, 'cash': 729485.9, 'remaining': -6312.0, 'bankrupt': False}, {'t': 0.9667, 'mid': 99.585, 'spread': 0.05, 'bids': [[99.56, 75], [99.55, 250], [99.54, 225], [99.54, 200], [99.53, 600]], 'asks': [[99.61, 50], [99.61, 300], [99.62, 850], [99.63, 600], [99.63, 600]], 'fills': {'p': 99.54, 's': 1000.0, 'type': 'active'}, 'reward': 0.179, 'participation': 0.8252, 'inv': -8312, 'cash': 829040.58, 'remaining': -7312.0, 'bankrupt': False}] | |
| LLM response: {"type": "market", "side": "buy", "size": 1000} | |
| Parsed actions: [{'type': 'market', 'side': 'buy', 'size': 1000}] | |
| Step reward: 0.17132182595961426, Done: False, History: [{'t': 0.9333, 'mid': 99.6, 'spread': 0.06, 'bids': [[99.57, 81], [99.56, 350], [99.55, 525], [99.54, 700], [99.53, 875]], 'asks': [[99.63, 75], [99.63, 300], [99.64, 863], [99.65, 600], [99.65, 700]], 'fills': {'p': 99.57, 's': 1025.0, 'type': 'active'}, 'reward': 0.161, 'participation': 0.8335, 'inv': -7312, 'cash': 729485.9, 'remaining': -6312.0, 'bankrupt': False}, {'t': 0.9667, 'mid': 99.585, 'spread': 0.05, 'bids': [[99.56, 75], [99.55, 250], [99.54, 225], [99.54, 200], [99.53, 600]], 'asks': [[99.61, 50], [99.61, 300], [99.62, 850], [99.63, 600], [99.63, 600]], 'fills': {'p': 99.54, 's': 1000.0, 'type': 'active'}, 'reward': 0.179, 'participation': 0.8252, 'inv': -8312, 'cash': 829040.58, 'remaining': -7312.0, 'bankrupt': False}, {'t': 1.0, 'mid': 99.575, 'spread': 0.05, 'bids': [[99.55, 175], [99.54, 350], [99.53, 525], [99.52, 700], [99.51, 875]], 'asks': [[99.6, 150], [99.61, 650], [99.62, 1000], [99.63, 600], [99.63, 750]], 'fills': {'p': 99.53, 's': 1000.0, 'type': 'active'}, 'reward': 0.171, 'participation': 0.818, 'inv': -9312, 'cash': 928582.08, 'remaining': -8312.0, 'bankrupt': False}] | |
| LLM response: ```json | |
| [ | |
| {"type": "market", "side": "buy", "size": 1000} | |
| ] | |
| ``` | |
| Parsed actions: [{'type': 'market', 'side': 'buy', 'size': 1000}] | |
| Step reward: 0.1460480498360132, Done: True, History: [{'t': 0.9667, 'mid': 99.585, 'spread': 0.05, 'bids': [[99.56, 75], [99.55, 250], [99.54, 225], [99.54, 200], [99.53, 600]], 'asks': [[99.61, 50], [99.61, 300], [99.62, 850], [99.63, 600], [99.63, 600]], 'fills': {'p': 99.54, 's': 1000.0, 'type': 'active'}, 'reward': 0.179, 'participation': 0.8252, 'inv': -8312, 'cash': 829040.58, 'remaining': -7312.0, 'bankrupt': False}, {'t': 1.0, 'mid': 99.575, 'spread': 0.05, 'bids': [[99.55, 175], [99.54, 350], [99.53, 525], [99.52, 700], [99.51, 875]], 'asks': [[99.6, 150], [99.61, 650], [99.62, 1000], [99.63, 600], [99.63, 750]], 'fills': {'p': 99.53, 's': 1000.0, 'type': 'active'}, 'reward': 0.171, 'participation': 0.818, 'inv': -9312, 'cash': 928582.08, 'remaining': -8312.0, 'bankrupt': False}, {'t': 1.0333, 'mid': 99.555, 'spread': 0.07, 'bids': [[99.52, 50], [99.52, 300], [99.51, 400], [99.51, 375], [99.5, 500]], 'asks': [[99.59, 162], [99.6, 500], [99.61, 450], [99.61, 400], [99.62, 1200]], 'fills': {'p': 99.52000000000001, 's': 1000.0, 'type': 'active'}, 'reward': 0.146, 'participation': 0.813, 'inv': -10312, 'cash': 1024504.38, 'remaining': -9312.0, 'bankrupt': False}] | |
| Episode finished for task: basic_execution, Reward: 0.5055753296937402 | |
| Running task: false_signal | |
| Initial observation: {'observation': {'time': 0.2, 'history': [{'t': 0.2, 'mid': 99.995, 'spread': 0.07, 'bids': [[99.96, 525], [99.95, 825], [99.94, 1100], [99.93, 1375], [99.86, 18]], 'asks': [[100.03, 450], [100.04, 450], [100.04, 414], [100.05, 1200], [100.06, 1550]], 'fills': None, 'reward': 0.0, 'participation': 0.0, 'inv': 0, 'cash': 0.0, 'remaining': 1000.0, 'bankrupt': False}], 'active_orders': []}, 'reward': 0.0, 'done': False} | |
| LLM response: [{"type": "limit", "side": "buy", "price": 99.96, "size": 500}, {"type": "limit", "side": "ask", "price": 100.03, "size": 500}] | |
| Parsed actions: [{'type': 'limit', 'side': 'buy', 'price': 99.96, 'size': 500}, {'type': 'limit', 'side': 'ask', 'price': 100.03, 'size': 500}] | |
| Step reward: 0.5024174276873448, Done: False, History: [{'t': 0.2, 'mid': 99.995, 'spread': 0.07, 'bids': [[99.96, 525], [99.95, 825], [99.94, 1100], [99.93, 1375], [99.86, 18]], 'asks': [[100.03, 450], [100.04, 450], [100.04, 414], [100.05, 1200], [100.06, 1550]], 'fills': None, 'reward': 0.0, 'participation': 0.0, 'inv': 0, 'cash': 0.0, 'remaining': 1000.0, 'bankrupt': False}, {'t': 0.2333, 'mid': 100.0, 'spread': 0.04, 'bids': [[99.98, 14], [99.96, 25], [99.95, 550], [99.94, 800], [99.93, 300]], 'asks': [[100.02, 150], [100.02, 400], [100.03, 1400], [100.04, 450], [100.04, 800]], 'fills': {'p': 99.96, 's': 500.0, 'type': 'passive'}, 'reward': 0.502, 'participation': 0.5, 'inv': -500, 'cash': 49981.5, 'remaining': 500.0, 'bankrupt': False}] | |
| LLM response: {"type": "limit", "side": "ask", "price": 100.02, "size": 500} | |
| Parsed actions: [{'type': 'limit', 'side': 'ask', 'price': 100.02, 'size': 500}] | |
| Step reward: 0.4669257152801557, Done: False, History: [{'t': 0.2, 'mid': 99.995, 'spread': 0.07, 'bids': [[99.96, 525], [99.95, 825], [99.94, 1100], [99.93, 1375], [99.86, 18]], 'asks': [[100.03, 450], [100.04, 450], [100.04, 414], [100.05, 1200], [100.06, 1550]], 'fills': None, 'reward': 0.0, 'participation': 0.0, 'inv': 0, 'cash': 0.0, 'remaining': 1000.0, 'bankrupt': False}, {'t': 0.2333, 'mid': 100.0, 'spread': 0.04, 'bids': [[99.98, 14], [99.96, 25], [99.95, 550], [99.94, 800], [99.93, 300]], 'asks': [[100.02, 150], [100.02, 400], [100.03, 1400], [100.04, 450], [100.04, 800]], 'fills': {'p': 99.96, 's': 500.0, 'type': 'passive'}, 'reward': 0.502, 'participation': 0.5, 'inv': -500, 'cash': 49981.5, 'remaining': 500.0, 'bankrupt': False}, {'t': 0.2667, 'mid': 99.99, 'spread': 0.06, 'bids': [[99.96, 39], [99.95, 425], [99.94, 300], [99.94, 300], [99.93, 400]], 'asks': [[100.02, 609], [100.02, 300], [100.03, 1350], [100.04, 600], [100.04, 600]], 'fills': None, 'reward': 0.467, 'participation': 0.3245, 'inv': -500, 'cash': 49981.5, 'remaining': 500.0, 'bankrupt': False}] | |
| LLM response: [{"type": "limit", "side": "ask", "price": 100.01, "size": 500}] | |
| Parsed actions: [{'type': 'limit', 'side': 'ask', 'price': 100.01, 'size': 500}] | |
| Step reward: 0.46728449802523236, Done: False, History: [{'t': 0.2, 'mid': 99.995, 'spread': 0.07, 'bids': [[99.96, 525], [99.95, 825], [99.94, 1100], [99.93, 1375], [99.86, 18]], 'asks': [[100.03, 450], [100.04, 450], [100.04, 414], [100.05, 1200], [100.06, 1550]], 'fills': None, 'reward': 0.0, 'participation': 0.0, 'inv': 0, 'cash': 0.0, 'remaining': 1000.0, 'bankrupt': False}, {'t': 0.2333, 'mid': 100.0, 'spread': 0.04, 'bids': [[99.98, 14], [99.96, 25], [99.95, 550], [99.94, 800], [99.93, 300]], 'asks': [[100.02, 150], [100.02, 400], [100.03, 1400], [100.04, 450], [100.04, 800]], 'fills': {'p': 99.96, 's': 500.0, 'type': 'passive'}, 'reward': 0.502, 'participation': 0.5, 'inv': -500, 'cash': 49981.5, 'remaining': 500.0, 'bankrupt': False}, {'t': 0.2667, 'mid': 99.99, 'spread': 0.06, 'bids': [[99.96, 39], [99.95, 425], [99.94, 300], [99.94, 300], [99.93, 400]], 'asks': [[100.02, 609], [100.02, 300], [100.03, 1350], [100.04, 600], [100.04, 600]], 'fills': None, 'reward': 0.467, 'participation': 0.3245, 'inv': -500, 'cash': 49981.5, 'remaining': 500.0, 'bankrupt': False}, {'t': 0.3, 'mid': 99.975, 'spread': 0.03, 'bids': [[99.96, 23], [99.95, 75], [99.94, 150], [99.93, 325], [99.92, 500]], 'asks': [[99.99, 150], [100.0, 700], [100.01, 1550], [100.02, 500], [100.02, 1400]], 'fills': None, 'reward': 0.467, 'participation': 0.245, 'inv': -500, 'cash': 49981.5, 'remaining': 500.0, 'bankrupt': False}] | |
| LLM response: [{"type": "limit", "side": "ask", "price": 100.0, "size": 500}, {"type": "limit", "side": "buy", "price": 99.96, "size": 500}] | |
| Parsed actions: [{'type': 'limit', 'side': 'ask', 'price': 100.0, 'size': 500}, {'type': 'limit', 'side': 'buy', 'price': 99.96, 'size': 500}] | |
| Step reward: 0.5277535435506522, Done: False, History: [{'t': 0.2, 'mid': 99.995, 'spread': 0.07, 'bids': [[99.96, 525], [99.95, 825], [99.94, 1100], [99.93, 1375], [99.86, 18]], 'asks': [[100.03, 450], [100.04, 450], [100.04, 414], [100.05, 1200], [100.06, 1550]], 'fills': None, 'reward': 0.0, 'participation': 0.0, 'inv': 0, 'cash': 0.0, 'remaining': 1000.0, 'bankrupt': False}, {'t': 0.2333, 'mid': 100.0, 'spread': 0.04, 'bids': [[99.98, 14], [99.96, 25], [99.95, 550], [99.94, 800], [99.93, 300]], 'asks': [[100.02, 150], [100.02, 400], [100.03, 1400], [100.04, 450], [100.04, 800]], 'fills': {'p': 99.96, 's': 500.0, 'type': 'passive'}, 'reward': 0.502, 'participation': 0.5, 'inv': -500, 'cash': 49981.5, 'remaining': 500.0, 'bankrupt': False}, {'t': 0.2667, 'mid': 99.99, 'spread': 0.06, 'bids': [[99.96, 39], [99.95, 425], [99.94, 300], [99.94, 300], [99.93, 400]], 'asks': [[100.02, 609], [100.02, 300], [100.03, 1350], [100.04, 600], [100.04, 600]], 'fills': None, 'reward': 0.467, 'participation': 0.3245, 'inv': -500, 'cash': 49981.5, 'remaining': 500.0, 'bankrupt': False}, {'t': 0.3, 'mid': 99.975, 'spread': 0.03, 'bids': [[99.96, 23], [99.95, 75], [99.94, 150], [99.93, 325], [99.92, 500]], 'asks': [[99.99, 150], [100.0, 700], [100.01, 1550], [100.02, 500], [100.02, 1400]], 'fills': None, 'reward': 0.467, 'participation': 0.245, 'inv': -500, 'cash': 49981.5, 'remaining': 500.0, 'bankrupt': False}, {'t': 0.3333, 'mid': 99.935, 'spread': 0.03, 'bids': [[99.92, 100], [99.91, 275], [99.9, 300], [99.9, 150], [99.89, 625]], 'asks': [[99.95, 86], [99.96, 477], [99.96, 300], [99.97, 450], [99.98, 800]], 'fills': {'p': 99.96000000000001, 's': 23.0, 'type': 'passive'}, 'reward': 0.528, 'participation': 0.1953, 'inv': -523, 'cash': 52280.58, 'remaining': 477.0, 'bankrupt': False}] | |
| LLM response: [{"type": "limit", "side": "buy", "price": 99.92, "size": 477}] | |
| Parsed actions: [{'type': 'limit', 'side': 'buy', 'price': 99.92, 'size': 477}] | |
| Step reward: 0.4673920014081466, Done: False, History: [{'t': 0.2, 'mid': 99.995, 'spread': 0.07, 'bids': [[99.96, 525], [99.95, 825], [99.94, 1100], [99.93, 1375], [99.86, 18]], 'asks': [[100.03, 450], [100.04, 450], [100.04, 414], [100.05, 1200], [100.06, 1550]], 'fills': None, 'reward': 0.0, 'participation': 0.0, 'inv': 0, 'cash': 0.0, 'remaining': 1000.0, 'bankrupt': False}, {'t': 0.2333, 'mid': 100.0, 'spread': 0.04, 'bids': [[99.98, 14], [99.96, 25], [99.95, 550], [99.94, 800], [99.93, 300]], 'asks': [[100.02, 150], [100.02, 400], [100.03, 1400], [100.04, 450], [100.04, 800]], 'fills': {'p': 99.96, 's': 500.0, 'type': 'passive'}, 'reward': 0.502, 'participation': 0.5, 'inv': -500, 'cash': 49981.5, 'remaining': 500.0, 'bankrupt': False}, {'t': 0.2667, 'mid': 99.99, 'spread': 0.06, 'bids': [[99.96, 39], [99.95, 425], [99.94, 300], [99.94, 300], [99.93, 400]], 'asks': [[100.02, 609], [100.02, 300], [100.03, 1350], [100.04, 600], [100.04, 600]], 'fills': None, 'reward': 0.467, 'participation': 0.3245, 'inv': -500, 'cash': 49981.5, 'remaining': 500.0, 'bankrupt': False}, {'t': 0.3, 'mid': 99.975, 'spread': 0.03, 'bids': [[99.96, 23], [99.95, 75], [99.94, 150], [99.93, 325], [99.92, 500]], 'asks': [[99.99, 150], [100.0, 700], [100.01, 1550], [100.02, 500], [100.02, 1400]], 'fills': None, 'reward': 0.467, 'participation': 0.245, 'inv': -500, 'cash': 49981.5, 'remaining': 500.0, 'bankrupt': False}, {'t': 0.3333, 'mid': 99.935, 'spread': 0.03, 'bids': [[99.92, 100], [99.91, 275], [99.9, 300], [99.9, 150], [99.89, 625]], 'asks': [[99.95, 86], [99.96, 477], [99.96, 300], [99.97, 450], [99.98, 800]], 'fills': {'p': 99.96000000000001, 's': 23.0, 'type': 'passive'}, 'reward': 0.528, 'participation': 0.1953, 'inv': -523, 'cash': 52280.58, 'remaining': 477.0, 'bankrupt': False}, {'t': 0.3667, 'mid': 99.905, 'spread': 0.03, 'bids': [[99.89, 200], [99.88, 300], [99.88, 85], [99.87, 400], [99.87, 150]], 'asks': [[99.92, 333], [99.93, 300], [99.94, 450], [99.95, 600], [99.96, 477]], 'fills': {'p': 99.92, 's': 294.0, 'type': 'passive'}, 'reward': 0.467, 'participation': 0.2449, 'inv': -817, 'cash': 81657.06, 'remaining': 183.0, 'bankrupt': False}] | |
| LLM response: {"type": "limit", "side": "buy", "price": 99.89, "size": 183} | |
| Parsed actions: [{'type': 'limit', 'side': 'buy', 'price': 99.89, 'size': 183}] | |
| Step reward: 0.5421184074237999, Done: False, History: [{'t': 0.2, 'mid': 99.995, 'spread': 0.07, 'bids': [[99.96, 525], [99.95, 825], [99.94, 1100], [99.93, 1375], [99.86, 18]], 'asks': [[100.03, 450], [100.04, 450], [100.04, 414], [100.05, 1200], [100.06, 1550]], 'fills': None, 'reward': 0.0, 'participation': 0.0, 'inv': 0, 'cash': 0.0, 'remaining': 1000.0, 'bankrupt': False}, {'t': 0.2333, 'mid': 100.0, 'spread': 0.04, 'bids': [[99.98, 14], [99.96, 25], [99.95, 550], [99.94, 800], [99.93, 300]], 'asks': [[100.02, 150], [100.02, 400], [100.03, 1400], [100.04, 450], [100.04, 800]], 'fills': {'p': 99.96, 's': 500.0, 'type': 'passive'}, 'reward': 0.502, 'participation': 0.5, 'inv': -500, 'cash': 49981.5, 'remaining': 500.0, 'bankrupt': False}, {'t': 0.2667, 'mid': 99.99, 'spread': 0.06, 'bids': [[99.96, 39], [99.95, 425], [99.94, 300], [99.94, 300], [99.93, 400]], 'asks': [[100.02, 609], [100.02, 300], [100.03, 1350], [100.04, 600], [100.04, 600]], 'fills': None, 'reward': 0.467, 'participation': 0.3245, 'inv': -500, 'cash': 49981.5, 'remaining': 500.0, 'bankrupt': False}, {'t': 0.3, 'mid': 99.975, 'spread': 0.03, 'bids': [[99.96, 23], [99.95, 75], [99.94, 150], [99.93, 325], [99.92, 500]], 'asks': [[99.99, 150], [100.0, 700], [100.01, 1550], [100.02, 500], [100.02, 1400]], 'fills': None, 'reward': 0.467, 'participation': 0.245, 'inv': -500, 'cash': 49981.5, 'remaining': 500.0, 'bankrupt': False}, {'t': 0.3333, 'mid': 99.935, 'spread': 0.03, 'bids': [[99.92, 100], [99.91, 275], [99.9, 300], [99.9, 150], [99.89, 625]], 'asks': [[99.95, 86], [99.96, 477], [99.96, 300], [99.97, 450], [99.98, 800]], 'fills': {'p': 99.96000000000001, 's': 23.0, 'type': 'passive'}, 'reward': 0.528, 'participation': 0.1953, 'inv': -523, 'cash': 52280.58, 'remaining': 477.0, 'bankrupt': False}, {'t': 0.3667, 'mid': 99.905, 'spread': 0.03, 'bids': [[99.89, 200], [99.88, 300], [99.88, 85], [99.87, 400], [99.87, 150]], 'asks': [[99.92, 333], [99.93, 300], [99.94, 450], [99.95, 600], [99.96, 477]], 'fills': {'p': 99.92, 's': 294.0, 'type': 'passive'}, 'reward': 0.467, 'participation': 0.2449, 'inv': -817, 'cash': 81657.06, 'remaining': 183.0, 'bankrupt': False}, {'t': 0.4, 'mid': 99.875, 'spread': 0.03, 'bids': [[99.86, 40], [99.85, 225], [99.85, 200], [99.84, 600], [99.83, 775]], 'asks': [[99.89, 58], [99.92, 435], [99.93, 450], [99.93, 400], [99.94, 1200]], 'fills': {'p': 99.89, 's': 308.0, 'type': 'passive'}, 'reward': 0.542, 'participation': 0.2705, 'inv': -1125, 'cash': 112428.67, 'remaining': -125.0, 'bankrupt': False}] | |
| LLM response: {"type": "limit", "side": "buy", "price": 99.86, "size": 100} | |
| Parsed actions: [{'type': 'limit', 'side': 'buy', 'price': 99.86, 'size': 100}] | |
| Step reward: 0.5097154428778029, Done: False, History: [{'t': 0.2, 'mid': 99.995, 'spread': 0.07, 'bids': [[99.96, 525], [99.95, 825], [99.94, 1100], [99.93, 1375], [99.86, 18]], 'asks': [[100.03, 450], [100.04, 450], [100.04, 414], [100.05, 1200], [100.06, 1550]], 'fills': None, 'reward': 0.0, 'participation': 0.0, 'inv': 0, 'cash': 0.0, 'remaining': 1000.0, 'bankrupt': False}, {'t': 0.2333, 'mid': 100.0, 'spread': 0.04, 'bids': [[99.98, 14], [99.96, 25], [99.95, 550], [99.94, 800], [99.93, 300]], 'asks': [[100.02, 150], [100.02, 400], [100.03, 1400], [100.04, 450], [100.04, 800]], 'fills': {'p': 99.96, 's': 500.0, 'type': 'passive'}, 'reward': 0.502, 'participation': 0.5, 'inv': -500, 'cash': 49981.5, 'remaining': 500.0, 'bankrupt': False}, {'t': 0.2667, 'mid': 99.99, 'spread': 0.06, 'bids': [[99.96, 39], [99.95, 425], [99.94, 300], [99.94, 300], [99.93, 400]], 'asks': [[100.02, 609], [100.02, 300], [100.03, 1350], [100.04, 600], [100.04, 600]], 'fills': None, 'reward': 0.467, 'participation': 0.3245, 'inv': -500, 'cash': 49981.5, 'remaining': 500.0, 'bankrupt': False}, {'t': 0.3, 'mid': 99.975, 'spread': 0.03, 'bids': [[99.96, 23], [99.95, 75], [99.94, 150], [99.93, 325], [99.92, 500]], 'asks': [[99.99, 150], [100.0, 700], [100.01, 1550], [100.02, 500], [100.02, 1400]], 'fills': None, 'reward': 0.467, 'participation': 0.245, 'inv': -500, 'cash': 49981.5, 'remaining': 500.0, 'bankrupt': False}, {'t': 0.3333, 'mid': 99.935, 'spread': 0.03, 'bids': [[99.92, 100], [99.91, 275], [99.9, 300], [99.9, 150], [99.89, 625]], 'asks': [[99.95, 86], [99.96, 477], [99.96, 300], [99.97, 450], [99.98, 800]], 'fills': {'p': 99.96000000000001, 's': 23.0, 'type': 'passive'}, 'reward': 0.528, 'participation': 0.1953, 'inv': -523, 'cash': 52280.58, 'remaining': 477.0, 'bankrupt': False}, {'t': 0.3667, 'mid': 99.905, 'spread': 0.03, 'bids': [[99.89, 200], [99.88, 300], [99.88, 85], [99.87, 400], [99.87, 150]], 'asks': [[99.92, 333], [99.93, 300], [99.94, 450], [99.95, 600], [99.96, 477]], 'fills': {'p': 99.92, 's': 294.0, 'type': 'passive'}, 'reward': 0.467, 'participation': 0.2449, 'inv': -817, 'cash': 81657.06, 'remaining': 183.0, 'bankrupt': False}, {'t': 0.4, 'mid': 99.875, 'spread': 0.03, 'bids': [[99.86, 40], [99.85, 225], [99.85, 200], [99.84, 600], [99.83, 775]], 'asks': [[99.89, 58], [99.92, 435], [99.93, 450], [99.93, 400], [99.94, 1200]], 'fills': {'p': 99.89, 's': 308.0, 'type': 'passive'}, 'reward': 0.542, 'participation': 0.2705, 'inv': -1125, 'cash': 112428.67, 'remaining': -125.0, 'bankrupt': False}, {'t': 0.4333, 'mid': 99.87, 'spread': 0.04, 'bids': [[99.85, 75], [99.84, 150], [99.83, 225], [99.83, 100], [99.82, 300]], 'asks': [[99.89, 150], [99.9, 700], [99.91, 1050], [99.92, 1400], [99.93, 1750]], 'fills': {'p': 99.86, 's': 158.0, 'type': 'passive'}, 'reward': 0.51, 'participation': 0.2567, 'inv': -1283, 'cash': 128208.29, 'remaining': -283.0, 'bankrupt': False}] | |
| LLM response: [{"type": "limit", "side": "buy", "price": 99.85, "size": 100}, {"type": "limit", "side": "ask", "price": 99.89, "size": 100}] | |
| Parsed actions: [{'type': 'limit', 'side': 'buy', 'price': 99.85, 'size': 100}, {'type': 'limit', 'side': 'ask', 'price': 99.89, 'size': 100}] | |
| Step reward: 0.5527572425370494, Done: False, History: [{'t': 0.2, 'mid': 99.995, 'spread': 0.07, 'bids': [[99.96, 525], [99.95, 825], [99.94, 1100], [99.93, 1375], [99.86, 18]], 'asks': [[100.03, 450], [100.04, 450], [100.04, 414], [100.05, 1200], [100.06, 1550]], 'fills': None, 'reward': 0.0, 'participation': 0.0, 'inv': 0, 'cash': 0.0, 'remaining': 1000.0, 'bankrupt': False}, {'t': 0.2333, 'mid': 100.0, 'spread': 0.04, 'bids': [[99.98, 14], [99.96, 25], [99.95, 550], [99.94, 800], [99.93, 300]], 'asks': [[100.02, 150], [100.02, 400], [100.03, 1400], [100.04, 450], [100.04, 800]], 'fills': {'p': 99.96, 's': 500.0, 'type': 'passive'}, 'reward': 0.502, 'participation': 0.5, 'inv': -500, 'cash': 49981.5, 'remaining': 500.0, 'bankrupt': False}, {'t': 0.2667, 'mid': 99.99, 'spread': 0.06, 'bids': [[99.96, 39], [99.95, 425], [99.94, 300], [99.94, 300], [99.93, 400]], 'asks': [[100.02, 609], [100.02, 300], [100.03, 1350], [100.04, 600], [100.04, 600]], 'fills': None, 'reward': 0.467, 'participation': 0.3245, 'inv': -500, 'cash': 49981.5, 'remaining': 500.0, 'bankrupt': False}, {'t': 0.3, 'mid': 99.975, 'spread': 0.03, 'bids': [[99.96, 23], [99.95, 75], [99.94, 150], [99.93, 325], [99.92, 500]], 'asks': [[99.99, 150], [100.0, 700], [100.01, 1550], [100.02, 500], [100.02, 1400]], 'fills': None, 'reward': 0.467, 'participation': 0.245, 'inv': -500, 'cash': 49981.5, 'remaining': 500.0, 'bankrupt': False}, {'t': 0.3333, 'mid': 99.935, 'spread': 0.03, 'bids': [[99.92, 100], [99.91, 275], [99.9, 300], [99.9, 150], [99.89, 625]], 'asks': [[99.95, 86], [99.96, 477], [99.96, 300], [99.97, 450], [99.98, 800]], 'fills': {'p': 99.96000000000001, 's': 23.0, 'type': 'passive'}, 'reward': 0.528, 'participation': 0.1953, 'inv': -523, 'cash': 52280.58, 'remaining': 477.0, 'bankrupt': False}, {'t': 0.3667, 'mid': 99.905, 'spread': 0.03, 'bids': [[99.89, 200], [99.88, 300], [99.88, 85], [99.87, 400], [99.87, 150]], 'asks': [[99.92, 333], [99.93, 300], [99.94, 450], [99.95, 600], [99.96, 477]], 'fills': {'p': 99.92, 's': 294.0, 'type': 'passive'}, 'reward': 0.467, 'participation': 0.2449, 'inv': -817, 'cash': 81657.06, 'remaining': 183.0, 'bankrupt': False}, {'t': 0.4, 'mid': 99.875, 'spread': 0.03, 'bids': [[99.86, 40], [99.85, 225], [99.85, 200], [99.84, 600], [99.83, 775]], 'asks': [[99.89, 58], [99.92, 435], [99.93, 450], [99.93, 400], [99.94, 1200]], 'fills': {'p': 99.89, 's': 308.0, 'type': 'passive'}, 'reward': 0.542, 'participation': 0.2705, 'inv': -1125, 'cash': 112428.67, 'remaining': -125.0, 'bankrupt': False}, {'t': 0.4333, 'mid': 99.87, 'spread': 0.04, 'bids': [[99.85, 75], [99.84, 150], [99.83, 225], [99.83, 100], [99.82, 300]], 'asks': [[99.89, 150], [99.9, 700], [99.91, 1050], [99.92, 1400], [99.93, 1750]], 'fills': {'p': 99.86, 's': 158.0, 'type': 'passive'}, 'reward': 0.51, 'participation': 0.2567, 'inv': -1283, 'cash': 128208.29, 'remaining': -283.0, 'bankrupt': False}, {'t': 0.4667, 'mid': 99.84, 'spread': 0.02, 'bids': [[99.83, 186], [99.83, 100], [99.82, 300], [99.82, 200], [99.81, 675]], 'asks': [[99.85, 100], [99.89, 250], [99.9, 700], [99.91, 1050], [99.92, 1400]], 'fills': None, 'reward': 0.553, 'participation': 0.219, 'inv': -1283, 'cash': 128208.29, 'remaining': -283.0, 'bankrupt': False}] | |
| LLM response: [{"type": "limit", "side": "buy", "price": 99.83, "size": 100}, {"type": "limit", "side": "ask", "price": 99.85, "size": 100}] | |
| Parsed actions: [{'type': 'limit', 'side': 'buy', 'price': 99.83, 'size': 100}, {'type': 'limit', 'side': 'ask', 'price': 99.85, 'size': 100}] | |
| Step reward: 0.48505500445414845, Done: False, History: [{'t': 0.2, 'mid': 99.995, 'spread': 0.07, 'bids': [[99.96, 525], [99.95, 825], [99.94, 1100], [99.93, 1375], [99.86, 18]], 'asks': [[100.03, 450], [100.04, 450], [100.04, 414], [100.05, 1200], [100.06, 1550]], 'fills': None, 'reward': 0.0, 'participation': 0.0, 'inv': 0, 'cash': 0.0, 'remaining': 1000.0, 'bankrupt': False}, {'t': 0.2333, 'mid': 100.0, 'spread': 0.04, 'bids': [[99.98, 14], [99.96, 25], [99.95, 550], [99.94, 800], [99.93, 300]], 'asks': [[100.02, 150], [100.02, 400], [100.03, 1400], [100.04, 450], [100.04, 800]], 'fills': {'p': 99.96, 's': 500.0, 'type': 'passive'}, 'reward': 0.502, 'participation': 0.5, 'inv': -500, 'cash': 49981.5, 'remaining': 500.0, 'bankrupt': False}, {'t': 0.2667, 'mid': 99.99, 'spread': 0.06, 'bids': [[99.96, 39], [99.95, 425], [99.94, 300], [99.94, 300], [99.93, 400]], 'asks': [[100.02, 609], [100.02, 300], [100.03, 1350], [100.04, 600], [100.04, 600]], 'fills': None, 'reward': 0.467, 'participation': 0.3245, 'inv': -500, 'cash': 49981.5, 'remaining': 500.0, 'bankrupt': False}, {'t': 0.3, 'mid': 99.975, 'spread': 0.03, 'bids': [[99.96, 23], [99.95, 75], [99.94, 150], [99.93, 325], [99.92, 500]], 'asks': [[99.99, 150], [100.0, 700], [100.01, 1550], [100.02, 500], [100.02, 1400]], 'fills': None, 'reward': 0.467, 'participation': 0.245, 'inv': -500, 'cash': 49981.5, 'remaining': 500.0, 'bankrupt': False}, {'t': 0.3333, 'mid': 99.935, 'spread': 0.03, 'bids': [[99.92, 100], [99.91, 275], [99.9, 300], [99.9, 150], [99.89, 625]], 'asks': [[99.95, 86], [99.96, 477], [99.96, 300], [99.97, 450], [99.98, 800]], 'fills': {'p': 99.96000000000001, 's': 23.0, 'type': 'passive'}, 'reward': 0.528, 'participation': 0.1953, 'inv': -523, 'cash': 52280.58, 'remaining': 477.0, 'bankrupt': False}, {'t': 0.3667, 'mid': 99.905, 'spread': 0.03, 'bids': [[99.89, 200], [99.88, 300], [99.88, 85], [99.87, 400], [99.87, 150]], 'asks': [[99.92, 333], [99.93, 300], [99.94, 450], [99.95, 600], [99.96, 477]], 'fills': {'p': 99.92, 's': 294.0, 'type': 'passive'}, 'reward': 0.467, 'participation': 0.2449, 'inv': -817, 'cash': 81657.06, 'remaining': 183.0, 'bankrupt': False}, {'t': 0.4, 'mid': 99.875, 'spread': 0.03, 'bids': [[99.86, 40], [99.85, 225], [99.85, 200], [99.84, 600], [99.83, 775]], 'asks': [[99.89, 58], [99.92, 435], [99.93, 450], [99.93, 400], [99.94, 1200]], 'fills': {'p': 99.89, 's': 308.0, 'type': 'passive'}, 'reward': 0.542, 'participation': 0.2705, 'inv': -1125, 'cash': 112428.67, 'remaining': -125.0, 'bankrupt': False}, {'t': 0.4333, 'mid': 99.87, 'spread': 0.04, 'bids': [[99.85, 75], [99.84, 150], [99.83, 225], [99.83, 100], [99.82, 300]], 'asks': [[99.89, 150], [99.9, 700], [99.91, 1050], [99.92, 1400], [99.93, 1750]], 'fills': {'p': 99.86, 's': 158.0, 'type': 'passive'}, 'reward': 0.51, 'participation': 0.2567, 'inv': -1283, 'cash': 128208.29, 'remaining': -283.0, 'bankrupt': False}, {'t': 0.4667, 'mid': 99.84, 'spread': 0.02, 'bids': [[99.83, 186], [99.83, 100], [99.82, 300], [99.82, 200], [99.81, 675]], 'asks': [[99.85, 100], [99.89, 250], [99.9, 700], [99.91, 1050], [99.92, 1400]], 'fills': None, 'reward': 0.553, 'participation': 0.219, 'inv': -1283, 'cash': 128208.29, 'remaining': -283.0, 'bankrupt': False}, {'t': 0.5, 'mid': 99.85, 'spread': 0.06, 'bids': [[99.82, 525], [99.81, 825], [99.8, 1100], [99.79, 1375], [99.72, 17]], 'asks': [[99.88, 150], [99.89, 750], [99.9, 1000], [99.91, 614], [99.91, 750]], 'fills': {'p': 99.85, 's': 300.0, 'type': 'passive'}, 'reward': 0.485, 'participation': 0.2342, 'inv': -1583, 'cash': 158161.29, 'remaining': -583.0, 'bankrupt': False}] | |
| LLM response: {"type": "limit", "side": "buy", "price": 99.82, "size": 500} | |
| Parsed actions: [{'type': 'limit', 'side': 'buy', 'price': 99.82, 'size': 500}] | |
| Step reward: 0.5535142333627021, Done: False, History: [{'t': 0.2333, 'mid': 100.0, 'spread': 0.04, 'bids': [[99.98, 14], [99.96, 25], [99.95, 550], [99.94, 800], [99.93, 300]], 'asks': [[100.02, 150], [100.02, 400], [100.03, 1400], [100.04, 450], [100.04, 800]], 'fills': {'p': 99.96, 's': 500.0, 'type': 'passive'}, 'reward': 0.502, 'participation': 0.5, 'inv': -500, 'cash': 49981.5, 'remaining': 500.0, 'bankrupt': False}, {'t': 0.2667, 'mid': 99.99, 'spread': 0.06, 'bids': [[99.96, 39], [99.95, 425], [99.94, 300], [99.94, 300], [99.93, 400]], 'asks': [[100.02, 609], [100.02, 300], [100.03, 1350], [100.04, 600], [100.04, 600]], 'fills': None, 'reward': 0.467, 'participation': 0.3245, 'inv': -500, 'cash': 49981.5, 'remaining': 500.0, 'bankrupt': False}, {'t': 0.3, 'mid': 99.975, 'spread': 0.03, 'bids': [[99.96, 23], [99.95, 75], [99.94, 150], [99.93, 325], [99.92, 500]], 'asks': [[99.99, 150], [100.0, 700], [100.01, 1550], [100.02, 500], [100.02, 1400]], 'fills': None, 'reward': 0.467, 'participation': 0.245, 'inv': -500, 'cash': 49981.5, 'remaining': 500.0, 'bankrupt': False}, {'t': 0.3333, 'mid': 99.935, 'spread': 0.03, 'bids': [[99.92, 100], [99.91, 275], [99.9, 300], [99.9, 150], [99.89, 625]], 'asks': [[99.95, 86], [99.96, 477], [99.96, 300], [99.97, 450], [99.98, 800]], 'fills': {'p': 99.96000000000001, 's': 23.0, 'type': 'passive'}, 'reward': 0.528, 'participation': 0.1953, 'inv': -523, 'cash': 52280.58, 'remaining': 477.0, 'bankrupt': False}, {'t': 0.3667, 'mid': 99.905, 'spread': 0.03, 'bids': [[99.89, 200], [99.88, 300], [99.88, 85], [99.87, 400], [99.87, 150]], 'asks': [[99.92, 333], [99.93, 300], [99.94, 450], [99.95, 600], [99.96, 477]], 'fills': {'p': 99.92, 's': 294.0, 'type': 'passive'}, 'reward': 0.467, 'participation': 0.2449, 'inv': -817, 'cash': 81657.06, 'remaining': 183.0, 'bankrupt': False}, {'t': 0.4, 'mid': 99.875, 'spread': 0.03, 'bids': [[99.86, 40], [99.85, 225], [99.85, 200], [99.84, 600], [99.83, 775]], 'asks': [[99.89, 58], [99.92, 435], [99.93, 450], [99.93, 400], [99.94, 1200]], 'fills': {'p': 99.89, 's': 308.0, 'type': 'passive'}, 'reward': 0.542, 'participation': 0.2705, 'inv': -1125, 'cash': 112428.67, 'remaining': -125.0, 'bankrupt': False}, {'t': 0.4333, 'mid': 99.87, 'spread': 0.04, 'bids': [[99.85, 75], [99.84, 150], [99.83, 225], [99.83, 100], [99.82, 300]], 'asks': [[99.89, 150], [99.9, 700], [99.91, 1050], [99.92, 1400], [99.93, 1750]], 'fills': {'p': 99.86, 's': 158.0, 'type': 'passive'}, 'reward': 0.51, 'participation': 0.2567, 'inv': -1283, 'cash': 128208.29, 'remaining': -283.0, 'bankrupt': False}, {'t': 0.4667, 'mid': 99.84, 'spread': 0.02, 'bids': [[99.83, 186], [99.83, 100], [99.82, 300], [99.82, 200], [99.81, 675]], 'asks': [[99.85, 100], [99.89, 250], [99.9, 700], [99.91, 1050], [99.92, 1400]], 'fills': None, 'reward': 0.553, 'participation': 0.219, 'inv': -1283, 'cash': 128208.29, 'remaining': -283.0, 'bankrupt': False}, {'t': 0.5, 'mid': 99.85, 'spread': 0.06, 'bids': [[99.82, 525], [99.81, 825], [99.8, 1100], [99.79, 1375], [99.72, 17]], 'asks': [[99.88, 150], [99.89, 750], [99.9, 1000], [99.91, 614], [99.91, 750]], 'fills': {'p': 99.85, 's': 300.0, 'type': 'passive'}, 'reward': 0.485, 'participation': 0.2342, 'inv': -1583, 'cash': 158161.29, 'remaining': -583.0, 'bankrupt': False}, {'t': 0.5333, 'mid': 99.805, 'spread': 0.03, 'bids': [[99.79, 375], [99.78, 550], [99.77, 225], [99.77, 500], [99.76, 300]], 'asks': [[99.82, 350], [99.84, 150], [99.85, 300], [99.86, 450], [99.87, 600]], 'fills': {'p': 99.82, 's': 250.0, 'type': 'passive'}, 'reward': 0.554, 'participation': 0.2345, 'inv': -1833, 'cash': 183123.29, 'remaining': -833.0, 'bankrupt': False}] | |
| LLM response: [{"type": "limit", "side": "buy", "price": 99.79, "size": 1000}, {"type": "cancel", "order_id": "439"}] | |
| Parsed actions: [{'type': 'limit', 'side': 'buy', 'price': 99.79, 'size': 1000}, {'type': 'cancel', 'order_id': '439'}] | |
| Step reward: 0.5108701277546424, Done: False, History: [{'t': 0.2667, 'mid': 99.99, 'spread': 0.06, 'bids': [[99.96, 39], [99.95, 425], [99.94, 300], [99.94, 300], [99.93, 400]], 'asks': [[100.02, 609], [100.02, 300], [100.03, 1350], [100.04, 600], [100.04, 600]], 'fills': None, 'reward': 0.467, 'participation': 0.3245, 'inv': -500, 'cash': 49981.5, 'remaining': 500.0, 'bankrupt': False}, {'t': 0.3, 'mid': 99.975, 'spread': 0.03, 'bids': [[99.96, 23], [99.95, 75], [99.94, 150], [99.93, 325], [99.92, 500]], 'asks': [[99.99, 150], [100.0, 700], [100.01, 1550], [100.02, 500], [100.02, 1400]], 'fills': None, 'reward': 0.467, 'participation': 0.245, 'inv': -500, 'cash': 49981.5, 'remaining': 500.0, 'bankrupt': False}, {'t': 0.3333, 'mid': 99.935, 'spread': 0.03, 'bids': [[99.92, 100], [99.91, 275], [99.9, 300], [99.9, 150], [99.89, 625]], 'asks': [[99.95, 86], [99.96, 477], [99.96, 300], [99.97, 450], [99.98, 800]], 'fills': {'p': 99.96000000000001, 's': 23.0, 'type': 'passive'}, 'reward': 0.528, 'participation': 0.1953, 'inv': -523, 'cash': 52280.58, 'remaining': 477.0, 'bankrupt': False}, {'t': 0.3667, 'mid': 99.905, 'spread': 0.03, 'bids': [[99.89, 200], [99.88, 300], [99.88, 85], [99.87, 400], [99.87, 150]], 'asks': [[99.92, 333], [99.93, 300], [99.94, 450], [99.95, 600], [99.96, 477]], 'fills': {'p': 99.92, 's': 294.0, 'type': 'passive'}, 'reward': 0.467, 'participation': 0.2449, 'inv': -817, 'cash': 81657.06, 'remaining': 183.0, 'bankrupt': False}, {'t': 0.4, 'mid': 99.875, 'spread': 0.03, 'bids': [[99.86, 40], [99.85, 225], [99.85, 200], [99.84, 600], [99.83, 775]], 'asks': [[99.89, 58], [99.92, 435], [99.93, 450], [99.93, 400], [99.94, 1200]], 'fills': {'p': 99.89, 's': 308.0, 'type': 'passive'}, 'reward': 0.542, 'participation': 0.2705, 'inv': -1125, 'cash': 112428.67, 'remaining': -125.0, 'bankrupt': False}, {'t': 0.4333, 'mid': 99.87, 'spread': 0.04, 'bids': [[99.85, 75], [99.84, 150], [99.83, 225], [99.83, 100], [99.82, 300]], 'asks': [[99.89, 150], [99.9, 700], [99.91, 1050], [99.92, 1400], [99.93, 1750]], 'fills': {'p': 99.86, 's': 158.0, 'type': 'passive'}, 'reward': 0.51, 'participation': 0.2567, 'inv': -1283, 'cash': 128208.29, 'remaining': -283.0, 'bankrupt': False}, {'t': 0.4667, 'mid': 99.84, 'spread': 0.02, 'bids': [[99.83, 186], [99.83, 100], [99.82, 300], [99.82, 200], [99.81, 675]], 'asks': [[99.85, 100], [99.89, 250], [99.9, 700], [99.91, 1050], [99.92, 1400]], 'fills': None, 'reward': 0.553, 'participation': 0.219, 'inv': -1283, 'cash': 128208.29, 'remaining': -283.0, 'bankrupt': False}, {'t': 0.5, 'mid': 99.85, 'spread': 0.06, 'bids': [[99.82, 525], [99.81, 825], [99.8, 1100], [99.79, 1375], [99.72, 17]], 'asks': [[99.88, 150], [99.89, 750], [99.9, 1000], [99.91, 614], [99.91, 750]], 'fills': {'p': 99.85, 's': 300.0, 'type': 'passive'}, 'reward': 0.485, 'participation': 0.2342, 'inv': -1583, 'cash': 158161.29, 'remaining': -583.0, 'bankrupt': False}, {'t': 0.5333, 'mid': 99.805, 'spread': 0.03, 'bids': [[99.79, 375], [99.78, 550], [99.77, 225], [99.77, 500], [99.76, 300]], 'asks': [[99.82, 350], [99.84, 150], [99.85, 300], [99.86, 450], [99.87, 600]], 'fills': {'p': 99.82, 's': 250.0, 'type': 'passive'}, 'reward': 0.554, 'participation': 0.2345, 'inv': -1833, 'cash': 183123.29, 'remaining': -833.0, 'bankrupt': False}, {'t': 0.5667, 'mid': 99.77, 'spread': 0.04, 'bids': [[99.75, 75], [99.74, 100], [99.74, 150], [99.73, 425], [99.72, 300]], 'asks': [[99.79, 150], [99.8, 110], [99.8, 300], [99.81, 850], [99.82, 950]], 'fills': {'p': 99.79, 's': 1000.0, 'type': 'passive'}, 'reward': 0.511, 'participation': 0.3077, 'inv': -2833, 'cash': 282913.29, 'remaining': -1833.0, 'bankrupt': False}] | |
| LLM response: [{"type": "limit", "side": "buy", "price": 99.75, "size": 1000}, {"type": "limit", "side": "ask", "price": 99.79, "size": 1000}] | |
| Parsed actions: [{'type': 'limit', 'side': 'buy', 'price': 99.75, 'size': 1000}, {'type': 'limit', 'side': 'ask', 'price': 99.79, 'size': 1000}] | |
| Step reward: 0.5650757267895166, Done: False, History: [{'t': 0.3, 'mid': 99.975, 'spread': 0.03, 'bids': [[99.96, 23], [99.95, 75], [99.94, 150], [99.93, 325], [99.92, 500]], 'asks': [[99.99, 150], [100.0, 700], [100.01, 1550], [100.02, 500], [100.02, 1400]], 'fills': None, 'reward': 0.467, 'participation': 0.245, 'inv': -500, 'cash': 49981.5, 'remaining': 500.0, 'bankrupt': False}, {'t': 0.3333, 'mid': 99.935, 'spread': 0.03, 'bids': [[99.92, 100], [99.91, 275], [99.9, 300], [99.9, 150], [99.89, 625]], 'asks': [[99.95, 86], [99.96, 477], [99.96, 300], [99.97, 450], [99.98, 800]], 'fills': {'p': 99.96000000000001, 's': 23.0, 'type': 'passive'}, 'reward': 0.528, 'participation': 0.1953, 'inv': -523, 'cash': 52280.58, 'remaining': 477.0, 'bankrupt': False}, {'t': 0.3667, 'mid': 99.905, 'spread': 0.03, 'bids': [[99.89, 200], [99.88, 300], [99.88, 85], [99.87, 400], [99.87, 150]], 'asks': [[99.92, 333], [99.93, 300], [99.94, 450], [99.95, 600], [99.96, 477]], 'fills': {'p': 99.92, 's': 294.0, 'type': 'passive'}, 'reward': 0.467, 'participation': 0.2449, 'inv': -817, 'cash': 81657.06, 'remaining': 183.0, 'bankrupt': False}, {'t': 0.4, 'mid': 99.875, 'spread': 0.03, 'bids': [[99.86, 40], [99.85, 225], [99.85, 200], [99.84, 600], [99.83, 775]], 'asks': [[99.89, 58], [99.92, 435], [99.93, 450], [99.93, 400], [99.94, 1200]], 'fills': {'p': 99.89, 's': 308.0, 'type': 'passive'}, 'reward': 0.542, 'participation': 0.2705, 'inv': -1125, 'cash': 112428.67, 'remaining': -125.0, 'bankrupt': False}, {'t': 0.4333, 'mid': 99.87, 'spread': 0.04, 'bids': [[99.85, 75], [99.84, 150], [99.83, 225], [99.83, 100], [99.82, 300]], 'asks': [[99.89, 150], [99.9, 700], [99.91, 1050], [99.92, 1400], [99.93, 1750]], 'fills': {'p': 99.86, 's': 158.0, 'type': 'passive'}, 'reward': 0.51, 'participation': 0.2567, 'inv': -1283, 'cash': 128208.29, 'remaining': -283.0, 'bankrupt': False}, {'t': 0.4667, 'mid': 99.84, 'spread': 0.02, 'bids': [[99.83, 186], [99.83, 100], [99.82, 300], [99.82, 200], [99.81, 675]], 'asks': [[99.85, 100], [99.89, 250], [99.9, 700], [99.91, 1050], [99.92, 1400]], 'fills': None, 'reward': 0.553, 'participation': 0.219, 'inv': -1283, 'cash': 128208.29, 'remaining': -283.0, 'bankrupt': False}, {'t': 0.5, 'mid': 99.85, 'spread': 0.06, 'bids': [[99.82, 525], [99.81, 825], [99.8, 1100], [99.79, 1375], [99.72, 17]], 'asks': [[99.88, 150], [99.89, 750], [99.9, 1000], [99.91, 614], [99.91, 750]], 'fills': {'p': 99.85, 's': 300.0, 'type': 'passive'}, 'reward': 0.485, 'participation': 0.2342, 'inv': -1583, 'cash': 158161.29, 'remaining': -583.0, 'bankrupt': False}, {'t': 0.5333, 'mid': 99.805, 'spread': 0.03, 'bids': [[99.79, 375], [99.78, 550], [99.77, 225], [99.77, 500], [99.76, 300]], 'asks': [[99.82, 350], [99.84, 150], [99.85, 300], [99.86, 450], [99.87, 600]], 'fills': {'p': 99.82, 's': 250.0, 'type': 'passive'}, 'reward': 0.554, 'participation': 0.2345, 'inv': -1833, 'cash': 183123.29, 'remaining': -833.0, 'bankrupt': False}, {'t': 0.5667, 'mid': 99.77, 'spread': 0.04, 'bids': [[99.75, 75], [99.74, 100], [99.74, 150], [99.73, 425], [99.72, 300]], 'asks': [[99.79, 150], [99.8, 110], [99.8, 300], [99.81, 850], [99.82, 950]], 'fills': {'p': 99.79, 's': 1000.0, 'type': 'passive'}, 'reward': 0.511, 'participation': 0.3077, 'inv': -2833, 'cash': 282913.29, 'remaining': -1833.0, 'bankrupt': False}, {'t': 0.6, 'mid': 99.74, 'spread': 0.02, 'bids': [[99.73, 131], [99.72, 225], [99.72, 100], [99.71, 300], [99.71, 200]], 'asks': [[99.75, 775], [99.79, 1496], [99.8, 1050], [99.81, 1400], [99.82, 350]], 'fills': {'p': 99.75, 's': 225.0, 'type': 'passive'}, 'reward': 0.565, 'participation': 0.2967, 'inv': -3058, 'cash': 305357.04, 'remaining': -2058.0, 'bankrupt': False}] | |
| LLM response: {"type": "market", "side": "buy", "size": 1000} | |
| Parsed actions: [{'type': 'market', 'side': 'buy', 'size': 1000}] | |
| Step reward: 0.4870891250126958, Done: False, History: [{'t': 0.3333, 'mid': 99.935, 'spread': 0.03, 'bids': [[99.92, 100], [99.91, 275], [99.9, 300], [99.9, 150], [99.89, 625]], 'asks': [[99.95, 86], [99.96, 477], [99.96, 300], [99.97, 450], [99.98, 800]], 'fills': {'p': 99.96000000000001, 's': 23.0, 'type': 'passive'}, 'reward': 0.528, 'participation': 0.1953, 'inv': -523, 'cash': 52280.58, 'remaining': 477.0, 'bankrupt': False}, {'t': 0.3667, 'mid': 99.905, 'spread': 0.03, 'bids': [[99.89, 200], [99.88, 300], [99.88, 85], [99.87, 400], [99.87, 150]], 'asks': [[99.92, 333], [99.93, 300], [99.94, 450], [99.95, 600], [99.96, 477]], 'fills': {'p': 99.92, 's': 294.0, 'type': 'passive'}, 'reward': 0.467, 'participation': 0.2449, 'inv': -817, 'cash': 81657.06, 'remaining': 183.0, 'bankrupt': False}, {'t': 0.4, 'mid': 99.875, 'spread': 0.03, 'bids': [[99.86, 40], [99.85, 225], [99.85, 200], [99.84, 600], [99.83, 775]], 'asks': [[99.89, 58], [99.92, 435], [99.93, 450], [99.93, 400], [99.94, 1200]], 'fills': {'p': 99.89, 's': 308.0, 'type': 'passive'}, 'reward': 0.542, 'participation': 0.2705, 'inv': -1125, 'cash': 112428.67, 'remaining': -125.0, 'bankrupt': False}, {'t': 0.4333, 'mid': 99.87, 'spread': 0.04, 'bids': [[99.85, 75], [99.84, 150], [99.83, 225], [99.83, 100], [99.82, 300]], 'asks': [[99.89, 150], [99.9, 700], [99.91, 1050], [99.92, 1400], [99.93, 1750]], 'fills': {'p': 99.86, 's': 158.0, 'type': 'passive'}, 'reward': 0.51, 'participation': 0.2567, 'inv': -1283, 'cash': 128208.29, 'remaining': -283.0, 'bankrupt': False}, {'t': 0.4667, 'mid': 99.84, 'spread': 0.02, 'bids': [[99.83, 186], [99.83, 100], [99.82, 300], [99.82, 200], [99.81, 675]], 'asks': [[99.85, 100], [99.89, 250], [99.9, 700], [99.91, 1050], [99.92, 1400]], 'fills': None, 'reward': 0.553, 'participation': 0.219, 'inv': -1283, 'cash': 128208.29, 'remaining': -283.0, 'bankrupt': False}, {'t': 0.5, 'mid': 99.85, 'spread': 0.06, 'bids': [[99.82, 525], [99.81, 825], [99.8, 1100], [99.79, 1375], [99.72, 17]], 'asks': [[99.88, 150], [99.89, 750], [99.9, 1000], [99.91, 614], [99.91, 750]], 'fills': {'p': 99.85, 's': 300.0, 'type': 'passive'}, 'reward': 0.485, 'participation': 0.2342, 'inv': -1583, 'cash': 158161.29, 'remaining': -583.0, 'bankrupt': False}, {'t': 0.5333, 'mid': 99.805, 'spread': 0.03, 'bids': [[99.79, 375], [99.78, 550], [99.77, 225], [99.77, 500], [99.76, 300]], 'asks': [[99.82, 350], [99.84, 150], [99.85, 300], [99.86, 450], [99.87, 600]], 'fills': {'p': 99.82, 's': 250.0, 'type': 'passive'}, 'reward': 0.554, 'participation': 0.2345, 'inv': -1833, 'cash': 183123.29, 'remaining': -833.0, 'bankrupt': False}, {'t': 0.5667, 'mid': 99.77, 'spread': 0.04, 'bids': [[99.75, 75], [99.74, 100], [99.74, 150], [99.73, 425], [99.72, 300]], 'asks': [[99.79, 150], [99.8, 110], [99.8, 300], [99.81, 850], [99.82, 950]], 'fills': {'p': 99.79, 's': 1000.0, 'type': 'passive'}, 'reward': 0.511, 'participation': 0.3077, 'inv': -2833, 'cash': 282913.29, 'remaining': -1833.0, 'bankrupt': False}, {'t': 0.6, 'mid': 99.74, 'spread': 0.02, 'bids': [[99.73, 131], [99.72, 225], [99.72, 100], [99.71, 300], [99.71, 200]], 'asks': [[99.75, 775], [99.79, 1496], [99.8, 1050], [99.81, 1400], [99.82, 350]], 'fills': {'p': 99.75, 's': 225.0, 'type': 'passive'}, 'reward': 0.565, 'participation': 0.2967, 'inv': -3058, 'cash': 305357.04, 'remaining': -2058.0, 'bankrupt': False}, {'t': 0.6333, 'mid': 99.715, 'spread': 0.05, 'bids': [[99.69, 75], [99.68, 300], [99.68, 150], [99.67, 648], [99.66, 800]], 'asks': [[99.74, 250], [99.75, 666], [99.76, 800], [99.77, 1150], [99.78, 600]], 'fills': {'p': 99.75, 's': 1559.0, 'type': 'passive'}, 'reward': 0.487, 'participation': 0.3729, 'inv': -4617, 'cash': 460828.72, 'remaining': -3617.0, 'bankrupt': False}] | |
| LLM response: {"type": "market", "side": "buy", "size": 1000} | |
| Parsed actions: [{'type': 'market', 'side': 'buy', 'size': 1000}] | |
| Step reward: 0.4468318069970763, Done: False, History: [{'t': 0.3667, 'mid': 99.905, 'spread': 0.03, 'bids': [[99.89, 200], [99.88, 300], [99.88, 85], [99.87, 400], [99.87, 150]], 'asks': [[99.92, 333], [99.93, 300], [99.94, 450], [99.95, 600], [99.96, 477]], 'fills': {'p': 99.92, 's': 294.0, 'type': 'passive'}, 'reward': 0.467, 'participation': 0.2449, 'inv': -817, 'cash': 81657.06, 'remaining': 183.0, 'bankrupt': False}, {'t': 0.4, 'mid': 99.875, 'spread': 0.03, 'bids': [[99.86, 40], [99.85, 225], [99.85, 200], [99.84, 600], [99.83, 775]], 'asks': [[99.89, 58], [99.92, 435], [99.93, 450], [99.93, 400], [99.94, 1200]], 'fills': {'p': 99.89, 's': 308.0, 'type': 'passive'}, 'reward': 0.542, 'participation': 0.2705, 'inv': -1125, 'cash': 112428.67, 'remaining': -125.0, 'bankrupt': False}, {'t': 0.4333, 'mid': 99.87, 'spread': 0.04, 'bids': [[99.85, 75], [99.84, 150], [99.83, 225], [99.83, 100], [99.82, 300]], 'asks': [[99.89, 150], [99.9, 700], [99.91, 1050], [99.92, 1400], [99.93, 1750]], 'fills': {'p': 99.86, 's': 158.0, 'type': 'passive'}, 'reward': 0.51, 'participation': 0.2567, 'inv': -1283, 'cash': 128208.29, 'remaining': -283.0, 'bankrupt': False}, {'t': 0.4667, 'mid': 99.84, 'spread': 0.02, 'bids': [[99.83, 186], [99.83, 100], [99.82, 300], [99.82, 200], [99.81, 675]], 'asks': [[99.85, 100], [99.89, 250], [99.9, 700], [99.91, 1050], [99.92, 1400]], 'fills': None, 'reward': 0.553, 'participation': 0.219, 'inv': -1283, 'cash': 128208.29, 'remaining': -283.0, 'bankrupt': False}, {'t': 0.5, 'mid': 99.85, 'spread': 0.06, 'bids': [[99.82, 525], [99.81, 825], [99.8, 1100], [99.79, 1375], [99.72, 17]], 'asks': [[99.88, 150], [99.89, 750], [99.9, 1000], [99.91, 614], [99.91, 750]], 'fills': {'p': 99.85, 's': 300.0, 'type': 'passive'}, 'reward': 0.485, 'participation': 0.2342, 'inv': -1583, 'cash': 158161.29, 'remaining': -583.0, 'bankrupt': False}, {'t': 0.5333, 'mid': 99.805, 'spread': 0.03, 'bids': [[99.79, 375], [99.78, 550], [99.77, 225], [99.77, 500], [99.76, 300]], 'asks': [[99.82, 350], [99.84, 150], [99.85, 300], [99.86, 450], [99.87, 600]], 'fills': {'p': 99.82, 's': 250.0, 'type': 'passive'}, 'reward': 0.554, 'participation': 0.2345, 'inv': -1833, 'cash': 183123.29, 'remaining': -833.0, 'bankrupt': False}, {'t': 0.5667, 'mid': 99.77, 'spread': 0.04, 'bids': [[99.75, 75], [99.74, 100], [99.74, 150], [99.73, 425], [99.72, 300]], 'asks': [[99.79, 150], [99.8, 110], [99.8, 300], [99.81, 850], [99.82, 950]], 'fills': {'p': 99.79, 's': 1000.0, 'type': 'passive'}, 'reward': 0.511, 'participation': 0.3077, 'inv': -2833, 'cash': 282913.29, 'remaining': -1833.0, 'bankrupt': False}, {'t': 0.6, 'mid': 99.74, 'spread': 0.02, 'bids': [[99.73, 131], [99.72, 225], [99.72, 100], [99.71, 300], [99.71, 200]], 'asks': [[99.75, 775], [99.79, 1496], [99.8, 1050], [99.81, 1400], [99.82, 350]], 'fills': {'p': 99.75, 's': 225.0, 'type': 'passive'}, 'reward': 0.565, 'participation': 0.2967, 'inv': -3058, 'cash': 305357.04, 'remaining': -2058.0, 'bankrupt': False}, {'t': 0.6333, 'mid': 99.715, 'spread': 0.05, 'bids': [[99.69, 75], [99.68, 300], [99.68, 150], [99.67, 648], [99.66, 800]], 'asks': [[99.74, 250], [99.75, 666], [99.76, 800], [99.77, 1150], [99.78, 600]], 'fills': {'p': 99.75, 's': 1559.0, 'type': 'passive'}, 'reward': 0.487, 'participation': 0.3729, 'inv': -4617, 'cash': 460828.72, 'remaining': -3617.0, 'bankrupt': False}, {'t': 0.6667, 'mid': 99.7, 'spread': 0.08, 'bids': [[99.66, 73], [99.65, 400], [99.65, 375], [99.64, 500], [99.62, 22]], 'asks': [[99.74, 145], [99.75, 591], [99.75, 400], [99.76, 1200], [99.77, 29]], 'fills': {'p': 99.66000000000001, 's': 1075.0, 'type': 'active'}, 'reward': 0.447, 'participation': 0.3921, 'inv': -5692, 'cash': 567981.7, 'remaining': -4692.0, 'bankrupt': False}] | |
| LLM response: {"type": "market", "side": "buy", "size": 1000} | |
| Parsed actions: [{'type': 'market', 'side': 'buy', 'size': 1000}] | |
| Step reward: 0.4355274865984929, Done: False, History: [{'t': 0.4, 'mid': 99.875, 'spread': 0.03, 'bids': [[99.86, 40], [99.85, 225], [99.85, 200], [99.84, 600], [99.83, 775]], 'asks': [[99.89, 58], [99.92, 435], [99.93, 450], [99.93, 400], [99.94, 1200]], 'fills': {'p': 99.89, 's': 308.0, 'type': 'passive'}, 'reward': 0.542, 'participation': 0.2705, 'inv': -1125, 'cash': 112428.67, 'remaining': -125.0, 'bankrupt': False}, {'t': 0.4333, 'mid': 99.87, 'spread': 0.04, 'bids': [[99.85, 75], [99.84, 150], [99.83, 225], [99.83, 100], [99.82, 300]], 'asks': [[99.89, 150], [99.9, 700], [99.91, 1050], [99.92, 1400], [99.93, 1750]], 'fills': {'p': 99.86, 's': 158.0, 'type': 'passive'}, 'reward': 0.51, 'participation': 0.2567, 'inv': -1283, 'cash': 128208.29, 'remaining': -283.0, 'bankrupt': False}, {'t': 0.4667, 'mid': 99.84, 'spread': 0.02, 'bids': [[99.83, 186], [99.83, 100], [99.82, 300], [99.82, 200], [99.81, 675]], 'asks': [[99.85, 100], [99.89, 250], [99.9, 700], [99.91, 1050], [99.92, 1400]], 'fills': None, 'reward': 0.553, 'participation': 0.219, 'inv': -1283, 'cash': 128208.29, 'remaining': -283.0, 'bankrupt': False}, {'t': 0.5, 'mid': 99.85, 'spread': 0.06, 'bids': [[99.82, 525], [99.81, 825], [99.8, 1100], [99.79, 1375], [99.72, 17]], 'asks': [[99.88, 150], [99.89, 750], [99.9, 1000], [99.91, 614], [99.91, 750]], 'fills': {'p': 99.85, 's': 300.0, 'type': 'passive'}, 'reward': 0.485, 'participation': 0.2342, 'inv': -1583, 'cash': 158161.29, 'remaining': -583.0, 'bankrupt': False}, {'t': 0.5333, 'mid': 99.805, 'spread': 0.03, 'bids': [[99.79, 375], [99.78, 550], [99.77, 225], [99.77, 500], [99.76, 300]], 'asks': [[99.82, 350], [99.84, 150], [99.85, 300], [99.86, 450], [99.87, 600]], 'fills': {'p': 99.82, 's': 250.0, 'type': 'passive'}, 'reward': 0.554, 'participation': 0.2345, 'inv': -1833, 'cash': 183123.29, 'remaining': -833.0, 'bankrupt': False}, {'t': 0.5667, 'mid': 99.77, 'spread': 0.04, 'bids': [[99.75, 75], [99.74, 100], [99.74, 150], [99.73, 425], [99.72, 300]], 'asks': [[99.79, 150], [99.8, 110], [99.8, 300], [99.81, 850], [99.82, 950]], 'fills': {'p': 99.79, 's': 1000.0, 'type': 'passive'}, 'reward': 0.511, 'participation': 0.3077, 'inv': -2833, 'cash': 282913.29, 'remaining': -1833.0, 'bankrupt': False}, {'t': 0.6, 'mid': 99.74, 'spread': 0.02, 'bids': [[99.73, 131], [99.72, 225], [99.72, 100], [99.71, 300], [99.71, 200]], 'asks': [[99.75, 775], [99.79, 1496], [99.8, 1050], [99.81, 1400], [99.82, 350]], 'fills': {'p': 99.75, 's': 225.0, 'type': 'passive'}, 'reward': 0.565, 'participation': 0.2967, 'inv': -3058, 'cash': 305357.04, 'remaining': -2058.0, 'bankrupt': False}, {'t': 0.6333, 'mid': 99.715, 'spread': 0.05, 'bids': [[99.69, 75], [99.68, 300], [99.68, 150], [99.67, 648], [99.66, 800]], 'asks': [[99.74, 250], [99.75, 666], [99.76, 800], [99.77, 1150], [99.78, 600]], 'fills': {'p': 99.75, 's': 1559.0, 'type': 'passive'}, 'reward': 0.487, 'participation': 0.3729, 'inv': -4617, 'cash': 460828.72, 'remaining': -3617.0, 'bankrupt': False}, {'t': 0.6667, 'mid': 99.7, 'spread': 0.08, 'bids': [[99.66, 73], [99.65, 400], [99.65, 375], [99.64, 500], [99.62, 22]], 'asks': [[99.74, 145], [99.75, 591], [99.75, 400], [99.76, 1200], [99.77, 29]], 'fills': {'p': 99.66000000000001, 's': 1075.0, 'type': 'active'}, 'reward': 0.447, 'participation': 0.3921, 'inv': -5692, 'cash': 567981.7, 'remaining': -4692.0, 'bankrupt': False}, {'t': 0.7, 'mid': 99.67, 'spread': 0.04, 'bids': [[99.65, 75], [99.64, 150], [99.63, 225], [99.63, 279], [99.62, 300]], 'asks': [[99.69, 50], [99.7, 300], [99.71, 450], [99.71, 16], [99.72, 600]], 'fills': {'p': 99.63, 's': 1141.0, 'type': 'active'}, 'reward': 0.436, 'participation': 0.4087, 'inv': -6833, 'cash': 681693.95, 'remaining': -5833.0, 'bankrupt': False}] | |
| LLM response: {"type": "market", "side": "buy", "size": 1000} | |
| Parsed actions: [{'type': 'market', 'side': 'buy', 'size': 1000}] | |
| Step reward: 0.42696846605655253, Done: False, History: [{'t': 0.4333, 'mid': 99.87, 'spread': 0.04, 'bids': [[99.85, 75], [99.84, 150], [99.83, 225], [99.83, 100], [99.82, 300]], 'asks': [[99.89, 150], [99.9, 700], [99.91, 1050], [99.92, 1400], [99.93, 1750]], 'fills': {'p': 99.86, 's': 158.0, 'type': 'passive'}, 'reward': 0.51, 'participation': 0.2567, 'inv': -1283, 'cash': 128208.29, 'remaining': -283.0, 'bankrupt': False}, {'t': 0.4667, 'mid': 99.84, 'spread': 0.02, 'bids': [[99.83, 186], [99.83, 100], [99.82, 300], [99.82, 200], [99.81, 675]], 'asks': [[99.85, 100], [99.89, 250], [99.9, 700], [99.91, 1050], [99.92, 1400]], 'fills': None, 'reward': 0.553, 'participation': 0.219, 'inv': -1283, 'cash': 128208.29, 'remaining': -283.0, 'bankrupt': False}, {'t': 0.5, 'mid': 99.85, 'spread': 0.06, 'bids': [[99.82, 525], [99.81, 825], [99.8, 1100], [99.79, 1375], [99.72, 17]], 'asks': [[99.88, 150], [99.89, 750], [99.9, 1000], [99.91, 614], [99.91, 750]], 'fills': {'p': 99.85, 's': 300.0, 'type': 'passive'}, 'reward': 0.485, 'participation': 0.2342, 'inv': -1583, 'cash': 158161.29, 'remaining': -583.0, 'bankrupt': False}, {'t': 0.5333, 'mid': 99.805, 'spread': 0.03, 'bids': [[99.79, 375], [99.78, 550], [99.77, 225], [99.77, 500], [99.76, 300]], 'asks': [[99.82, 350], [99.84, 150], [99.85, 300], [99.86, 450], [99.87, 600]], 'fills': {'p': 99.82, 's': 250.0, 'type': 'passive'}, 'reward': 0.554, 'participation': 0.2345, 'inv': -1833, 'cash': 183123.29, 'remaining': -833.0, 'bankrupt': False}, {'t': 0.5667, 'mid': 99.77, 'spread': 0.04, 'bids': [[99.75, 75], [99.74, 100], [99.74, 150], [99.73, 425], [99.72, 300]], 'asks': [[99.79, 150], [99.8, 110], [99.8, 300], [99.81, 850], [99.82, 950]], 'fills': {'p': 99.79, 's': 1000.0, 'type': 'passive'}, 'reward': 0.511, 'participation': 0.3077, 'inv': -2833, 'cash': 282913.29, 'remaining': -1833.0, 'bankrupt': False}, {'t': 0.6, 'mid': 99.74, 'spread': 0.02, 'bids': [[99.73, 131], [99.72, 225], [99.72, 100], [99.71, 300], [99.71, 200]], 'asks': [[99.75, 775], [99.79, 1496], [99.8, 1050], [99.81, 1400], [99.82, 350]], 'fills': {'p': 99.75, 's': 225.0, 'type': 'passive'}, 'reward': 0.565, 'participation': 0.2967, 'inv': -3058, 'cash': 305357.04, 'remaining': -2058.0, 'bankrupt': False}, {'t': 0.6333, 'mid': 99.715, 'spread': 0.05, 'bids': [[99.69, 75], [99.68, 300], [99.68, 150], [99.67, 648], [99.66, 800]], 'asks': [[99.74, 250], [99.75, 666], [99.76, 800], [99.77, 1150], [99.78, 600]], 'fills': {'p': 99.75, 's': 1559.0, 'type': 'passive'}, 'reward': 0.487, 'participation': 0.3729, 'inv': -4617, 'cash': 460828.72, 'remaining': -3617.0, 'bankrupt': False}, {'t': 0.6667, 'mid': 99.7, 'spread': 0.08, 'bids': [[99.66, 73], [99.65, 400], [99.65, 375], [99.64, 500], [99.62, 22]], 'asks': [[99.74, 145], [99.75, 591], [99.75, 400], [99.76, 1200], [99.77, 29]], 'fills': {'p': 99.66000000000001, 's': 1075.0, 'type': 'active'}, 'reward': 0.447, 'participation': 0.3921, 'inv': -5692, 'cash': 567981.7, 'remaining': -4692.0, 'bankrupt': False}, {'t': 0.7, 'mid': 99.67, 'spread': 0.04, 'bids': [[99.65, 75], [99.64, 150], [99.63, 225], [99.63, 279], [99.62, 300]], 'asks': [[99.69, 50], [99.7, 300], [99.71, 450], [99.71, 16], [99.72, 600]], 'fills': {'p': 99.63, 's': 1141.0, 'type': 'active'}, 'reward': 0.436, 'participation': 0.4087, 'inv': -6833, 'cash': 681693.95, 'remaining': -5833.0, 'bankrupt': False}, {'t': 0.7333, 'mid': 99.64, 'spread': 0.08, 'bids': [[99.6, 50], [99.6, 300], [99.59, 400], [99.59, 375], [99.58, 524]], 'asks': [[99.68, 89], [99.69, 450], [99.69, 300], [99.7, 1200], [99.71, 1565]], 'fills': {'p': 99.60000000000001, 's': 1000.0, 'type': 'active'}, 'reward': 0.427, 'participation': 0.4149, 'inv': -7833, 'cash': 781305.45, 'remaining': -6833.0, 'bankrupt': False}] | |
| LLM response: [{"type": "market", "side": "buy", "size": 1000}] | |
| Parsed actions: [{'type': 'market', 'side': 'buy', 'size': 1000}] | |
| Step reward: 0.4254187074841932, Done: False, History: [{'t': 0.4667, 'mid': 99.84, 'spread': 0.02, 'bids': [[99.83, 186], [99.83, 100], [99.82, 300], [99.82, 200], [99.81, 675]], 'asks': [[99.85, 100], [99.89, 250], [99.9, 700], [99.91, 1050], [99.92, 1400]], 'fills': None, 'reward': 0.553, 'participation': 0.219, 'inv': -1283, 'cash': 128208.29, 'remaining': -283.0, 'bankrupt': False}, {'t': 0.5, 'mid': 99.85, 'spread': 0.06, 'bids': [[99.82, 525], [99.81, 825], [99.8, 1100], [99.79, 1375], [99.72, 17]], 'asks': [[99.88, 150], [99.89, 750], [99.9, 1000], [99.91, 614], [99.91, 750]], 'fills': {'p': 99.85, 's': 300.0, 'type': 'passive'}, 'reward': 0.485, 'participation': 0.2342, 'inv': -1583, 'cash': 158161.29, 'remaining': -583.0, 'bankrupt': False}, {'t': 0.5333, 'mid': 99.805, 'spread': 0.03, 'bids': [[99.79, 375], [99.78, 550], [99.77, 225], [99.77, 500], [99.76, 300]], 'asks': [[99.82, 350], [99.84, 150], [99.85, 300], [99.86, 450], [99.87, 600]], 'fills': {'p': 99.82, 's': 250.0, 'type': 'passive'}, 'reward': 0.554, 'participation': 0.2345, 'inv': -1833, 'cash': 183123.29, 'remaining': -833.0, 'bankrupt': False}, {'t': 0.5667, 'mid': 99.77, 'spread': 0.04, 'bids': [[99.75, 75], [99.74, 100], [99.74, 150], [99.73, 425], [99.72, 300]], 'asks': [[99.79, 150], [99.8, 110], [99.8, 300], [99.81, 850], [99.82, 950]], 'fills': {'p': 99.79, 's': 1000.0, 'type': 'passive'}, 'reward': 0.511, 'participation': 0.3077, 'inv': -2833, 'cash': 282913.29, 'remaining': -1833.0, 'bankrupt': False}, {'t': 0.6, 'mid': 99.74, 'spread': 0.02, 'bids': [[99.73, 131], [99.72, 225], [99.72, 100], [99.71, 300], [99.71, 200]], 'asks': [[99.75, 775], [99.79, 1496], [99.8, 1050], [99.81, 1400], [99.82, 350]], 'fills': {'p': 99.75, 's': 225.0, 'type': 'passive'}, 'reward': 0.565, 'participation': 0.2967, 'inv': -3058, 'cash': 305357.04, 'remaining': -2058.0, 'bankrupt': False}, {'t': 0.6333, 'mid': 99.715, 'spread': 0.05, 'bids': [[99.69, 75], [99.68, 300], [99.68, 150], [99.67, 648], [99.66, 800]], 'asks': [[99.74, 250], [99.75, 666], [99.76, 800], [99.77, 1150], [99.78, 600]], 'fills': {'p': 99.75, 's': 1559.0, 'type': 'passive'}, 'reward': 0.487, 'participation': 0.3729, 'inv': -4617, 'cash': 460828.72, 'remaining': -3617.0, 'bankrupt': False}, {'t': 0.6667, 'mid': 99.7, 'spread': 0.08, 'bids': [[99.66, 73], [99.65, 400], [99.65, 375], [99.64, 500], [99.62, 22]], 'asks': [[99.74, 145], [99.75, 591], [99.75, 400], [99.76, 1200], [99.77, 29]], 'fills': {'p': 99.66000000000001, 's': 1075.0, 'type': 'active'}, 'reward': 0.447, 'participation': 0.3921, 'inv': -5692, 'cash': 567981.7, 'remaining': -4692.0, 'bankrupt': False}, {'t': 0.7, 'mid': 99.67, 'spread': 0.04, 'bids': [[99.65, 75], [99.64, 150], [99.63, 225], [99.63, 279], [99.62, 300]], 'asks': [[99.69, 50], [99.7, 300], [99.71, 450], [99.71, 16], [99.72, 600]], 'fills': {'p': 99.63, 's': 1141.0, 'type': 'active'}, 'reward': 0.436, 'participation': 0.4087, 'inv': -6833, 'cash': 681693.95, 'remaining': -5833.0, 'bankrupt': False}, {'t': 0.7333, 'mid': 99.64, 'spread': 0.08, 'bids': [[99.6, 50], [99.6, 300], [99.59, 400], [99.59, 375], [99.58, 524]], 'asks': [[99.68, 89], [99.69, 450], [99.69, 300], [99.7, 1200], [99.71, 1565]], 'fills': {'p': 99.60000000000001, 's': 1000.0, 'type': 'active'}, 'reward': 0.427, 'participation': 0.4149, 'inv': -7833, 'cash': 781305.45, 'remaining': -6833.0, 'bankrupt': False}, {'t': 0.7667, 'mid': 99.635, 'spread': 0.05, 'bids': [[99.61, 75], [99.6, 100], [99.6, 150], [99.59, 445], [99.58, 300]], 'asks': [[99.66, 200], [99.67, 730], [99.68, 600], [99.68, 600], [99.69, 800]], 'fills': {'p': 99.58, 's': 1000.0, 'type': 'active'}, 'reward': 0.425, 'participation': 0.4193, 'inv': -8833, 'cash': 880894.2, 'remaining': -7833.0, 'bankrupt': False}] | |
| LLM response: [{"type": "market", "side": "buy", "size": 1000}] | |
| Parsed actions: [{'type': 'market', 'side': 'buy', 'size': 1000}] | |
| Step reward: 0.3997501955057365, Done: False, History: [{'t': 0.5, 'mid': 99.85, 'spread': 0.06, 'bids': [[99.82, 525], [99.81, 825], [99.8, 1100], [99.79, 1375], [99.72, 17]], 'asks': [[99.88, 150], [99.89, 750], [99.9, 1000], [99.91, 614], [99.91, 750]], 'fills': {'p': 99.85, 's': 300.0, 'type': 'passive'}, 'reward': 0.485, 'participation': 0.2342, 'inv': -1583, 'cash': 158161.29, 'remaining': -583.0, 'bankrupt': False}, {'t': 0.5333, 'mid': 99.805, 'spread': 0.03, 'bids': [[99.79, 375], [99.78, 550], [99.77, 225], [99.77, 500], [99.76, 300]], 'asks': [[99.82, 350], [99.84, 150], [99.85, 300], [99.86, 450], [99.87, 600]], 'fills': {'p': 99.82, 's': 250.0, 'type': 'passive'}, 'reward': 0.554, 'participation': 0.2345, 'inv': -1833, 'cash': 183123.29, 'remaining': -833.0, 'bankrupt': False}, {'t': 0.5667, 'mid': 99.77, 'spread': 0.04, 'bids': [[99.75, 75], [99.74, 100], [99.74, 150], [99.73, 425], [99.72, 300]], 'asks': [[99.79, 150], [99.8, 110], [99.8, 300], [99.81, 850], [99.82, 950]], 'fills': {'p': 99.79, 's': 1000.0, 'type': 'passive'}, 'reward': 0.511, 'participation': 0.3077, 'inv': -2833, 'cash': 282913.29, 'remaining': -1833.0, 'bankrupt': False}, {'t': 0.6, 'mid': 99.74, 'spread': 0.02, 'bids': [[99.73, 131], [99.72, 225], [99.72, 100], [99.71, 300], [99.71, 200]], 'asks': [[99.75, 775], [99.79, 1496], [99.8, 1050], [99.81, 1400], [99.82, 350]], 'fills': {'p': 99.75, 's': 225.0, 'type': 'passive'}, 'reward': 0.565, 'participation': 0.2967, 'inv': -3058, 'cash': 305357.04, 'remaining': -2058.0, 'bankrupt': False}, {'t': 0.6333, 'mid': 99.715, 'spread': 0.05, 'bids': [[99.69, 75], [99.68, 300], [99.68, 150], [99.67, 648], [99.66, 800]], 'asks': [[99.74, 250], [99.75, 666], [99.76, 800], [99.77, 1150], [99.78, 600]], 'fills': {'p': 99.75, 's': 1559.0, 'type': 'passive'}, 'reward': 0.487, 'participation': 0.3729, 'inv': -4617, 'cash': 460828.72, 'remaining': -3617.0, 'bankrupt': False}, {'t': 0.6667, 'mid': 99.7, 'spread': 0.08, 'bids': [[99.66, 73], [99.65, 400], [99.65, 375], [99.64, 500], [99.62, 22]], 'asks': [[99.74, 145], [99.75, 591], [99.75, 400], [99.76, 1200], [99.77, 29]], 'fills': {'p': 99.66000000000001, 's': 1075.0, 'type': 'active'}, 'reward': 0.447, 'participation': 0.3921, 'inv': -5692, 'cash': 567981.7, 'remaining': -4692.0, 'bankrupt': False}, {'t': 0.7, 'mid': 99.67, 'spread': 0.04, 'bids': [[99.65, 75], [99.64, 150], [99.63, 225], [99.63, 279], [99.62, 300]], 'asks': [[99.69, 50], [99.7, 300], [99.71, 450], [99.71, 16], [99.72, 600]], 'fills': {'p': 99.63, 's': 1141.0, 'type': 'active'}, 'reward': 0.436, 'participation': 0.4087, 'inv': -6833, 'cash': 681693.95, 'remaining': -5833.0, 'bankrupt': False}, {'t': 0.7333, 'mid': 99.64, 'spread': 0.08, 'bids': [[99.6, 50], [99.6, 300], [99.59, 400], [99.59, 375], [99.58, 524]], 'asks': [[99.68, 89], [99.69, 450], [99.69, 300], [99.7, 1200], [99.71, 1565]], 'fills': {'p': 99.60000000000001, 's': 1000.0, 'type': 'active'}, 'reward': 0.427, 'participation': 0.4149, 'inv': -7833, 'cash': 781305.45, 'remaining': -6833.0, 'bankrupt': False}, {'t': 0.7667, 'mid': 99.635, 'spread': 0.05, 'bids': [[99.61, 75], [99.6, 100], [99.6, 150], [99.59, 445], [99.58, 300]], 'asks': [[99.66, 200], [99.67, 730], [99.68, 600], [99.68, 600], [99.69, 800]], 'fills': {'p': 99.58, 's': 1000.0, 'type': 'active'}, 'reward': 0.425, 'participation': 0.4193, 'inv': -8833, 'cash': 880894.2, 'remaining': -7833.0, 'bankrupt': False}, {'t': 0.8, 'mid': 99.6, 'spread': 0.06, 'bids': [[99.57, 145], [99.56, 550], [99.55, 225], [99.55, 500], [99.54, 300]], 'asks': [[99.63, 90], [99.64, 600], [99.65, 848], [99.66, 400], [99.67, 600]], 'fills': {'p': 99.58, 's': 1000.0, 'type': 'active'}, 'reward': 0.4, 'participation': 0.4223, 'inv': -9833, 'cash': 980482.9, 'remaining': -8833.0, 'bankrupt': False}] | |
| LLM response: [{"type": "market", "side": "buy", "size": 1000}] | |
| Parsed actions: [{'type': 'market', 'side': 'buy', 'size': 1000}] | |
| Step reward: 0.39854553854304076, Done: False, History: [{'t': 0.5333, 'mid': 99.805, 'spread': 0.03, 'bids': [[99.79, 375], [99.78, 550], [99.77, 225], [99.77, 500], [99.76, 300]], 'asks': [[99.82, 350], [99.84, 150], [99.85, 300], [99.86, 450], [99.87, 600]], 'fills': {'p': 99.82, 's': 250.0, 'type': 'passive'}, 'reward': 0.554, 'participation': 0.2345, 'inv': -1833, 'cash': 183123.29, 'remaining': -833.0, 'bankrupt': False}, {'t': 0.5667, 'mid': 99.77, 'spread': 0.04, 'bids': [[99.75, 75], [99.74, 100], [99.74, 150], [99.73, 425], [99.72, 300]], 'asks': [[99.79, 150], [99.8, 110], [99.8, 300], [99.81, 850], [99.82, 950]], 'fills': {'p': 99.79, 's': 1000.0, 'type': 'passive'}, 'reward': 0.511, 'participation': 0.3077, 'inv': -2833, 'cash': 282913.29, 'remaining': -1833.0, 'bankrupt': False}, {'t': 0.6, 'mid': 99.74, 'spread': 0.02, 'bids': [[99.73, 131], [99.72, 225], [99.72, 100], [99.71, 300], [99.71, 200]], 'asks': [[99.75, 775], [99.79, 1496], [99.8, 1050], [99.81, 1400], [99.82, 350]], 'fills': {'p': 99.75, 's': 225.0, 'type': 'passive'}, 'reward': 0.565, 'participation': 0.2967, 'inv': -3058, 'cash': 305357.04, 'remaining': -2058.0, 'bankrupt': False}, {'t': 0.6333, 'mid': 99.715, 'spread': 0.05, 'bids': [[99.69, 75], [99.68, 300], [99.68, 150], [99.67, 648], [99.66, 800]], 'asks': [[99.74, 250], [99.75, 666], [99.76, 800], [99.77, 1150], [99.78, 600]], 'fills': {'p': 99.75, 's': 1559.0, 'type': 'passive'}, 'reward': 0.487, 'participation': 0.3729, 'inv': -4617, 'cash': 460828.72, 'remaining': -3617.0, 'bankrupt': False}, {'t': 0.6667, 'mid': 99.7, 'spread': 0.08, 'bids': [[99.66, 73], [99.65, 400], [99.65, 375], [99.64, 500], [99.62, 22]], 'asks': [[99.74, 145], [99.75, 591], [99.75, 400], [99.76, 1200], [99.77, 29]], 'fills': {'p': 99.66000000000001, 's': 1075.0, 'type': 'active'}, 'reward': 0.447, 'participation': 0.3921, 'inv': -5692, 'cash': 567981.7, 'remaining': -4692.0, 'bankrupt': False}, {'t': 0.7, 'mid': 99.67, 'spread': 0.04, 'bids': [[99.65, 75], [99.64, 150], [99.63, 225], [99.63, 279], [99.62, 300]], 'asks': [[99.69, 50], [99.7, 300], [99.71, 450], [99.71, 16], [99.72, 600]], 'fills': {'p': 99.63, 's': 1141.0, 'type': 'active'}, 'reward': 0.436, 'participation': 0.4087, 'inv': -6833, 'cash': 681693.95, 'remaining': -5833.0, 'bankrupt': False}, {'t': 0.7333, 'mid': 99.64, 'spread': 0.08, 'bids': [[99.6, 50], [99.6, 300], [99.59, 400], [99.59, 375], [99.58, 524]], 'asks': [[99.68, 89], [99.69, 450], [99.69, 300], [99.7, 1200], [99.71, 1565]], 'fills': {'p': 99.60000000000001, 's': 1000.0, 'type': 'active'}, 'reward': 0.427, 'participation': 0.4149, 'inv': -7833, 'cash': 781305.45, 'remaining': -6833.0, 'bankrupt': False}, {'t': 0.7667, 'mid': 99.635, 'spread': 0.05, 'bids': [[99.61, 75], [99.6, 100], [99.6, 150], [99.59, 445], [99.58, 300]], 'asks': [[99.66, 200], [99.67, 730], [99.68, 600], [99.68, 600], [99.69, 800]], 'fills': {'p': 99.58, 's': 1000.0, 'type': 'active'}, 'reward': 0.425, 'participation': 0.4193, 'inv': -8833, 'cash': 880894.2, 'remaining': -7833.0, 'bankrupt': False}, {'t': 0.8, 'mid': 99.6, 'spread': 0.06, 'bids': [[99.57, 145], [99.56, 550], [99.55, 225], [99.55, 500], [99.54, 300]], 'asks': [[99.63, 90], [99.64, 600], [99.65, 848], [99.66, 400], [99.67, 600]], 'fills': {'p': 99.58, 's': 1000.0, 'type': 'active'}, 'reward': 0.4, 'participation': 0.4223, 'inv': -9833, 'cash': 980482.9, 'remaining': -8833.0, 'bankrupt': False}, {'t': 0.8333, 'mid': 99.575, 'spread': 0.07, 'bids': [[99.54, 75], [99.54, 150], [99.53, 625], [99.52, 800], [99.51, 375]], 'asks': [[99.61, 85], [99.62, 700], [99.63, 1150], [99.64, 600], [99.65, 827]], 'fills': {'p': 99.54, 's': 1000.0, 'type': 'active'}, 'reward': 0.399, 'participation': 0.4248, 'inv': -10833, 'cash': 1080034.4, 'remaining': -9833.0, 'bankrupt': False}] | |
| LLM response: {"type": "market", "side": "buy", "size": 1000} | |
| Parsed actions: [{'type': 'market', 'side': 'buy', 'size': 1000}] | |
| Step reward: 0.39255722108702856, Done: False, History: [{'t': 0.5667, 'mid': 99.77, 'spread': 0.04, 'bids': [[99.75, 75], [99.74, 100], [99.74, 150], [99.73, 425], [99.72, 300]], 'asks': [[99.79, 150], [99.8, 110], [99.8, 300], [99.81, 850], [99.82, 950]], 'fills': {'p': 99.79, 's': 1000.0, 'type': 'passive'}, 'reward': 0.511, 'participation': 0.3077, 'inv': -2833, 'cash': 282913.29, 'remaining': -1833.0, 'bankrupt': False}, {'t': 0.6, 'mid': 99.74, 'spread': 0.02, 'bids': [[99.73, 131], [99.72, 225], [99.72, 100], [99.71, 300], [99.71, 200]], 'asks': [[99.75, 775], [99.79, 1496], [99.8, 1050], [99.81, 1400], [99.82, 350]], 'fills': {'p': 99.75, 's': 225.0, 'type': 'passive'}, 'reward': 0.565, 'participation': 0.2967, 'inv': -3058, 'cash': 305357.04, 'remaining': -2058.0, 'bankrupt': False}, {'t': 0.6333, 'mid': 99.715, 'spread': 0.05, 'bids': [[99.69, 75], [99.68, 300], [99.68, 150], [99.67, 648], [99.66, 800]], 'asks': [[99.74, 250], [99.75, 666], [99.76, 800], [99.77, 1150], [99.78, 600]], 'fills': {'p': 99.75, 's': 1559.0, 'type': 'passive'}, 'reward': 0.487, 'participation': 0.3729, 'inv': -4617, 'cash': 460828.72, 'remaining': -3617.0, 'bankrupt': False}, {'t': 0.6667, 'mid': 99.7, 'spread': 0.08, 'bids': [[99.66, 73], [99.65, 400], [99.65, 375], [99.64, 500], [99.62, 22]], 'asks': [[99.74, 145], [99.75, 591], [99.75, 400], [99.76, 1200], [99.77, 29]], 'fills': {'p': 99.66000000000001, 's': 1075.0, 'type': 'active'}, 'reward': 0.447, 'participation': 0.3921, 'inv': -5692, 'cash': 567981.7, 'remaining': -4692.0, 'bankrupt': False}, {'t': 0.7, 'mid': 99.67, 'spread': 0.04, 'bids': [[99.65, 75], [99.64, 150], [99.63, 225], [99.63, 279], [99.62, 300]], 'asks': [[99.69, 50], [99.7, 300], [99.71, 450], [99.71, 16], [99.72, 600]], 'fills': {'p': 99.63, 's': 1141.0, 'type': 'active'}, 'reward': 0.436, 'participation': 0.4087, 'inv': -6833, 'cash': 681693.95, 'remaining': -5833.0, 'bankrupt': False}, {'t': 0.7333, 'mid': 99.64, 'spread': 0.08, 'bids': [[99.6, 50], [99.6, 300], [99.59, 400], [99.59, 375], [99.58, 524]], 'asks': [[99.68, 89], [99.69, 450], [99.69, 300], [99.7, 1200], [99.71, 1565]], 'fills': {'p': 99.60000000000001, 's': 1000.0, 'type': 'active'}, 'reward': 0.427, 'participation': 0.4149, 'inv': -7833, 'cash': 781305.45, 'remaining': -6833.0, 'bankrupt': False}, {'t': 0.7667, 'mid': 99.635, 'spread': 0.05, 'bids': [[99.61, 75], [99.6, 100], [99.6, 150], [99.59, 445], [99.58, 300]], 'asks': [[99.66, 200], [99.67, 730], [99.68, 600], [99.68, 600], [99.69, 800]], 'fills': {'p': 99.58, 's': 1000.0, 'type': 'active'}, 'reward': 0.425, 'participation': 0.4193, 'inv': -8833, 'cash': 880894.2, 'remaining': -7833.0, 'bankrupt': False}, {'t': 0.8, 'mid': 99.6, 'spread': 0.06, 'bids': [[99.57, 145], [99.56, 550], [99.55, 225], [99.55, 500], [99.54, 300]], 'asks': [[99.63, 90], [99.64, 600], [99.65, 848], [99.66, 400], [99.67, 600]], 'fills': {'p': 99.58, 's': 1000.0, 'type': 'active'}, 'reward': 0.4, 'participation': 0.4223, 'inv': -9833, 'cash': 980482.9, 'remaining': -8833.0, 'bankrupt': False}, {'t': 0.8333, 'mid': 99.575, 'spread': 0.07, 'bids': [[99.54, 75], [99.54, 150], [99.53, 625], [99.52, 800], [99.51, 375]], 'asks': [[99.61, 85], [99.62, 700], [99.63, 1150], [99.64, 600], [99.65, 827]], 'fills': {'p': 99.54, 's': 1000.0, 'type': 'active'}, 'reward': 0.399, 'participation': 0.4248, 'inv': -10833, 'cash': 1080034.4, 'remaining': -9833.0, 'bankrupt': False}, {'t': 0.8667, 'mid': 99.56, 'spread': 0.08, 'bids': [[99.52, 50], [99.52, 300], [99.51, 400], [99.51, 375], [99.5, 500]], 'asks': [[99.6, 50], [99.61, 700], [99.62, 1050], [99.63, 1400], [99.64, 1750]], 'fills': {'p': 99.52000000000001, 's': 1000.0, 'type': 'active'}, 'reward': 0.393, 'participation': 0.4272, 'inv': -11833, 'cash': 1179565.9, 'remaining': -10833.0, 'bankrupt': False}] | |
| LLM response: [{"type": "market", "side": "buy", "size": 1000}] | |
| Parsed actions: [{'type': 'market', 'side': 'buy', 'size': 1000}] | |
| Step reward: 0.38189441297148347, Done: False, History: [{'t': 0.6, 'mid': 99.74, 'spread': 0.02, 'bids': [[99.73, 131], [99.72, 225], [99.72, 100], [99.71, 300], [99.71, 200]], 'asks': [[99.75, 775], [99.79, 1496], [99.8, 1050], [99.81, 1400], [99.82, 350]], 'fills': {'p': 99.75, 's': 225.0, 'type': 'passive'}, 'reward': 0.565, 'participation': 0.2967, 'inv': -3058, 'cash': 305357.04, 'remaining': -2058.0, 'bankrupt': False}, {'t': 0.6333, 'mid': 99.715, 'spread': 0.05, 'bids': [[99.69, 75], [99.68, 300], [99.68, 150], [99.67, 648], [99.66, 800]], 'asks': [[99.74, 250], [99.75, 666], [99.76, 800], [99.77, 1150], [99.78, 600]], 'fills': {'p': 99.75, 's': 1559.0, 'type': 'passive'}, 'reward': 0.487, 'participation': 0.3729, 'inv': -4617, 'cash': 460828.72, 'remaining': -3617.0, 'bankrupt': False}, {'t': 0.6667, 'mid': 99.7, 'spread': 0.08, 'bids': [[99.66, 73], [99.65, 400], [99.65, 375], [99.64, 500], [99.62, 22]], 'asks': [[99.74, 145], [99.75, 591], [99.75, 400], [99.76, 1200], [99.77, 29]], 'fills': {'p': 99.66000000000001, 's': 1075.0, 'type': 'active'}, 'reward': 0.447, 'participation': 0.3921, 'inv': -5692, 'cash': 567981.7, 'remaining': -4692.0, 'bankrupt': False}, {'t': 0.7, 'mid': 99.67, 'spread': 0.04, 'bids': [[99.65, 75], [99.64, 150], [99.63, 225], [99.63, 279], [99.62, 300]], 'asks': [[99.69, 50], [99.7, 300], [99.71, 450], [99.71, 16], [99.72, 600]], 'fills': {'p': 99.63, 's': 1141.0, 'type': 'active'}, 'reward': 0.436, 'participation': 0.4087, 'inv': -6833, 'cash': 681693.95, 'remaining': -5833.0, 'bankrupt': False}, {'t': 0.7333, 'mid': 99.64, 'spread': 0.08, 'bids': [[99.6, 50], [99.6, 300], [99.59, 400], [99.59, 375], [99.58, 524]], 'asks': [[99.68, 89], [99.69, 450], [99.69, 300], [99.7, 1200], [99.71, 1565]], 'fills': {'p': 99.60000000000001, 's': 1000.0, 'type': 'active'}, 'reward': 0.427, 'participation': 0.4149, 'inv': -7833, 'cash': 781305.45, 'remaining': -6833.0, 'bankrupt': False}, {'t': 0.7667, 'mid': 99.635, 'spread': 0.05, 'bids': [[99.61, 75], [99.6, 100], [99.6, 150], [99.59, 445], [99.58, 300]], 'asks': [[99.66, 200], [99.67, 730], [99.68, 600], [99.68, 600], [99.69, 800]], 'fills': {'p': 99.58, 's': 1000.0, 'type': 'active'}, 'reward': 0.425, 'participation': 0.4193, 'inv': -8833, 'cash': 880894.2, 'remaining': -7833.0, 'bankrupt': False}, {'t': 0.8, 'mid': 99.6, 'spread': 0.06, 'bids': [[99.57, 145], [99.56, 550], [99.55, 225], [99.55, 500], [99.54, 300]], 'asks': [[99.63, 90], [99.64, 600], [99.65, 848], [99.66, 400], [99.67, 600]], 'fills': {'p': 99.58, 's': 1000.0, 'type': 'active'}, 'reward': 0.4, 'participation': 0.4223, 'inv': -9833, 'cash': 980482.9, 'remaining': -8833.0, 'bankrupt': False}, {'t': 0.8333, 'mid': 99.575, 'spread': 0.07, 'bids': [[99.54, 75], [99.54, 150], [99.53, 625], [99.52, 800], [99.51, 375]], 'asks': [[99.61, 85], [99.62, 700], [99.63, 1150], [99.64, 600], [99.65, 827]], 'fills': {'p': 99.54, 's': 1000.0, 'type': 'active'}, 'reward': 0.399, 'participation': 0.4248, 'inv': -10833, 'cash': 1080034.4, 'remaining': -9833.0, 'bankrupt': False}, {'t': 0.8667, 'mid': 99.56, 'spread': 0.08, 'bids': [[99.52, 50], [99.52, 300], [99.51, 400], [99.51, 375], [99.5, 500]], 'asks': [[99.6, 50], [99.61, 700], [99.62, 1050], [99.63, 1400], [99.64, 1750]], 'fills': {'p': 99.52000000000001, 's': 1000.0, 'type': 'active'}, 'reward': 0.393, 'participation': 0.4272, 'inv': -11833, 'cash': 1179565.9, 'remaining': -10833.0, 'bankrupt': False}, {'t': 0.9, 'mid': 99.535, 'spread': 0.05, 'bids': [[99.51, 75], [99.5, 150], [99.49, 225], [99.49, 392], [99.48, 327]], 'asks': [[99.56, 150], [99.57, 300], [99.58, 450], [99.59, 600], [99.6, 300]], 'fills': {'p': 99.5, 's': 1000.0, 'type': 'active'}, 'reward': 0.382, 'participation': 0.4292, 'inv': -12833, 'cash': 1279079.65, 'remaining': -11833.0, 'bankrupt': False}] | |
| LLM response: {"type": "market", "side": "buy", "size": 1000} | |
| Parsed actions: [{'type': 'market', 'side': 'buy', 'size': 1000}] | |
| Step reward: 0.37849902033658445, Done: False, History: [{'t': 0.6333, 'mid': 99.715, 'spread': 0.05, 'bids': [[99.69, 75], [99.68, 300], [99.68, 150], [99.67, 648], [99.66, 800]], 'asks': [[99.74, 250], [99.75, 666], [99.76, 800], [99.77, 1150], [99.78, 600]], 'fills': {'p': 99.75, 's': 1559.0, 'type': 'passive'}, 'reward': 0.487, 'participation': 0.3729, 'inv': -4617, 'cash': 460828.72, 'remaining': -3617.0, 'bankrupt': False}, {'t': 0.6667, 'mid': 99.7, 'spread': 0.08, 'bids': [[99.66, 73], [99.65, 400], [99.65, 375], [99.64, 500], [99.62, 22]], 'asks': [[99.74, 145], [99.75, 591], [99.75, 400], [99.76, 1200], [99.77, 29]], 'fills': {'p': 99.66000000000001, 's': 1075.0, 'type': 'active'}, 'reward': 0.447, 'participation': 0.3921, 'inv': -5692, 'cash': 567981.7, 'remaining': -4692.0, 'bankrupt': False}, {'t': 0.7, 'mid': 99.67, 'spread': 0.04, 'bids': [[99.65, 75], [99.64, 150], [99.63, 225], [99.63, 279], [99.62, 300]], 'asks': [[99.69, 50], [99.7, 300], [99.71, 450], [99.71, 16], [99.72, 600]], 'fills': {'p': 99.63, 's': 1141.0, 'type': 'active'}, 'reward': 0.436, 'participation': 0.4087, 'inv': -6833, 'cash': 681693.95, 'remaining': -5833.0, 'bankrupt': False}, {'t': 0.7333, 'mid': 99.64, 'spread': 0.08, 'bids': [[99.6, 50], [99.6, 300], [99.59, 400], [99.59, 375], [99.58, 524]], 'asks': [[99.68, 89], [99.69, 450], [99.69, 300], [99.7, 1200], [99.71, 1565]], 'fills': {'p': 99.60000000000001, 's': 1000.0, 'type': 'active'}, 'reward': 0.427, 'participation': 0.4149, 'inv': -7833, 'cash': 781305.45, 'remaining': -6833.0, 'bankrupt': False}, {'t': 0.7667, 'mid': 99.635, 'spread': 0.05, 'bids': [[99.61, 75], [99.6, 100], [99.6, 150], [99.59, 445], [99.58, 300]], 'asks': [[99.66, 200], [99.67, 730], [99.68, 600], [99.68, 600], [99.69, 800]], 'fills': {'p': 99.58, 's': 1000.0, 'type': 'active'}, 'reward': 0.425, 'participation': 0.4193, 'inv': -8833, 'cash': 880894.2, 'remaining': -7833.0, 'bankrupt': False}, {'t': 0.8, 'mid': 99.6, 'spread': 0.06, 'bids': [[99.57, 145], [99.56, 550], [99.55, 225], [99.55, 500], [99.54, 300]], 'asks': [[99.63, 90], [99.64, 600], [99.65, 848], [99.66, 400], [99.67, 600]], 'fills': {'p': 99.58, 's': 1000.0, 'type': 'active'}, 'reward': 0.4, 'participation': 0.4223, 'inv': -9833, 'cash': 980482.9, 'remaining': -8833.0, 'bankrupt': False}, {'t': 0.8333, 'mid': 99.575, 'spread': 0.07, 'bids': [[99.54, 75], [99.54, 150], [99.53, 625], [99.52, 800], [99.51, 375]], 'asks': [[99.61, 85], [99.62, 700], [99.63, 1150], [99.64, 600], [99.65, 827]], 'fills': {'p': 99.54, 's': 1000.0, 'type': 'active'}, 'reward': 0.399, 'participation': 0.4248, 'inv': -10833, 'cash': 1080034.4, 'remaining': -9833.0, 'bankrupt': False}, {'t': 0.8667, 'mid': 99.56, 'spread': 0.08, 'bids': [[99.52, 50], [99.52, 300], [99.51, 400], [99.51, 375], [99.5, 500]], 'asks': [[99.6, 50], [99.61, 700], [99.62, 1050], [99.63, 1400], [99.64, 1750]], 'fills': {'p': 99.52000000000001, 's': 1000.0, 'type': 'active'}, 'reward': 0.393, 'participation': 0.4272, 'inv': -11833, 'cash': 1179565.9, 'remaining': -10833.0, 'bankrupt': False}, {'t': 0.9, 'mid': 99.535, 'spread': 0.05, 'bids': [[99.51, 75], [99.5, 150], [99.49, 225], [99.49, 392], [99.48, 327]], 'asks': [[99.56, 150], [99.57, 300], [99.58, 450], [99.59, 600], [99.6, 300]], 'fills': {'p': 99.5, 's': 1000.0, 'type': 'active'}, 'reward': 0.382, 'participation': 0.4292, 'inv': -12833, 'cash': 1279079.65, 'remaining': -11833.0, 'bankrupt': False}, {'t': 0.9333, 'mid': 99.515, 'spread': 0.09, 'bids': [[99.47, 65], [99.47, 300], [99.46, 400], [99.46, 375], [99.45, 500]], 'asks': [[99.56, 450], [99.57, 1050], [99.58, 1400], [99.59, 1750], [99.65, 14]], 'fills': {'p': 99.47000000000001, 's': 1000.0, 'type': 'active'}, 'reward': 0.378, 'participation': 0.4307, 'inv': -13833, 'cash': 1378561.42, 'remaining': -12833.0, 'bankrupt': False}] | |
| LLM response: {"type": "market", "side": "buy", "size": 1000} | |
| Parsed actions: [{'type': 'market', 'side': 'buy', 'size': 1000}] | |
| Step reward: 0.363511243439104, Done: False, History: [{'t': 0.6667, 'mid': 99.7, 'spread': 0.08, 'bids': [[99.66, 73], [99.65, 400], [99.65, 375], [99.64, 500], [99.62, 22]], 'asks': [[99.74, 145], [99.75, 591], [99.75, 400], [99.76, 1200], [99.77, 29]], 'fills': {'p': 99.66000000000001, 's': 1075.0, 'type': 'active'}, 'reward': 0.447, 'participation': 0.3921, 'inv': -5692, 'cash': 567981.7, 'remaining': -4692.0, 'bankrupt': False}, {'t': 0.7, 'mid': 99.67, 'spread': 0.04, 'bids': [[99.65, 75], [99.64, 150], [99.63, 225], [99.63, 279], [99.62, 300]], 'asks': [[99.69, 50], [99.7, 300], [99.71, 450], [99.71, 16], [99.72, 600]], 'fills': {'p': 99.63, 's': 1141.0, 'type': 'active'}, 'reward': 0.436, 'participation': 0.4087, 'inv': -6833, 'cash': 681693.95, 'remaining': -5833.0, 'bankrupt': False}, {'t': 0.7333, 'mid': 99.64, 'spread': 0.08, 'bids': [[99.6, 50], [99.6, 300], [99.59, 400], [99.59, 375], [99.58, 524]], 'asks': [[99.68, 89], [99.69, 450], [99.69, 300], [99.7, 1200], [99.71, 1565]], 'fills': {'p': 99.60000000000001, 's': 1000.0, 'type': 'active'}, 'reward': 0.427, 'participation': 0.4149, 'inv': -7833, 'cash': 781305.45, 'remaining': -6833.0, 'bankrupt': False}, {'t': 0.7667, 'mid': 99.635, 'spread': 0.05, 'bids': [[99.61, 75], [99.6, 100], [99.6, 150], [99.59, 445], [99.58, 300]], 'asks': [[99.66, 200], [99.67, 730], [99.68, 600], [99.68, 600], [99.69, 800]], 'fills': {'p': 99.58, 's': 1000.0, 'type': 'active'}, 'reward': 0.425, 'participation': 0.4193, 'inv': -8833, 'cash': 880894.2, 'remaining': -7833.0, 'bankrupt': False}, {'t': 0.8, 'mid': 99.6, 'spread': 0.06, 'bids': [[99.57, 145], [99.56, 550], [99.55, 225], [99.55, 500], [99.54, 300]], 'asks': [[99.63, 90], [99.64, 600], [99.65, 848], [99.66, 400], [99.67, 600]], 'fills': {'p': 99.58, 's': 1000.0, 'type': 'active'}, 'reward': 0.4, 'participation': 0.4223, 'inv': -9833, 'cash': 980482.9, 'remaining': -8833.0, 'bankrupt': False}, {'t': 0.8333, 'mid': 99.575, 'spread': 0.07, 'bids': [[99.54, 75], [99.54, 150], [99.53, 625], [99.52, 800], [99.51, 375]], 'asks': [[99.61, 85], [99.62, 700], [99.63, 1150], [99.64, 600], [99.65, 827]], 'fills': {'p': 99.54, 's': 1000.0, 'type': 'active'}, 'reward': 0.399, 'participation': 0.4248, 'inv': -10833, 'cash': 1080034.4, 'remaining': -9833.0, 'bankrupt': False}, {'t': 0.8667, 'mid': 99.56, 'spread': 0.08, 'bids': [[99.52, 50], [99.52, 300], [99.51, 400], [99.51, 375], [99.5, 500]], 'asks': [[99.6, 50], [99.61, 700], [99.62, 1050], [99.63, 1400], [99.64, 1750]], 'fills': {'p': 99.52000000000001, 's': 1000.0, 'type': 'active'}, 'reward': 0.393, 'participation': 0.4272, 'inv': -11833, 'cash': 1179565.9, 'remaining': -10833.0, 'bankrupt': False}, {'t': 0.9, 'mid': 99.535, 'spread': 0.05, 'bids': [[99.51, 75], [99.5, 150], [99.49, 225], [99.49, 392], [99.48, 327]], 'asks': [[99.56, 150], [99.57, 300], [99.58, 450], [99.59, 600], [99.6, 300]], 'fills': {'p': 99.5, 's': 1000.0, 'type': 'active'}, 'reward': 0.382, 'participation': 0.4292, 'inv': -12833, 'cash': 1279079.65, 'remaining': -11833.0, 'bankrupt': False}, {'t': 0.9333, 'mid': 99.515, 'spread': 0.09, 'bids': [[99.47, 65], [99.47, 300], [99.46, 400], [99.46, 375], [99.45, 500]], 'asks': [[99.56, 450], [99.57, 1050], [99.58, 1400], [99.59, 1750], [99.65, 14]], 'fills': {'p': 99.47000000000001, 's': 1000.0, 'type': 'active'}, 'reward': 0.378, 'participation': 0.4307, 'inv': -13833, 'cash': 1378561.42, 'remaining': -12833.0, 'bankrupt': False}, {'t': 0.9667, 'mid': 99.5, 'spread': 0.08, 'bids': [[99.46, 86], [99.46, 375], [99.45, 400], [99.44, 500]], 'asks': [[99.54, 100], [99.55, 650], [99.56, 1050], [99.57, 1421], [99.58, 1750]], 'fills': {'p': 99.47, 's': 1000.0, 'type': 'active'}, 'reward': 0.364, 'participation': 0.4316, 'inv': -14833, 'cash': 1478039.92, 'remaining': -13833.0, 'bankrupt': False}] | |
| LLM response: ```json | |
| [ | |
| {"type": "market", "side": "buy", "size": 1000} | |
| ] | |
| ``` | |
| Parsed actions: [{'type': 'market', 'side': 'buy', 'size': 1000}] | |
| Step reward: 0.36021657433400045, Done: False, History: [{'t': 0.7, 'mid': 99.67, 'spread': 0.04, 'bids': [[99.65, 75], [99.64, 150], [99.63, 225], [99.63, 279], [99.62, 300]], 'asks': [[99.69, 50], [99.7, 300], [99.71, 450], [99.71, 16], [99.72, 600]], 'fills': {'p': 99.63, 's': 1141.0, 'type': 'active'}, 'reward': 0.436, 'participation': 0.4087, 'inv': -6833, 'cash': 681693.95, 'remaining': -5833.0, 'bankrupt': False}, {'t': 0.7333, 'mid': 99.64, 'spread': 0.08, 'bids': [[99.6, 50], [99.6, 300], [99.59, 400], [99.59, 375], [99.58, 524]], 'asks': [[99.68, 89], [99.69, 450], [99.69, 300], [99.7, 1200], [99.71, 1565]], 'fills': {'p': 99.60000000000001, 's': 1000.0, 'type': 'active'}, 'reward': 0.427, 'participation': 0.4149, 'inv': -7833, 'cash': 781305.45, 'remaining': -6833.0, 'bankrupt': False}, {'t': 0.7667, 'mid': 99.635, 'spread': 0.05, 'bids': [[99.61, 75], [99.6, 100], [99.6, 150], [99.59, 445], [99.58, 300]], 'asks': [[99.66, 200], [99.67, 730], [99.68, 600], [99.68, 600], [99.69, 800]], 'fills': {'p': 99.58, 's': 1000.0, 'type': 'active'}, 'reward': 0.425, 'participation': 0.4193, 'inv': -8833, 'cash': 880894.2, 'remaining': -7833.0, 'bankrupt': False}, {'t': 0.8, 'mid': 99.6, 'spread': 0.06, 'bids': [[99.57, 145], [99.56, 550], [99.55, 225], [99.55, 500], [99.54, 300]], 'asks': [[99.63, 90], [99.64, 600], [99.65, 848], [99.66, 400], [99.67, 600]], 'fills': {'p': 99.58, 's': 1000.0, 'type': 'active'}, 'reward': 0.4, 'participation': 0.4223, 'inv': -9833, 'cash': 980482.9, 'remaining': -8833.0, 'bankrupt': False}, {'t': 0.8333, 'mid': 99.575, 'spread': 0.07, 'bids': [[99.54, 75], [99.54, 150], [99.53, 625], [99.52, 800], [99.51, 375]], 'asks': [[99.61, 85], [99.62, 700], [99.63, 1150], [99.64, 600], [99.65, 827]], 'fills': {'p': 99.54, 's': 1000.0, 'type': 'active'}, 'reward': 0.399, 'participation': 0.4248, 'inv': -10833, 'cash': 1080034.4, 'remaining': -9833.0, 'bankrupt': False}, {'t': 0.8667, 'mid': 99.56, 'spread': 0.08, 'bids': [[99.52, 50], [99.52, 300], [99.51, 400], [99.51, 375], [99.5, 500]], 'asks': [[99.6, 50], [99.61, 700], [99.62, 1050], [99.63, 1400], [99.64, 1750]], 'fills': {'p': 99.52000000000001, 's': 1000.0, 'type': 'active'}, 'reward': 0.393, 'participation': 0.4272, 'inv': -11833, 'cash': 1179565.9, 'remaining': -10833.0, 'bankrupt': False}, {'t': 0.9, 'mid': 99.535, 'spread': 0.05, 'bids': [[99.51, 75], [99.5, 150], [99.49, 225], [99.49, 392], [99.48, 327]], 'asks': [[99.56, 150], [99.57, 300], [99.58, 450], [99.59, 600], [99.6, 300]], 'fills': {'p': 99.5, 's': 1000.0, 'type': 'active'}, 'reward': 0.382, 'participation': 0.4292, 'inv': -12833, 'cash': 1279079.65, 'remaining': -11833.0, 'bankrupt': False}, {'t': 0.9333, 'mid': 99.515, 'spread': 0.09, 'bids': [[99.47, 65], [99.47, 300], [99.46, 400], [99.46, 375], [99.45, 500]], 'asks': [[99.56, 450], [99.57, 1050], [99.58, 1400], [99.59, 1750], [99.65, 14]], 'fills': {'p': 99.47000000000001, 's': 1000.0, 'type': 'active'}, 'reward': 0.378, 'participation': 0.4307, 'inv': -13833, 'cash': 1378561.42, 'remaining': -12833.0, 'bankrupt': False}, {'t': 0.9667, 'mid': 99.5, 'spread': 0.08, 'bids': [[99.46, 86], [99.46, 375], [99.45, 400], [99.44, 500]], 'asks': [[99.54, 100], [99.55, 650], [99.56, 1050], [99.57, 1421], [99.58, 1750]], 'fills': {'p': 99.47, 's': 1000.0, 'type': 'active'}, 'reward': 0.364, 'participation': 0.4316, 'inv': -14833, 'cash': 1478039.92, 'remaining': -13833.0, 'bankrupt': False}, {'t': 1.0, 'mid': 99.48, 'spread': 0.04, 'bids': [[99.46, 75], [99.45, 150], [99.44, 225], [99.43, 600], [99.42, 775]], 'asks': [[99.5, 150], [99.51, 300], [99.52, 450], [99.53, 900], [99.54, 1550]], 'fills': {'p': 99.44, 's': 1000.0, 'type': 'active'}, 'reward': 0.36, 'participation': 0.4329, 'inv': -15833, 'cash': 1577493.14, 'remaining': -14833.0, 'bankrupt': False}] | |
| LLM response: [{"type": "market", "side": "buy", "size": 1000}] | |
| Parsed actions: [{'type': 'market', 'side': 'buy', 'size': 1000}] | |
| Step reward: 0.36159829212341, Done: True, History: [{'t': 0.7333, 'mid': 99.64, 'spread': 0.08, 'bids': [[99.6, 50], [99.6, 300], [99.59, 400], [99.59, 375], [99.58, 524]], 'asks': [[99.68, 89], [99.69, 450], [99.69, 300], [99.7, 1200], [99.71, 1565]], 'fills': {'p': 99.60000000000001, 's': 1000.0, 'type': 'active'}, 'reward': 0.427, 'participation': 0.4149, 'inv': -7833, 'cash': 781305.45, 'remaining': -6833.0, 'bankrupt': False}, {'t': 0.7667, 'mid': 99.635, 'spread': 0.05, 'bids': [[99.61, 75], [99.6, 100], [99.6, 150], [99.59, 445], [99.58, 300]], 'asks': [[99.66, 200], [99.67, 730], [99.68, 600], [99.68, 600], [99.69, 800]], 'fills': {'p': 99.58, 's': 1000.0, 'type': 'active'}, 'reward': 0.425, 'participation': 0.4193, 'inv': -8833, 'cash': 880894.2, 'remaining': -7833.0, 'bankrupt': False}, {'t': 0.8, 'mid': 99.6, 'spread': 0.06, 'bids': [[99.57, 145], [99.56, 550], [99.55, 225], [99.55, 500], [99.54, 300]], 'asks': [[99.63, 90], [99.64, 600], [99.65, 848], [99.66, 400], [99.67, 600]], 'fills': {'p': 99.58, 's': 1000.0, 'type': 'active'}, 'reward': 0.4, 'participation': 0.4223, 'inv': -9833, 'cash': 980482.9, 'remaining': -8833.0, 'bankrupt': False}, {'t': 0.8333, 'mid': 99.575, 'spread': 0.07, 'bids': [[99.54, 75], [99.54, 150], [99.53, 625], [99.52, 800], [99.51, 375]], 'asks': [[99.61, 85], [99.62, 700], [99.63, 1150], [99.64, 600], [99.65, 827]], 'fills': {'p': 99.54, 's': 1000.0, 'type': 'active'}, 'reward': 0.399, 'participation': 0.4248, 'inv': -10833, 'cash': 1080034.4, 'remaining': -9833.0, 'bankrupt': False}, {'t': 0.8667, 'mid': 99.56, 'spread': 0.08, 'bids': [[99.52, 50], [99.52, 300], [99.51, 400], [99.51, 375], [99.5, 500]], 'asks': [[99.6, 50], [99.61, 700], [99.62, 1050], [99.63, 1400], [99.64, 1750]], 'fills': {'p': 99.52000000000001, 's': 1000.0, 'type': 'active'}, 'reward': 0.393, 'participation': 0.4272, 'inv': -11833, 'cash': 1179565.9, 'remaining': -10833.0, 'bankrupt': False}, {'t': 0.9, 'mid': 99.535, 'spread': 0.05, 'bids': [[99.51, 75], [99.5, 150], [99.49, 225], [99.49, 392], [99.48, 327]], 'asks': [[99.56, 150], [99.57, 300], [99.58, 450], [99.59, 600], [99.6, 300]], 'fills': {'p': 99.5, 's': 1000.0, 'type': 'active'}, 'reward': 0.382, 'participation': 0.4292, 'inv': -12833, 'cash': 1279079.65, 'remaining': -11833.0, 'bankrupt': False}, {'t': 0.9333, 'mid': 99.515, 'spread': 0.09, 'bids': [[99.47, 65], [99.47, 300], [99.46, 400], [99.46, 375], [99.45, 500]], 'asks': [[99.56, 450], [99.57, 1050], [99.58, 1400], [99.59, 1750], [99.65, 14]], 'fills': {'p': 99.47000000000001, 's': 1000.0, 'type': 'active'}, 'reward': 0.378, 'participation': 0.4307, 'inv': -13833, 'cash': 1378561.42, 'remaining': -12833.0, 'bankrupt': False}, {'t': 0.9667, 'mid': 99.5, 'spread': 0.08, 'bids': [[99.46, 86], [99.46, 375], [99.45, 400], [99.44, 500]], 'asks': [[99.54, 100], [99.55, 650], [99.56, 1050], [99.57, 1421], [99.58, 1750]], 'fills': {'p': 99.47, 's': 1000.0, 'type': 'active'}, 'reward': 0.364, 'participation': 0.4316, 'inv': -14833, 'cash': 1478039.92, 'remaining': -13833.0, 'bankrupt': False}, {'t': 1.0, 'mid': 99.48, 'spread': 0.04, 'bids': [[99.46, 75], [99.45, 150], [99.44, 225], [99.43, 600], [99.42, 775]], 'asks': [[99.5, 150], [99.51, 300], [99.52, 450], [99.53, 900], [99.54, 1550]], 'fills': {'p': 99.44, 's': 1000.0, 'type': 'active'}, 'reward': 0.36, 'participation': 0.4329, 'inv': -15833, 'cash': 1577493.14, 'remaining': -14833.0, 'bankrupt': False}, {'t': 1.0333, 'mid': 99.48, 'spread': 0.04, 'bids': [[99.46, 75], [99.45, 250], [99.44, 225], [99.44, 200], [99.43, 600]], 'asks': [[99.5, 150], [99.51, 500], [99.52, 450], [99.52, 400], [99.53, 1200]], 'fills': {'p': 99.42, 's': 1000.0, 'type': 'active'}, 'reward': 0.362, 'participation': 0.4342, 'inv': -16833, 'cash': 1673555.69, 'remaining': -15833.0, 'bankrupt': False}] | |
| Episode finished for task: false_signal, Reward: 0.45637149846562375 | |
| Running task: conflicting_signal | |
| Initial observation: {'observation': {'time': 0.2, 'history': [{'t': 0.2, 'mid': 99.945, 'spread': 0.09, 'bids': [[99.9, 250], [99.89, 375], [99.63, 36]], 'asks': [[99.99, 200], [100.0, 1200], [100.01, 1550], [100.02, 1000], [100.51, 36]], 'fills': None, 'reward': 0.0, 'participation': 0.0, 'inv': 0, 'cash': 0.0, 'remaining': 1000.0, 'bankrupt': False}], 'active_orders': []}, 'reward': 0.0, 'done': False} | |
| LLM response: [{"type": "limit", "side": "buy", "price": 99.9, "size": 500}, {"type": "limit", "side": "ask", "price": 99.99, "size": 500}] | |
| Parsed actions: [{'type': 'limit', 'side': 'buy', 'price': 99.9, 'size': 500}, {'type': 'limit', 'side': 'ask', 'price': 99.99, 'size': 500}] | |
| Step reward: 0.4961136999105928, Done: False, History: [{'t': 0.2, 'mid': 99.945, 'spread': 0.09, 'bids': [[99.9, 250], [99.89, 375], [99.63, 36]], 'asks': [[99.99, 200], [100.0, 1200], [100.01, 1550], [100.02, 1000], [100.51, 36]], 'fills': None, 'reward': 0.0, 'participation': 0.0, 'inv': 0, 'cash': 0.0, 'remaining': 1000.0, 'bankrupt': False}, {'t': 0.2333, 'mid': 99.96, 'spread': 0.04, 'bids': [[99.94, 350], [99.93, 500]], 'asks': [[99.98, 100], [99.99, 500], [99.99, 750], [100.01, 200], [100.02, 400]], 'fills': {'p': 99.94, 's': 500.0, 'type': 'passive'}, 'reward': 0.496, 'participation': 0.1362, 'inv': -500, 'cash': 49976.0, 'remaining': 500.0, 'bankrupt': False}] | |
| LLM response: {"type": "limit", "side": "ask", "price": 99.98, "size": 500} | |
| Parsed actions: [{'type': 'limit', 'side': 'ask', 'price': 99.98, 'size': 500}] | |
| Step reward: 0.40291801520101306, Done: False, History: [{'t': 0.2, 'mid': 99.945, 'spread': 0.09, 'bids': [[99.9, 250], [99.89, 375], [99.63, 36]], 'asks': [[99.99, 200], [100.0, 1200], [100.01, 1550], [100.02, 1000], [100.51, 36]], 'fills': None, 'reward': 0.0, 'participation': 0.0, 'inv': 0, 'cash': 0.0, 'remaining': 1000.0, 'bankrupt': False}, {'t': 0.2333, 'mid': 99.96, 'spread': 0.04, 'bids': [[99.94, 350], [99.93, 500]], 'asks': [[99.98, 100], [99.99, 500], [99.99, 750], [100.01, 200], [100.02, 400]], 'fills': {'p': 99.94, 's': 500.0, 'type': 'passive'}, 'reward': 0.496, 'participation': 0.1362, 'inv': -500, 'cash': 49976.0, 'remaining': 500.0, 'bankrupt': False}, {'t': 0.2667, 'mid': 99.965, 'spread': 0.05, 'bids': [[99.94, 150], [99.93, 100], [99.93, 375], [99.92, 200], [99.91, 300]], 'asks': [[99.99, 900], [100.0, 800], [100.01, 1175], [100.02, 300], [100.03, 450]], 'fills': {'p': 99.99, 's': 700.0, 'type': 'passive'}, 'reward': 0.403, 'participation': 0.1869, 'inv': -1200, 'cash': 119964.0, 'remaining': -200.0, 'bankrupt': False}] | |
| LLM response: [{"type": "limit", "side": "buy", "price": 99.94, "size": 100}, {"type": "cancel", "order_id": "191"}] | |
| Parsed actions: [{'type': 'limit', 'side': 'buy', 'price': 99.94, 'size': 100}, {'type': 'cancel', 'order_id': '191'}] | |
| Step reward: 0.4019143572741661, Done: False, History: [{'t': 0.2, 'mid': 99.945, 'spread': 0.09, 'bids': [[99.9, 250], [99.89, 375], [99.63, 36]], 'asks': [[99.99, 200], [100.0, 1200], [100.01, 1550], [100.02, 1000], [100.51, 36]], 'fills': None, 'reward': 0.0, 'participation': 0.0, 'inv': 0, 'cash': 0.0, 'remaining': 1000.0, 'bankrupt': False}, {'t': 0.2333, 'mid': 99.96, 'spread': 0.04, 'bids': [[99.94, 350], [99.93, 500]], 'asks': [[99.98, 100], [99.99, 500], [99.99, 750], [100.01, 200], [100.02, 400]], 'fills': {'p': 99.94, 's': 500.0, 'type': 'passive'}, 'reward': 0.496, 'participation': 0.1362, 'inv': -500, 'cash': 49976.0, 'remaining': 500.0, 'bankrupt': False}, {'t': 0.2667, 'mid': 99.965, 'spread': 0.05, 'bids': [[99.94, 150], [99.93, 100], [99.93, 375], [99.92, 200], [99.91, 300]], 'asks': [[99.99, 900], [100.0, 800], [100.01, 1175], [100.02, 300], [100.03, 450]], 'fills': {'p': 99.99, 's': 700.0, 'type': 'passive'}, 'reward': 0.403, 'participation': 0.1869, 'inv': -1200, 'cash': 119964.0, 'remaining': -200.0, 'bankrupt': False}, {'t': 0.3, 'mid': 99.92, 'spread': 0.06, 'bids': [[99.89, 459], [99.88, 300], [99.87, 375]], 'asks': [[99.95, 183], [99.96, 300], [99.97, 450], [99.98, 600], [99.99, 295]], 'fills': {'p': 99.99, 's': 400.0, 'type': 'passive'}, 'reward': 0.402, 'participation': 0.1642, 'inv': -1600, 'cash': 159955.0, 'remaining': -600.0, 'bankrupt': False}] | |
| LLM response: [{"type": "limit", "side": "buy", "price": 99.89, "size": 1000}, {"type": "limit", "side": "ask", "price": 99.95, "size": 1000}] | |
| Parsed actions: [{'type': 'limit', 'side': 'buy', 'price': 99.89, 'size': 1000}, {'type': 'limit', 'side': 'ask', 'price': 99.95, 'size': 1000}] | |
| Step reward: 0.40393578628050425, Done: False, History: [{'t': 0.2, 'mid': 99.945, 'spread': 0.09, 'bids': [[99.9, 250], [99.89, 375], [99.63, 36]], 'asks': [[99.99, 200], [100.0, 1200], [100.01, 1550], [100.02, 1000], [100.51, 36]], 'fills': None, 'reward': 0.0, 'participation': 0.0, 'inv': 0, 'cash': 0.0, 'remaining': 1000.0, 'bankrupt': False}, {'t': 0.2333, 'mid': 99.96, 'spread': 0.04, 'bids': [[99.94, 350], [99.93, 500]], 'asks': [[99.98, 100], [99.99, 500], [99.99, 750], [100.01, 200], [100.02, 400]], 'fills': {'p': 99.94, 's': 500.0, 'type': 'passive'}, 'reward': 0.496, 'participation': 0.1362, 'inv': -500, 'cash': 49976.0, 'remaining': 500.0, 'bankrupt': False}, {'t': 0.2667, 'mid': 99.965, 'spread': 0.05, 'bids': [[99.94, 150], [99.93, 100], [99.93, 375], [99.92, 200], [99.91, 300]], 'asks': [[99.99, 900], [100.0, 800], [100.01, 1175], [100.02, 300], [100.03, 450]], 'fills': {'p': 99.99, 's': 700.0, 'type': 'passive'}, 'reward': 0.403, 'participation': 0.1869, 'inv': -1200, 'cash': 119964.0, 'remaining': -200.0, 'bankrupt': False}, {'t': 0.3, 'mid': 99.92, 'spread': 0.06, 'bids': [[99.89, 459], [99.88, 300], [99.87, 375]], 'asks': [[99.95, 183], [99.96, 300], [99.97, 450], [99.98, 600], [99.99, 295]], 'fills': {'p': 99.99, 's': 400.0, 'type': 'passive'}, 'reward': 0.402, 'participation': 0.1642, 'inv': -1600, 'cash': 159955.0, 'remaining': -600.0, 'bankrupt': False}, {'t': 0.3333, 'mid': 99.885, 'spread': 0.07, 'bids': [[99.85, 250], [99.84, 300], [99.84, 500], [99.83, 375]], 'asks': [[99.92, 236], [99.93, 450], [99.93, 400], [99.94, 1200], [99.95, 2550]], 'fills': {'p': 99.89, 's': 1000.0, 'type': 'passive'}, 'reward': 0.404, 'participation': 0.1976, 'inv': -2600, 'cash': 259845.0, 'remaining': -1600.0, 'bankrupt': False}] | |
| LLM response: [{"type": "market", "side": "buy", "size": 1600}] | |
| Parsed actions: [{'type': 'market', 'side': 'buy', 'size': 1600}] | |
| Step reward: 0.5609118341651945, Done: False, History: [{'t': 0.2, 'mid': 99.945, 'spread': 0.09, 'bids': [[99.9, 250], [99.89, 375], [99.63, 36]], 'asks': [[99.99, 200], [100.0, 1200], [100.01, 1550], [100.02, 1000], [100.51, 36]], 'fills': None, 'reward': 0.0, 'participation': 0.0, 'inv': 0, 'cash': 0.0, 'remaining': 1000.0, 'bankrupt': False}, {'t': 0.2333, 'mid': 99.96, 'spread': 0.04, 'bids': [[99.94, 350], [99.93, 500]], 'asks': [[99.98, 100], [99.99, 500], [99.99, 750], [100.01, 200], [100.02, 400]], 'fills': {'p': 99.94, 's': 500.0, 'type': 'passive'}, 'reward': 0.496, 'participation': 0.1362, 'inv': -500, 'cash': 49976.0, 'remaining': 500.0, 'bankrupt': False}, {'t': 0.2667, 'mid': 99.965, 'spread': 0.05, 'bids': [[99.94, 150], [99.93, 100], [99.93, 375], [99.92, 200], [99.91, 300]], 'asks': [[99.99, 900], [100.0, 800], [100.01, 1175], [100.02, 300], [100.03, 450]], 'fills': {'p': 99.99, 's': 700.0, 'type': 'passive'}, 'reward': 0.403, 'participation': 0.1869, 'inv': -1200, 'cash': 119964.0, 'remaining': -200.0, 'bankrupt': False}, {'t': 0.3, 'mid': 99.92, 'spread': 0.06, 'bids': [[99.89, 459], [99.88, 300], [99.87, 375]], 'asks': [[99.95, 183], [99.96, 300], [99.97, 450], [99.98, 600], [99.99, 295]], 'fills': {'p': 99.99, 's': 400.0, 'type': 'passive'}, 'reward': 0.402, 'participation': 0.1642, 'inv': -1600, 'cash': 159955.0, 'remaining': -600.0, 'bankrupt': False}, {'t': 0.3333, 'mid': 99.885, 'spread': 0.07, 'bids': [[99.85, 250], [99.84, 300], [99.84, 500], [99.83, 375]], 'asks': [[99.92, 236], [99.93, 450], [99.93, 400], [99.94, 1200], [99.95, 2550]], 'fills': {'p': 99.89, 's': 1000.0, 'type': 'passive'}, 'reward': 0.404, 'participation': 0.1976, 'inv': -2600, 'cash': 259845.0, 'remaining': -1600.0, 'bankrupt': False}, {'t': 0.3667, 'mid': 99.92, 'spread': 0.06, 'bids': [[99.89, 184], [99.88, 300], [99.87, 375]], 'asks': [[99.95, 1109], [99.96, 300], [99.97, 450], [99.98, 600], [99.99, 750]], 'fills': {'p': 99.95, 's': 680.0, 'type': 'passive'}, 'reward': 0.561, 'participation': 0.1848, 'inv': -3280, 'cash': 327738.5, 'remaining': -2280.0, 'bankrupt': False}] | |
| LLM response: [{"type": "limit", "side": "buy", "price": 99.89, "size": 1000}, {"type": "limit", "side": "ask", "price": 99.95, "size": 1000}] | |
| Parsed actions: [{'type': 'limit', 'side': 'buy', 'price': 99.89, 'size': 1000}, {'type': 'limit', 'side': 'ask', 'price': 99.95, 'size': 1000}] | |
| Step reward: 0.38950734782253577, Done: False, History: [{'t': 0.2, 'mid': 99.945, 'spread': 0.09, 'bids': [[99.9, 250], [99.89, 375], [99.63, 36]], 'asks': [[99.99, 200], [100.0, 1200], [100.01, 1550], [100.02, 1000], [100.51, 36]], 'fills': None, 'reward': 0.0, 'participation': 0.0, 'inv': 0, 'cash': 0.0, 'remaining': 1000.0, 'bankrupt': False}, {'t': 0.2333, 'mid': 99.96, 'spread': 0.04, 'bids': [[99.94, 350], [99.93, 500]], 'asks': [[99.98, 100], [99.99, 500], [99.99, 750], [100.01, 200], [100.02, 400]], 'fills': {'p': 99.94, 's': 500.0, 'type': 'passive'}, 'reward': 0.496, 'participation': 0.1362, 'inv': -500, 'cash': 49976.0, 'remaining': 500.0, 'bankrupt': False}, {'t': 0.2667, 'mid': 99.965, 'spread': 0.05, 'bids': [[99.94, 150], [99.93, 100], [99.93, 375], [99.92, 200], [99.91, 300]], 'asks': [[99.99, 900], [100.0, 800], [100.01, 1175], [100.02, 300], [100.03, 450]], 'fills': {'p': 99.99, 's': 700.0, 'type': 'passive'}, 'reward': 0.403, 'participation': 0.1869, 'inv': -1200, 'cash': 119964.0, 'remaining': -200.0, 'bankrupt': False}, {'t': 0.3, 'mid': 99.92, 'spread': 0.06, 'bids': [[99.89, 459], [99.88, 300], [99.87, 375]], 'asks': [[99.95, 183], [99.96, 300], [99.97, 450], [99.98, 600], [99.99, 295]], 'fills': {'p': 99.99, 's': 400.0, 'type': 'passive'}, 'reward': 0.402, 'participation': 0.1642, 'inv': -1600, 'cash': 159955.0, 'remaining': -600.0, 'bankrupt': False}, {'t': 0.3333, 'mid': 99.885, 'spread': 0.07, 'bids': [[99.85, 250], [99.84, 300], [99.84, 500], [99.83, 375]], 'asks': [[99.92, 236], [99.93, 450], [99.93, 400], [99.94, 1200], [99.95, 2550]], 'fills': {'p': 99.89, 's': 1000.0, 'type': 'passive'}, 'reward': 0.404, 'participation': 0.1976, 'inv': -2600, 'cash': 259845.0, 'remaining': -1600.0, 'bankrupt': False}, {'t': 0.3667, 'mid': 99.92, 'spread': 0.06, 'bids': [[99.89, 184], [99.88, 300], [99.87, 375]], 'asks': [[99.95, 1109], [99.96, 300], [99.97, 450], [99.98, 600], [99.99, 750]], 'fills': {'p': 99.95, 's': 680.0, 'type': 'passive'}, 'reward': 0.561, 'participation': 0.1848, 'inv': -3280, 'cash': 327738.5, 'remaining': -2280.0, 'bankrupt': False}, {'t': 0.4, 'mid': 99.855, 'spread': 0.07, 'bids': [[99.82, 150], [99.81, 775], [99.8, 500], [99.57, 28]], 'asks': [[99.89, 1320], [99.9, 600], [99.9, 300], [99.91, 1250], [99.92, 1622]], 'fills': {'p': 99.89, 's': 1175.0, 'type': 'passive'}, 'reward': 0.39, 'participation': 0.2084, 'inv': -4455, 'cash': 445165.95, 'remaining': -3455.0, 'bankrupt': False}] | |
| LLM response: {"type": "market", "side": "buy", "size": 1000} | |
| Parsed actions: [{'type': 'market', 'side': 'buy', 'size': 1000}] | |
| Step reward: 0.43494103283206986, Done: False, History: [{'t': 0.2, 'mid': 99.945, 'spread': 0.09, 'bids': [[99.9, 250], [99.89, 375], [99.63, 36]], 'asks': [[99.99, 200], [100.0, 1200], [100.01, 1550], [100.02, 1000], [100.51, 36]], 'fills': None, 'reward': 0.0, 'participation': 0.0, 'inv': 0, 'cash': 0.0, 'remaining': 1000.0, 'bankrupt': False}, {'t': 0.2333, 'mid': 99.96, 'spread': 0.04, 'bids': [[99.94, 350], [99.93, 500]], 'asks': [[99.98, 100], [99.99, 500], [99.99, 750], [100.01, 200], [100.02, 400]], 'fills': {'p': 99.94, 's': 500.0, 'type': 'passive'}, 'reward': 0.496, 'participation': 0.1362, 'inv': -500, 'cash': 49976.0, 'remaining': 500.0, 'bankrupt': False}, {'t': 0.2667, 'mid': 99.965, 'spread': 0.05, 'bids': [[99.94, 150], [99.93, 100], [99.93, 375], [99.92, 200], [99.91, 300]], 'asks': [[99.99, 900], [100.0, 800], [100.01, 1175], [100.02, 300], [100.03, 450]], 'fills': {'p': 99.99, 's': 700.0, 'type': 'passive'}, 'reward': 0.403, 'participation': 0.1869, 'inv': -1200, 'cash': 119964.0, 'remaining': -200.0, 'bankrupt': False}, {'t': 0.3, 'mid': 99.92, 'spread': 0.06, 'bids': [[99.89, 459], [99.88, 300], [99.87, 375]], 'asks': [[99.95, 183], [99.96, 300], [99.97, 450], [99.98, 600], [99.99, 295]], 'fills': {'p': 99.99, 's': 400.0, 'type': 'passive'}, 'reward': 0.402, 'participation': 0.1642, 'inv': -1600, 'cash': 159955.0, 'remaining': -600.0, 'bankrupt': False}, {'t': 0.3333, 'mid': 99.885, 'spread': 0.07, 'bids': [[99.85, 250], [99.84, 300], [99.84, 500], [99.83, 375]], 'asks': [[99.92, 236], [99.93, 450], [99.93, 400], [99.94, 1200], [99.95, 2550]], 'fills': {'p': 99.89, 's': 1000.0, 'type': 'passive'}, 'reward': 0.404, 'participation': 0.1976, 'inv': -2600, 'cash': 259845.0, 'remaining': -1600.0, 'bankrupt': False}, {'t': 0.3667, 'mid': 99.92, 'spread': 0.06, 'bids': [[99.89, 184], [99.88, 300], [99.87, 375]], 'asks': [[99.95, 1109], [99.96, 300], [99.97, 450], [99.98, 600], [99.99, 750]], 'fills': {'p': 99.95, 's': 680.0, 'type': 'passive'}, 'reward': 0.561, 'participation': 0.1848, 'inv': -3280, 'cash': 327738.5, 'remaining': -2280.0, 'bankrupt': False}, {'t': 0.4, 'mid': 99.855, 'spread': 0.07, 'bids': [[99.82, 150], [99.81, 775], [99.8, 500], [99.57, 28]], 'asks': [[99.89, 1320], [99.9, 600], [99.9, 300], [99.91, 1250], [99.92, 1622]], 'fills': {'p': 99.89, 's': 1175.0, 'type': 'passive'}, 'reward': 0.39, 'participation': 0.2084, 'inv': -4455, 'cash': 445165.95, 'remaining': -3455.0, 'bankrupt': False}, {'t': 0.4333, 'mid': 99.84, 'spread': 0.08, 'bids': [[99.8, 384], [99.79, 875]], 'asks': [[99.88, 132], [99.89, 1070], [99.9, 1400], [99.91, 1750], [99.95, 1000]], 'fills': {'p': 99.89, 's': 1603.0, 'type': 'passive'}, 'reward': 0.435, 'participation': 0.2339, 'inv': -6058, 'cash': 605209.66, 'remaining': -5058.0, 'bankrupt': False}] | |
| LLM response: [{"type": "limit", "side": "ask", "price": 99.88, "size": 1000}, {"type": "limit", "side": "buy", "price": 99.8, "size": 1000}] | |
| Parsed actions: [{'type': 'limit', 'side': 'ask', 'price': 99.88, 'size': 1000}, {'type': 'limit', 'side': 'buy', 'price': 99.8, 'size': 1000}] | |
| Step reward: 0.3599709126846604, Done: False, History: [{'t': 0.2, 'mid': 99.945, 'spread': 0.09, 'bids': [[99.9, 250], [99.89, 375], [99.63, 36]], 'asks': [[99.99, 200], [100.0, 1200], [100.01, 1550], [100.02, 1000], [100.51, 36]], 'fills': None, 'reward': 0.0, 'participation': 0.0, 'inv': 0, 'cash': 0.0, 'remaining': 1000.0, 'bankrupt': False}, {'t': 0.2333, 'mid': 99.96, 'spread': 0.04, 'bids': [[99.94, 350], [99.93, 500]], 'asks': [[99.98, 100], [99.99, 500], [99.99, 750], [100.01, 200], [100.02, 400]], 'fills': {'p': 99.94, 's': 500.0, 'type': 'passive'}, 'reward': 0.496, 'participation': 0.1362, 'inv': -500, 'cash': 49976.0, 'remaining': 500.0, 'bankrupt': False}, {'t': 0.2667, 'mid': 99.965, 'spread': 0.05, 'bids': [[99.94, 150], [99.93, 100], [99.93, 375], [99.92, 200], [99.91, 300]], 'asks': [[99.99, 900], [100.0, 800], [100.01, 1175], [100.02, 300], [100.03, 450]], 'fills': {'p': 99.99, 's': 700.0, 'type': 'passive'}, 'reward': 0.403, 'participation': 0.1869, 'inv': -1200, 'cash': 119964.0, 'remaining': -200.0, 'bankrupt': False}, {'t': 0.3, 'mid': 99.92, 'spread': 0.06, 'bids': [[99.89, 459], [99.88, 300], [99.87, 375]], 'asks': [[99.95, 183], [99.96, 300], [99.97, 450], [99.98, 600], [99.99, 295]], 'fills': {'p': 99.99, 's': 400.0, 'type': 'passive'}, 'reward': 0.402, 'participation': 0.1642, 'inv': -1600, 'cash': 159955.0, 'remaining': -600.0, 'bankrupt': False}, {'t': 0.3333, 'mid': 99.885, 'spread': 0.07, 'bids': [[99.85, 250], [99.84, 300], [99.84, 500], [99.83, 375]], 'asks': [[99.92, 236], [99.93, 450], [99.93, 400], [99.94, 1200], [99.95, 2550]], 'fills': {'p': 99.89, 's': 1000.0, 'type': 'passive'}, 'reward': 0.404, 'participation': 0.1976, 'inv': -2600, 'cash': 259845.0, 'remaining': -1600.0, 'bankrupt': False}, {'t': 0.3667, 'mid': 99.92, 'spread': 0.06, 'bids': [[99.89, 184], [99.88, 300], [99.87, 375]], 'asks': [[99.95, 1109], [99.96, 300], [99.97, 450], [99.98, 600], [99.99, 750]], 'fills': {'p': 99.95, 's': 680.0, 'type': 'passive'}, 'reward': 0.561, 'participation': 0.1848, 'inv': -3280, 'cash': 327738.5, 'remaining': -2280.0, 'bankrupt': False}, {'t': 0.4, 'mid': 99.855, 'spread': 0.07, 'bids': [[99.82, 150], [99.81, 775], [99.8, 500], [99.57, 28]], 'asks': [[99.89, 1320], [99.9, 600], [99.9, 300], [99.91, 1250], [99.92, 1622]], 'fills': {'p': 99.89, 's': 1175.0, 'type': 'passive'}, 'reward': 0.39, 'participation': 0.2084, 'inv': -4455, 'cash': 445165.95, 'remaining': -3455.0, 'bankrupt': False}, {'t': 0.4333, 'mid': 99.84, 'spread': 0.08, 'bids': [[99.8, 384], [99.79, 875]], 'asks': [[99.88, 132], [99.89, 1070], [99.9, 1400], [99.91, 1750], [99.95, 1000]], 'fills': {'p': 99.89, 's': 1603.0, 'type': 'passive'}, 'reward': 0.435, 'participation': 0.2339, 'inv': -6058, 'cash': 605209.66, 'remaining': -5058.0, 'bankrupt': False}, {'t': 0.4667, 'mid': 99.805, 'spread': 0.07, 'bids': [[99.77, 125], [99.77, 500], [99.76, 300], [99.75, 375]], 'asks': [[99.84, 51], [99.85, 450], [99.85, 15], [99.86, 600], [99.86, 400]], 'fills': {'p': 99.8, 's': 1020.0, 'type': 'passive'}, 'reward': 0.36, 'participation': 0.2388, 'inv': -7078, 'cash': 707007.46, 'remaining': -6078.0, 'bankrupt': False}] | |
| LLM response: [{"type": "limit", "side": "buy", "price": 99.77, "size": 1000}, {"type": "limit", "side": "ask", "price": 99.85, "size": 1000}] | |
| Parsed actions: [{'type': 'limit', 'side': 'buy', 'price': 99.77, 'size': 1000}, {'type': 'limit', 'side': 'ask', 'price': 99.85, 'size': 1000}] | |
| Step reward: 0.5287897913687577, Done: False, History: [{'t': 0.2, 'mid': 99.945, 'spread': 0.09, 'bids': [[99.9, 250], [99.89, 375], [99.63, 36]], 'asks': [[99.99, 200], [100.0, 1200], [100.01, 1550], [100.02, 1000], [100.51, 36]], 'fills': None, 'reward': 0.0, 'participation': 0.0, 'inv': 0, 'cash': 0.0, 'remaining': 1000.0, 'bankrupt': False}, {'t': 0.2333, 'mid': 99.96, 'spread': 0.04, 'bids': [[99.94, 350], [99.93, 500]], 'asks': [[99.98, 100], [99.99, 500], [99.99, 750], [100.01, 200], [100.02, 400]], 'fills': {'p': 99.94, 's': 500.0, 'type': 'passive'}, 'reward': 0.496, 'participation': 0.1362, 'inv': -500, 'cash': 49976.0, 'remaining': 500.0, 'bankrupt': False}, {'t': 0.2667, 'mid': 99.965, 'spread': 0.05, 'bids': [[99.94, 150], [99.93, 100], [99.93, 375], [99.92, 200], [99.91, 300]], 'asks': [[99.99, 900], [100.0, 800], [100.01, 1175], [100.02, 300], [100.03, 450]], 'fills': {'p': 99.99, 's': 700.0, 'type': 'passive'}, 'reward': 0.403, 'participation': 0.1869, 'inv': -1200, 'cash': 119964.0, 'remaining': -200.0, 'bankrupt': False}, {'t': 0.3, 'mid': 99.92, 'spread': 0.06, 'bids': [[99.89, 459], [99.88, 300], [99.87, 375]], 'asks': [[99.95, 183], [99.96, 300], [99.97, 450], [99.98, 600], [99.99, 295]], 'fills': {'p': 99.99, 's': 400.0, 'type': 'passive'}, 'reward': 0.402, 'participation': 0.1642, 'inv': -1600, 'cash': 159955.0, 'remaining': -600.0, 'bankrupt': False}, {'t': 0.3333, 'mid': 99.885, 'spread': 0.07, 'bids': [[99.85, 250], [99.84, 300], [99.84, 500], [99.83, 375]], 'asks': [[99.92, 236], [99.93, 450], [99.93, 400], [99.94, 1200], [99.95, 2550]], 'fills': {'p': 99.89, 's': 1000.0, 'type': 'passive'}, 'reward': 0.404, 'participation': 0.1976, 'inv': -2600, 'cash': 259845.0, 'remaining': -1600.0, 'bankrupt': False}, {'t': 0.3667, 'mid': 99.92, 'spread': 0.06, 'bids': [[99.89, 184], [99.88, 300], [99.87, 375]], 'asks': [[99.95, 1109], [99.96, 300], [99.97, 450], [99.98, 600], [99.99, 750]], 'fills': {'p': 99.95, 's': 680.0, 'type': 'passive'}, 'reward': 0.561, 'participation': 0.1848, 'inv': -3280, 'cash': 327738.5, 'remaining': -2280.0, 'bankrupt': False}, {'t': 0.4, 'mid': 99.855, 'spread': 0.07, 'bids': [[99.82, 150], [99.81, 775], [99.8, 500], [99.57, 28]], 'asks': [[99.89, 1320], [99.9, 600], [99.9, 300], [99.91, 1250], [99.92, 1622]], 'fills': {'p': 99.89, 's': 1175.0, 'type': 'passive'}, 'reward': 0.39, 'participation': 0.2084, 'inv': -4455, 'cash': 445165.95, 'remaining': -3455.0, 'bankrupt': False}, {'t': 0.4333, 'mid': 99.84, 'spread': 0.08, 'bids': [[99.8, 384], [99.79, 875]], 'asks': [[99.88, 132], [99.89, 1070], [99.9, 1400], [99.91, 1750], [99.95, 1000]], 'fills': {'p': 99.89, 's': 1603.0, 'type': 'passive'}, 'reward': 0.435, 'participation': 0.2339, 'inv': -6058, 'cash': 605209.66, 'remaining': -5058.0, 'bankrupt': False}, {'t': 0.4667, 'mid': 99.805, 'spread': 0.07, 'bids': [[99.77, 125], [99.77, 500], [99.76, 300], [99.75, 375]], 'asks': [[99.84, 51], [99.85, 450], [99.85, 15], [99.86, 600], [99.86, 400]], 'fills': {'p': 99.8, 's': 1020.0, 'type': 'passive'}, 'reward': 0.36, 'participation': 0.2388, 'inv': -7078, 'cash': 707007.46, 'remaining': -6078.0, 'bankrupt': False}, {'t': 0.5, 'mid': 99.78, 'spread': 0.04, 'bids': [[99.76, 75], [99.75, 325], [99.74, 225], [99.73, 300], [99.72, 375]], 'asks': [[99.8, 150], [99.81, 300], [99.82, 450], [99.83, 726], [99.84, 1150]], 'fills': {'p': 99.77, 's': 1000.0, 'type': 'passive'}, 'reward': 0.529, 'participation': 0.2368, 'inv': -8078, 'cash': 806781.46, 'remaining': -7078.0, 'bankrupt': False}] | |
| LLM response: [{"type": "limit", "side": "buy", "price": 99.76, "size": 1000}, {"type": "limit", "side": "ask", "price": 99.81, "size": 1000}] | |
| Parsed actions: [{'type': 'limit', 'side': 'buy', 'price': 99.76, 'size': 1000}, {'type': 'limit', 'side': 'ask', 'price': 99.81, 'size': 1000}] | |
| Step reward: 0.5835873366267222, Done: False, History: [{'t': 0.2333, 'mid': 99.96, 'spread': 0.04, 'bids': [[99.94, 350], [99.93, 500]], 'asks': [[99.98, 100], [99.99, 500], [99.99, 750], [100.01, 200], [100.02, 400]], 'fills': {'p': 99.94, 's': 500.0, 'type': 'passive'}, 'reward': 0.496, 'participation': 0.1362, 'inv': -500, 'cash': 49976.0, 'remaining': 500.0, 'bankrupt': False}, {'t': 0.2667, 'mid': 99.965, 'spread': 0.05, 'bids': [[99.94, 150], [99.93, 100], [99.93, 375], [99.92, 200], [99.91, 300]], 'asks': [[99.99, 900], [100.0, 800], [100.01, 1175], [100.02, 300], [100.03, 450]], 'fills': {'p': 99.99, 's': 700.0, 'type': 'passive'}, 'reward': 0.403, 'participation': 0.1869, 'inv': -1200, 'cash': 119964.0, 'remaining': -200.0, 'bankrupt': False}, {'t': 0.3, 'mid': 99.92, 'spread': 0.06, 'bids': [[99.89, 459], [99.88, 300], [99.87, 375]], 'asks': [[99.95, 183], [99.96, 300], [99.97, 450], [99.98, 600], [99.99, 295]], 'fills': {'p': 99.99, 's': 400.0, 'type': 'passive'}, 'reward': 0.402, 'participation': 0.1642, 'inv': -1600, 'cash': 159955.0, 'remaining': -600.0, 'bankrupt': False}, {'t': 0.3333, 'mid': 99.885, 'spread': 0.07, 'bids': [[99.85, 250], [99.84, 300], [99.84, 500], [99.83, 375]], 'asks': [[99.92, 236], [99.93, 450], [99.93, 400], [99.94, 1200], [99.95, 2550]], 'fills': {'p': 99.89, 's': 1000.0, 'type': 'passive'}, 'reward': 0.404, 'participation': 0.1976, 'inv': -2600, 'cash': 259845.0, 'remaining': -1600.0, 'bankrupt': False}, {'t': 0.3667, 'mid': 99.92, 'spread': 0.06, 'bids': [[99.89, 184], [99.88, 300], [99.87, 375]], 'asks': [[99.95, 1109], [99.96, 300], [99.97, 450], [99.98, 600], [99.99, 750]], 'fills': {'p': 99.95, 's': 680.0, 'type': 'passive'}, 'reward': 0.561, 'participation': 0.1848, 'inv': -3280, 'cash': 327738.5, 'remaining': -2280.0, 'bankrupt': False}, {'t': 0.4, 'mid': 99.855, 'spread': 0.07, 'bids': [[99.82, 150], [99.81, 775], [99.8, 500], [99.57, 28]], 'asks': [[99.89, 1320], [99.9, 600], [99.9, 300], [99.91, 1250], [99.92, 1622]], 'fills': {'p': 99.89, 's': 1175.0, 'type': 'passive'}, 'reward': 0.39, 'participation': 0.2084, 'inv': -4455, 'cash': 445165.95, 'remaining': -3455.0, 'bankrupt': False}, {'t': 0.4333, 'mid': 99.84, 'spread': 0.08, 'bids': [[99.8, 384], [99.79, 875]], 'asks': [[99.88, 132], [99.89, 1070], [99.9, 1400], [99.91, 1750], [99.95, 1000]], 'fills': {'p': 99.89, 's': 1603.0, 'type': 'passive'}, 'reward': 0.435, 'participation': 0.2339, 'inv': -6058, 'cash': 605209.66, 'remaining': -5058.0, 'bankrupt': False}, {'t': 0.4667, 'mid': 99.805, 'spread': 0.07, 'bids': [[99.77, 125], [99.77, 500], [99.76, 300], [99.75, 375]], 'asks': [[99.84, 51], [99.85, 450], [99.85, 15], [99.86, 600], [99.86, 400]], 'fills': {'p': 99.8, 's': 1020.0, 'type': 'passive'}, 'reward': 0.36, 'participation': 0.2388, 'inv': -7078, 'cash': 707007.46, 'remaining': -6078.0, 'bankrupt': False}, {'t': 0.5, 'mid': 99.78, 'spread': 0.04, 'bids': [[99.76, 75], [99.75, 325], [99.74, 225], [99.73, 300], [99.72, 375]], 'asks': [[99.8, 150], [99.81, 300], [99.82, 450], [99.83, 726], [99.84, 1150]], 'fills': {'p': 99.77, 's': 1000.0, 'type': 'passive'}, 'reward': 0.529, 'participation': 0.2368, 'inv': -8078, 'cash': 806781.46, 'remaining': -7078.0, 'bankrupt': False}, {'t': 0.5333, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[99.8, 411], [99.81, 1750], [99.85, 1000], [99.88, 1000], [99.95, 1000]], 'fills': {'p': 99.76, 's': 1000.0, 'type': 'passive'}, 'reward': 0.584, 'participation': 0.2346, 'inv': -9078, 'cash': 906541.46, 'remaining': -8078.0, 'bankrupt': False}] | |
| LLM response: [{"type": "market", "side": "buy", "size": 1000}] | |
| Parsed actions: [{'type': 'market', 'side': 'buy', 'size': 1000}] | |
| Step reward: 0.475460864998109, Done: False, History: [{'t': 0.2667, 'mid': 99.965, 'spread': 0.05, 'bids': [[99.94, 150], [99.93, 100], [99.93, 375], [99.92, 200], [99.91, 300]], 'asks': [[99.99, 900], [100.0, 800], [100.01, 1175], [100.02, 300], [100.03, 450]], 'fills': {'p': 99.99, 's': 700.0, 'type': 'passive'}, 'reward': 0.403, 'participation': 0.1869, 'inv': -1200, 'cash': 119964.0, 'remaining': -200.0, 'bankrupt': False}, {'t': 0.3, 'mid': 99.92, 'spread': 0.06, 'bids': [[99.89, 459], [99.88, 300], [99.87, 375]], 'asks': [[99.95, 183], [99.96, 300], [99.97, 450], [99.98, 600], [99.99, 295]], 'fills': {'p': 99.99, 's': 400.0, 'type': 'passive'}, 'reward': 0.402, 'participation': 0.1642, 'inv': -1600, 'cash': 159955.0, 'remaining': -600.0, 'bankrupt': False}, {'t': 0.3333, 'mid': 99.885, 'spread': 0.07, 'bids': [[99.85, 250], [99.84, 300], [99.84, 500], [99.83, 375]], 'asks': [[99.92, 236], [99.93, 450], [99.93, 400], [99.94, 1200], [99.95, 2550]], 'fills': {'p': 99.89, 's': 1000.0, 'type': 'passive'}, 'reward': 0.404, 'participation': 0.1976, 'inv': -2600, 'cash': 259845.0, 'remaining': -1600.0, 'bankrupt': False}, {'t': 0.3667, 'mid': 99.92, 'spread': 0.06, 'bids': [[99.89, 184], [99.88, 300], [99.87, 375]], 'asks': [[99.95, 1109], [99.96, 300], [99.97, 450], [99.98, 600], [99.99, 750]], 'fills': {'p': 99.95, 's': 680.0, 'type': 'passive'}, 'reward': 0.561, 'participation': 0.1848, 'inv': -3280, 'cash': 327738.5, 'remaining': -2280.0, 'bankrupt': False}, {'t': 0.4, 'mid': 99.855, 'spread': 0.07, 'bids': [[99.82, 150], [99.81, 775], [99.8, 500], [99.57, 28]], 'asks': [[99.89, 1320], [99.9, 600], [99.9, 300], [99.91, 1250], [99.92, 1622]], 'fills': {'p': 99.89, 's': 1175.0, 'type': 'passive'}, 'reward': 0.39, 'participation': 0.2084, 'inv': -4455, 'cash': 445165.95, 'remaining': -3455.0, 'bankrupt': False}, {'t': 0.4333, 'mid': 99.84, 'spread': 0.08, 'bids': [[99.8, 384], [99.79, 875]], 'asks': [[99.88, 132], [99.89, 1070], [99.9, 1400], [99.91, 1750], [99.95, 1000]], 'fills': {'p': 99.89, 's': 1603.0, 'type': 'passive'}, 'reward': 0.435, 'participation': 0.2339, 'inv': -6058, 'cash': 605209.66, 'remaining': -5058.0, 'bankrupt': False}, {'t': 0.4667, 'mid': 99.805, 'spread': 0.07, 'bids': [[99.77, 125], [99.77, 500], [99.76, 300], [99.75, 375]], 'asks': [[99.84, 51], [99.85, 450], [99.85, 15], [99.86, 600], [99.86, 400]], 'fills': {'p': 99.8, 's': 1020.0, 'type': 'passive'}, 'reward': 0.36, 'participation': 0.2388, 'inv': -7078, 'cash': 707007.46, 'remaining': -6078.0, 'bankrupt': False}, {'t': 0.5, 'mid': 99.78, 'spread': 0.04, 'bids': [[99.76, 75], [99.75, 325], [99.74, 225], [99.73, 300], [99.72, 375]], 'asks': [[99.8, 150], [99.81, 300], [99.82, 450], [99.83, 726], [99.84, 1150]], 'fills': {'p': 99.77, 's': 1000.0, 'type': 'passive'}, 'reward': 0.529, 'participation': 0.2368, 'inv': -8078, 'cash': 806781.46, 'remaining': -7078.0, 'bankrupt': False}, {'t': 0.5333, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[99.8, 411], [99.81, 1750], [99.85, 1000], [99.88, 1000], [99.95, 1000]], 'fills': {'p': 99.76, 's': 1000.0, 'type': 'passive'}, 'reward': 0.584, 'participation': 0.2346, 'inv': -9078, 'cash': 906541.46, 'remaining': -8078.0, 'bankrupt': False}, {'t': 0.5667, 'mid': 99.875, 'spread': 0.01, 'bids': [[99.87, 22]], 'asks': [[99.88, 875], [99.95, 1000], [100.01, 350], [100.02, 700], [100.03, 1050]], 'fills': {'p': 99.88, 's': 2125.0, 'type': 'passive'}, 'reward': 0.475, 'participation': 0.2711, 'inv': -11203, 'cash': 1118686.46, 'remaining': -10203.0, 'bankrupt': False}] | |
| LLM response: [{"type": "limit", "side": "buy", "price": 99.87, "size": 1000}, {"type": "limit", "side": "ask", "price": 99.88, "size": 1000}] | |
| Parsed actions: [{'type': 'limit', 'side': 'buy', 'price': 99.87, 'size': 1000}, {'type': 'limit', 'side': 'ask', 'price': 99.88, 'size': 1000}] | |
| Step reward: 0.5382146046941952, Done: False, History: [{'t': 0.3, 'mid': 99.92, 'spread': 0.06, 'bids': [[99.89, 459], [99.88, 300], [99.87, 375]], 'asks': [[99.95, 183], [99.96, 300], [99.97, 450], [99.98, 600], [99.99, 295]], 'fills': {'p': 99.99, 's': 400.0, 'type': 'passive'}, 'reward': 0.402, 'participation': 0.1642, 'inv': -1600, 'cash': 159955.0, 'remaining': -600.0, 'bankrupt': False}, {'t': 0.3333, 'mid': 99.885, 'spread': 0.07, 'bids': [[99.85, 250], [99.84, 300], [99.84, 500], [99.83, 375]], 'asks': [[99.92, 236], [99.93, 450], [99.93, 400], [99.94, 1200], [99.95, 2550]], 'fills': {'p': 99.89, 's': 1000.0, 'type': 'passive'}, 'reward': 0.404, 'participation': 0.1976, 'inv': -2600, 'cash': 259845.0, 'remaining': -1600.0, 'bankrupt': False}, {'t': 0.3667, 'mid': 99.92, 'spread': 0.06, 'bids': [[99.89, 184], [99.88, 300], [99.87, 375]], 'asks': [[99.95, 1109], [99.96, 300], [99.97, 450], [99.98, 600], [99.99, 750]], 'fills': {'p': 99.95, 's': 680.0, 'type': 'passive'}, 'reward': 0.561, 'participation': 0.1848, 'inv': -3280, 'cash': 327738.5, 'remaining': -2280.0, 'bankrupt': False}, {'t': 0.4, 'mid': 99.855, 'spread': 0.07, 'bids': [[99.82, 150], [99.81, 775], [99.8, 500], [99.57, 28]], 'asks': [[99.89, 1320], [99.9, 600], [99.9, 300], [99.91, 1250], [99.92, 1622]], 'fills': {'p': 99.89, 's': 1175.0, 'type': 'passive'}, 'reward': 0.39, 'participation': 0.2084, 'inv': -4455, 'cash': 445165.95, 'remaining': -3455.0, 'bankrupt': False}, {'t': 0.4333, 'mid': 99.84, 'spread': 0.08, 'bids': [[99.8, 384], [99.79, 875]], 'asks': [[99.88, 132], [99.89, 1070], [99.9, 1400], [99.91, 1750], [99.95, 1000]], 'fills': {'p': 99.89, 's': 1603.0, 'type': 'passive'}, 'reward': 0.435, 'participation': 0.2339, 'inv': -6058, 'cash': 605209.66, 'remaining': -5058.0, 'bankrupt': False}, {'t': 0.4667, 'mid': 99.805, 'spread': 0.07, 'bids': [[99.77, 125], [99.77, 500], [99.76, 300], [99.75, 375]], 'asks': [[99.84, 51], [99.85, 450], [99.85, 15], [99.86, 600], [99.86, 400]], 'fills': {'p': 99.8, 's': 1020.0, 'type': 'passive'}, 'reward': 0.36, 'participation': 0.2388, 'inv': -7078, 'cash': 707007.46, 'remaining': -6078.0, 'bankrupt': False}, {'t': 0.5, 'mid': 99.78, 'spread': 0.04, 'bids': [[99.76, 75], [99.75, 325], [99.74, 225], [99.73, 300], [99.72, 375]], 'asks': [[99.8, 150], [99.81, 300], [99.82, 450], [99.83, 726], [99.84, 1150]], 'fills': {'p': 99.77, 's': 1000.0, 'type': 'passive'}, 'reward': 0.529, 'participation': 0.2368, 'inv': -8078, 'cash': 806781.46, 'remaining': -7078.0, 'bankrupt': False}, {'t': 0.5333, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[99.8, 411], [99.81, 1750], [99.85, 1000], [99.88, 1000], [99.95, 1000]], 'fills': {'p': 99.76, 's': 1000.0, 'type': 'passive'}, 'reward': 0.584, 'participation': 0.2346, 'inv': -9078, 'cash': 906541.46, 'remaining': -8078.0, 'bankrupt': False}, {'t': 0.5667, 'mid': 99.875, 'spread': 0.01, 'bids': [[99.87, 22]], 'asks': [[99.88, 875], [99.95, 1000], [100.01, 350], [100.02, 700], [100.03, 1050]], 'fills': {'p': 99.88, 's': 2125.0, 'type': 'passive'}, 'reward': 0.475, 'participation': 0.2711, 'inv': -11203, 'cash': 1118686.46, 'remaining': -10203.0, 'bankrupt': False}, {'t': 0.6, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[99.88, 750], [99.95, 1058], [99.96, 400], [99.97, 600], [99.98, 800]], 'fills': {'p': 99.88, 's': 2267.0, 'type': 'passive'}, 'reward': 0.538, 'participation': 0.3052, 'inv': -13470, 'cash': 1345146.86, 'remaining': -12470.0, 'bankrupt': False}] | |
| LLM response: [{"type": "market", "side": "buy", "size": 1000}] | |
| Parsed actions: [{'type': 'market', 'side': 'buy', 'size': 1000}] | |
| Step reward: 0.2968458307510119, Done: False, History: [{'t': 0.3333, 'mid': 99.885, 'spread': 0.07, 'bids': [[99.85, 250], [99.84, 300], [99.84, 500], [99.83, 375]], 'asks': [[99.92, 236], [99.93, 450], [99.93, 400], [99.94, 1200], [99.95, 2550]], 'fills': {'p': 99.89, 's': 1000.0, 'type': 'passive'}, 'reward': 0.404, 'participation': 0.1976, 'inv': -2600, 'cash': 259845.0, 'remaining': -1600.0, 'bankrupt': False}, {'t': 0.3667, 'mid': 99.92, 'spread': 0.06, 'bids': [[99.89, 184], [99.88, 300], [99.87, 375]], 'asks': [[99.95, 1109], [99.96, 300], [99.97, 450], [99.98, 600], [99.99, 750]], 'fills': {'p': 99.95, 's': 680.0, 'type': 'passive'}, 'reward': 0.561, 'participation': 0.1848, 'inv': -3280, 'cash': 327738.5, 'remaining': -2280.0, 'bankrupt': False}, {'t': 0.4, 'mid': 99.855, 'spread': 0.07, 'bids': [[99.82, 150], [99.81, 775], [99.8, 500], [99.57, 28]], 'asks': [[99.89, 1320], [99.9, 600], [99.9, 300], [99.91, 1250], [99.92, 1622]], 'fills': {'p': 99.89, 's': 1175.0, 'type': 'passive'}, 'reward': 0.39, 'participation': 0.2084, 'inv': -4455, 'cash': 445165.95, 'remaining': -3455.0, 'bankrupt': False}, {'t': 0.4333, 'mid': 99.84, 'spread': 0.08, 'bids': [[99.8, 384], [99.79, 875]], 'asks': [[99.88, 132], [99.89, 1070], [99.9, 1400], [99.91, 1750], [99.95, 1000]], 'fills': {'p': 99.89, 's': 1603.0, 'type': 'passive'}, 'reward': 0.435, 'participation': 0.2339, 'inv': -6058, 'cash': 605209.66, 'remaining': -5058.0, 'bankrupt': False}, {'t': 0.4667, 'mid': 99.805, 'spread': 0.07, 'bids': [[99.77, 125], [99.77, 500], [99.76, 300], [99.75, 375]], 'asks': [[99.84, 51], [99.85, 450], [99.85, 15], [99.86, 600], [99.86, 400]], 'fills': {'p': 99.8, 's': 1020.0, 'type': 'passive'}, 'reward': 0.36, 'participation': 0.2388, 'inv': -7078, 'cash': 707007.46, 'remaining': -6078.0, 'bankrupt': False}, {'t': 0.5, 'mid': 99.78, 'spread': 0.04, 'bids': [[99.76, 75], [99.75, 325], [99.74, 225], [99.73, 300], [99.72, 375]], 'asks': [[99.8, 150], [99.81, 300], [99.82, 450], [99.83, 726], [99.84, 1150]], 'fills': {'p': 99.77, 's': 1000.0, 'type': 'passive'}, 'reward': 0.529, 'participation': 0.2368, 'inv': -8078, 'cash': 806781.46, 'remaining': -7078.0, 'bankrupt': False}, {'t': 0.5333, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[99.8, 411], [99.81, 1750], [99.85, 1000], [99.88, 1000], [99.95, 1000]], 'fills': {'p': 99.76, 's': 1000.0, 'type': 'passive'}, 'reward': 0.584, 'participation': 0.2346, 'inv': -9078, 'cash': 906541.46, 'remaining': -8078.0, 'bankrupt': False}, {'t': 0.5667, 'mid': 99.875, 'spread': 0.01, 'bids': [[99.87, 22]], 'asks': [[99.88, 875], [99.95, 1000], [100.01, 350], [100.02, 700], [100.03, 1050]], 'fills': {'p': 99.88, 's': 2125.0, 'type': 'passive'}, 'reward': 0.475, 'participation': 0.2711, 'inv': -11203, 'cash': 1118686.46, 'remaining': -10203.0, 'bankrupt': False}, {'t': 0.6, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[99.88, 750], [99.95, 1058], [99.96, 400], [99.97, 600], [99.98, 800]], 'fills': {'p': 99.88, 's': 2267.0, 'type': 'passive'}, 'reward': 0.538, 'participation': 0.3052, 'inv': -13470, 'cash': 1345146.86, 'remaining': -12470.0, 'bankrupt': False}, {'t': 0.6333, 'mid': 99.85, 'spread': 0.04, 'bids': [[99.83, 75], [99.82, 150], [99.81, 225], [99.8, 300], [99.79, 375]], 'asks': [[99.87, 150], [99.88, 300], [99.89, 450], [99.9, 600], [99.91, 750]], 'fills': {'p': 99.92999999999999, 's': 2358.0, 'type': 'active'}, 'reward': 0.297, 'participation': 0.338, 'inv': -15828, 'cash': 1580763.96, 'remaining': -14828.0, 'bankrupt': False}] | |
| LLM response: {"type": "market", "side": "buy", "size": 1000} | |
| Parsed actions: [{'type': 'market', 'side': 'buy', 'size': 1000}] | |
| Step reward: 0.47811030080889094, Done: False, History: [{'t': 0.3667, 'mid': 99.92, 'spread': 0.06, 'bids': [[99.89, 184], [99.88, 300], [99.87, 375]], 'asks': [[99.95, 1109], [99.96, 300], [99.97, 450], [99.98, 600], [99.99, 750]], 'fills': {'p': 99.95, 's': 680.0, 'type': 'passive'}, 'reward': 0.561, 'participation': 0.1848, 'inv': -3280, 'cash': 327738.5, 'remaining': -2280.0, 'bankrupt': False}, {'t': 0.4, 'mid': 99.855, 'spread': 0.07, 'bids': [[99.82, 150], [99.81, 775], [99.8, 500], [99.57, 28]], 'asks': [[99.89, 1320], [99.9, 600], [99.9, 300], [99.91, 1250], [99.92, 1622]], 'fills': {'p': 99.89, 's': 1175.0, 'type': 'passive'}, 'reward': 0.39, 'participation': 0.2084, 'inv': -4455, 'cash': 445165.95, 'remaining': -3455.0, 'bankrupt': False}, {'t': 0.4333, 'mid': 99.84, 'spread': 0.08, 'bids': [[99.8, 384], [99.79, 875]], 'asks': [[99.88, 132], [99.89, 1070], [99.9, 1400], [99.91, 1750], [99.95, 1000]], 'fills': {'p': 99.89, 's': 1603.0, 'type': 'passive'}, 'reward': 0.435, 'participation': 0.2339, 'inv': -6058, 'cash': 605209.66, 'remaining': -5058.0, 'bankrupt': False}, {'t': 0.4667, 'mid': 99.805, 'spread': 0.07, 'bids': [[99.77, 125], [99.77, 500], [99.76, 300], [99.75, 375]], 'asks': [[99.84, 51], [99.85, 450], [99.85, 15], [99.86, 600], [99.86, 400]], 'fills': {'p': 99.8, 's': 1020.0, 'type': 'passive'}, 'reward': 0.36, 'participation': 0.2388, 'inv': -7078, 'cash': 707007.46, 'remaining': -6078.0, 'bankrupt': False}, {'t': 0.5, 'mid': 99.78, 'spread': 0.04, 'bids': [[99.76, 75], [99.75, 325], [99.74, 225], [99.73, 300], [99.72, 375]], 'asks': [[99.8, 150], [99.81, 300], [99.82, 450], [99.83, 726], [99.84, 1150]], 'fills': {'p': 99.77, 's': 1000.0, 'type': 'passive'}, 'reward': 0.529, 'participation': 0.2368, 'inv': -8078, 'cash': 806781.46, 'remaining': -7078.0, 'bankrupt': False}, {'t': 0.5333, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[99.8, 411], [99.81, 1750], [99.85, 1000], [99.88, 1000], [99.95, 1000]], 'fills': {'p': 99.76, 's': 1000.0, 'type': 'passive'}, 'reward': 0.584, 'participation': 0.2346, 'inv': -9078, 'cash': 906541.46, 'remaining': -8078.0, 'bankrupt': False}, {'t': 0.5667, 'mid': 99.875, 'spread': 0.01, 'bids': [[99.87, 22]], 'asks': [[99.88, 875], [99.95, 1000], [100.01, 350], [100.02, 700], [100.03, 1050]], 'fills': {'p': 99.88, 's': 2125.0, 'type': 'passive'}, 'reward': 0.475, 'participation': 0.2711, 'inv': -11203, 'cash': 1118686.46, 'remaining': -10203.0, 'bankrupt': False}, {'t': 0.6, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[99.88, 750], [99.95, 1058], [99.96, 400], [99.97, 600], [99.98, 800]], 'fills': {'p': 99.88, 's': 2267.0, 'type': 'passive'}, 'reward': 0.538, 'participation': 0.3052, 'inv': -13470, 'cash': 1345146.86, 'remaining': -12470.0, 'bankrupt': False}, {'t': 0.6333, 'mid': 99.85, 'spread': 0.04, 'bids': [[99.83, 75], [99.82, 150], [99.81, 225], [99.8, 300], [99.79, 375]], 'asks': [[99.87, 150], [99.88, 300], [99.89, 450], [99.9, 600], [99.91, 750]], 'fills': {'p': 99.92999999999999, 's': 2358.0, 'type': 'active'}, 'reward': 0.297, 'participation': 0.338, 'inv': -15828, 'cash': 1580763.96, 'remaining': -14828.0, 'bankrupt': False}, {'t': 0.6667, 'mid': 100.0, 'spread': 0.06, 'bids': [[99.97, 75], [99.96, 150], [99.95, 225], [99.94, 300], [99.93, 375]], 'asks': [[100.03, 900], [100.04, 1400], [100.05, 1750]], 'fills': None, 'reward': 0.478, 'participation': 0.3113, 'inv': -15828, 'cash': 1580763.96, 'remaining': -14828.0, 'bankrupt': False}] | |
| LLM response: [{"type": "limit", "side": "buy", "price": 99.97, "size": 100}, {"type": "limit", "side": "ask", "price": 100.03, "size": 100}] | |
| Parsed actions: [{'type': 'limit', 'side': 'buy', 'price': 99.97, 'size': 100}, {'type': 'limit', 'side': 'ask', 'price': 100.03, 'size': 100}] | |
| Step reward: 0.503353812532569, Done: False, History: [{'t': 0.4, 'mid': 99.855, 'spread': 0.07, 'bids': [[99.82, 150], [99.81, 775], [99.8, 500], [99.57, 28]], 'asks': [[99.89, 1320], [99.9, 600], [99.9, 300], [99.91, 1250], [99.92, 1622]], 'fills': {'p': 99.89, 's': 1175.0, 'type': 'passive'}, 'reward': 0.39, 'participation': 0.2084, 'inv': -4455, 'cash': 445165.95, 'remaining': -3455.0, 'bankrupt': False}, {'t': 0.4333, 'mid': 99.84, 'spread': 0.08, 'bids': [[99.8, 384], [99.79, 875]], 'asks': [[99.88, 132], [99.89, 1070], [99.9, 1400], [99.91, 1750], [99.95, 1000]], 'fills': {'p': 99.89, 's': 1603.0, 'type': 'passive'}, 'reward': 0.435, 'participation': 0.2339, 'inv': -6058, 'cash': 605209.66, 'remaining': -5058.0, 'bankrupt': False}, {'t': 0.4667, 'mid': 99.805, 'spread': 0.07, 'bids': [[99.77, 125], [99.77, 500], [99.76, 300], [99.75, 375]], 'asks': [[99.84, 51], [99.85, 450], [99.85, 15], [99.86, 600], [99.86, 400]], 'fills': {'p': 99.8, 's': 1020.0, 'type': 'passive'}, 'reward': 0.36, 'participation': 0.2388, 'inv': -7078, 'cash': 707007.46, 'remaining': -6078.0, 'bankrupt': False}, {'t': 0.5, 'mid': 99.78, 'spread': 0.04, 'bids': [[99.76, 75], [99.75, 325], [99.74, 225], [99.73, 300], [99.72, 375]], 'asks': [[99.8, 150], [99.81, 300], [99.82, 450], [99.83, 726], [99.84, 1150]], 'fills': {'p': 99.77, 's': 1000.0, 'type': 'passive'}, 'reward': 0.529, 'participation': 0.2368, 'inv': -8078, 'cash': 806781.46, 'remaining': -7078.0, 'bankrupt': False}, {'t': 0.5333, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[99.8, 411], [99.81, 1750], [99.85, 1000], [99.88, 1000], [99.95, 1000]], 'fills': {'p': 99.76, 's': 1000.0, 'type': 'passive'}, 'reward': 0.584, 'participation': 0.2346, 'inv': -9078, 'cash': 906541.46, 'remaining': -8078.0, 'bankrupt': False}, {'t': 0.5667, 'mid': 99.875, 'spread': 0.01, 'bids': [[99.87, 22]], 'asks': [[99.88, 875], [99.95, 1000], [100.01, 350], [100.02, 700], [100.03, 1050]], 'fills': {'p': 99.88, 's': 2125.0, 'type': 'passive'}, 'reward': 0.475, 'participation': 0.2711, 'inv': -11203, 'cash': 1118686.46, 'remaining': -10203.0, 'bankrupt': False}, {'t': 0.6, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[99.88, 750], [99.95, 1058], [99.96, 400], [99.97, 600], [99.98, 800]], 'fills': {'p': 99.88, 's': 2267.0, 'type': 'passive'}, 'reward': 0.538, 'participation': 0.3052, 'inv': -13470, 'cash': 1345146.86, 'remaining': -12470.0, 'bankrupt': False}, {'t': 0.6333, 'mid': 99.85, 'spread': 0.04, 'bids': [[99.83, 75], [99.82, 150], [99.81, 225], [99.8, 300], [99.79, 375]], 'asks': [[99.87, 150], [99.88, 300], [99.89, 450], [99.9, 600], [99.91, 750]], 'fills': {'p': 99.92999999999999, 's': 2358.0, 'type': 'active'}, 'reward': 0.297, 'participation': 0.338, 'inv': -15828, 'cash': 1580763.96, 'remaining': -14828.0, 'bankrupt': False}, {'t': 0.6667, 'mid': 100.0, 'spread': 0.06, 'bids': [[99.97, 75], [99.96, 150], [99.95, 225], [99.94, 300], [99.93, 375]], 'asks': [[100.03, 900], [100.04, 1400], [100.05, 1750]], 'fills': None, 'reward': 0.478, 'participation': 0.3113, 'inv': -15828, 'cash': 1580763.96, 'remaining': -14828.0, 'bankrupt': False}, {'t': 0.7, 'mid': 99.945, 'spread': 0.05, 'bids': [[99.92, 725], [99.91, 500]], 'asks': [[99.97, 45], [99.99, 200], [100.0, 150], [100.0, 400], [100.01, 917]], 'fills': {'p': 99.97, 's': 55.0, 'type': 'passive'}, 'reward': 0.503, 'participation': 0.2936, 'inv': -15883, 'cash': 1586262.31, 'remaining': -14883.0, 'bankrupt': False}] | |
| LLM response: {"type": "market", "side": "buy", "size": 1000} | |
| Parsed actions: [{'type': 'market', 'side': 'buy', 'size': 1000}] | |
| Step reward: 0.4334002947361967, Done: False, History: [{'t': 0.4333, 'mid': 99.84, 'spread': 0.08, 'bids': [[99.8, 384], [99.79, 875]], 'asks': [[99.88, 132], [99.89, 1070], [99.9, 1400], [99.91, 1750], [99.95, 1000]], 'fills': {'p': 99.89, 's': 1603.0, 'type': 'passive'}, 'reward': 0.435, 'participation': 0.2339, 'inv': -6058, 'cash': 605209.66, 'remaining': -5058.0, 'bankrupt': False}, {'t': 0.4667, 'mid': 99.805, 'spread': 0.07, 'bids': [[99.77, 125], [99.77, 500], [99.76, 300], [99.75, 375]], 'asks': [[99.84, 51], [99.85, 450], [99.85, 15], [99.86, 600], [99.86, 400]], 'fills': {'p': 99.8, 's': 1020.0, 'type': 'passive'}, 'reward': 0.36, 'participation': 0.2388, 'inv': -7078, 'cash': 707007.46, 'remaining': -6078.0, 'bankrupt': False}, {'t': 0.5, 'mid': 99.78, 'spread': 0.04, 'bids': [[99.76, 75], [99.75, 325], [99.74, 225], [99.73, 300], [99.72, 375]], 'asks': [[99.8, 150], [99.81, 300], [99.82, 450], [99.83, 726], [99.84, 1150]], 'fills': {'p': 99.77, 's': 1000.0, 'type': 'passive'}, 'reward': 0.529, 'participation': 0.2368, 'inv': -8078, 'cash': 806781.46, 'remaining': -7078.0, 'bankrupt': False}, {'t': 0.5333, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[99.8, 411], [99.81, 1750], [99.85, 1000], [99.88, 1000], [99.95, 1000]], 'fills': {'p': 99.76, 's': 1000.0, 'type': 'passive'}, 'reward': 0.584, 'participation': 0.2346, 'inv': -9078, 'cash': 906541.46, 'remaining': -8078.0, 'bankrupt': False}, {'t': 0.5667, 'mid': 99.875, 'spread': 0.01, 'bids': [[99.87, 22]], 'asks': [[99.88, 875], [99.95, 1000], [100.01, 350], [100.02, 700], [100.03, 1050]], 'fills': {'p': 99.88, 's': 2125.0, 'type': 'passive'}, 'reward': 0.475, 'participation': 0.2711, 'inv': -11203, 'cash': 1118686.46, 'remaining': -10203.0, 'bankrupt': False}, {'t': 0.6, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[99.88, 750], [99.95, 1058], [99.96, 400], [99.97, 600], [99.98, 800]], 'fills': {'p': 99.88, 's': 2267.0, 'type': 'passive'}, 'reward': 0.538, 'participation': 0.3052, 'inv': -13470, 'cash': 1345146.86, 'remaining': -12470.0, 'bankrupt': False}, {'t': 0.6333, 'mid': 99.85, 'spread': 0.04, 'bids': [[99.83, 75], [99.82, 150], [99.81, 225], [99.8, 300], [99.79, 375]], 'asks': [[99.87, 150], [99.88, 300], [99.89, 450], [99.9, 600], [99.91, 750]], 'fills': {'p': 99.92999999999999, 's': 2358.0, 'type': 'active'}, 'reward': 0.297, 'participation': 0.338, 'inv': -15828, 'cash': 1580763.96, 'remaining': -14828.0, 'bankrupt': False}, {'t': 0.6667, 'mid': 100.0, 'spread': 0.06, 'bids': [[99.97, 75], [99.96, 150], [99.95, 225], [99.94, 300], [99.93, 375]], 'asks': [[100.03, 900], [100.04, 1400], [100.05, 1750]], 'fills': None, 'reward': 0.478, 'participation': 0.3113, 'inv': -15828, 'cash': 1580763.96, 'remaining': -14828.0, 'bankrupt': False}, {'t': 0.7, 'mid': 99.945, 'spread': 0.05, 'bids': [[99.92, 725], [99.91, 500]], 'asks': [[99.97, 45], [99.99, 200], [100.0, 150], [100.0, 400], [100.01, 917]], 'fills': {'p': 99.97, 's': 55.0, 'type': 'passive'}, 'reward': 0.503, 'participation': 0.2936, 'inv': -15883, 'cash': 1586262.31, 'remaining': -14883.0, 'bankrupt': False}, {'t': 0.7333, 'mid': 99.91, 'spread': 0.1, 'bids': [[99.86, 55], [99.85, 500]], 'asks': [[99.96, 1081], [99.97, 495], [99.97, 1000], [99.98, 600], [99.99, 750]], 'fills': {'p': 99.87, 's': 1000.0, 'type': 'active'}, 'reward': 0.433, 'participation': 0.2888, 'inv': -16883, 'cash': 1686142.61, 'remaining': -15883.0, 'bankrupt': False}] | |
| LLM response: {"type": "market", "side": "buy", "size": 1000} | |
| Parsed actions: [{'type': 'market', 'side': 'buy', 'size': 1000}] | |
| Step reward: 0.4243618368236577, Done: False, History: [{'t': 0.4667, 'mid': 99.805, 'spread': 0.07, 'bids': [[99.77, 125], [99.77, 500], [99.76, 300], [99.75, 375]], 'asks': [[99.84, 51], [99.85, 450], [99.85, 15], [99.86, 600], [99.86, 400]], 'fills': {'p': 99.8, 's': 1020.0, 'type': 'passive'}, 'reward': 0.36, 'participation': 0.2388, 'inv': -7078, 'cash': 707007.46, 'remaining': -6078.0, 'bankrupt': False}, {'t': 0.5, 'mid': 99.78, 'spread': 0.04, 'bids': [[99.76, 75], [99.75, 325], [99.74, 225], [99.73, 300], [99.72, 375]], 'asks': [[99.8, 150], [99.81, 300], [99.82, 450], [99.83, 726], [99.84, 1150]], 'fills': {'p': 99.77, 's': 1000.0, 'type': 'passive'}, 'reward': 0.529, 'participation': 0.2368, 'inv': -8078, 'cash': 806781.46, 'remaining': -7078.0, 'bankrupt': False}, {'t': 0.5333, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[99.8, 411], [99.81, 1750], [99.85, 1000], [99.88, 1000], [99.95, 1000]], 'fills': {'p': 99.76, 's': 1000.0, 'type': 'passive'}, 'reward': 0.584, 'participation': 0.2346, 'inv': -9078, 'cash': 906541.46, 'remaining': -8078.0, 'bankrupt': False}, {'t': 0.5667, 'mid': 99.875, 'spread': 0.01, 'bids': [[99.87, 22]], 'asks': [[99.88, 875], [99.95, 1000], [100.01, 350], [100.02, 700], [100.03, 1050]], 'fills': {'p': 99.88, 's': 2125.0, 'type': 'passive'}, 'reward': 0.475, 'participation': 0.2711, 'inv': -11203, 'cash': 1118686.46, 'remaining': -10203.0, 'bankrupt': False}, {'t': 0.6, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[99.88, 750], [99.95, 1058], [99.96, 400], [99.97, 600], [99.98, 800]], 'fills': {'p': 99.88, 's': 2267.0, 'type': 'passive'}, 'reward': 0.538, 'participation': 0.3052, 'inv': -13470, 'cash': 1345146.86, 'remaining': -12470.0, 'bankrupt': False}, {'t': 0.6333, 'mid': 99.85, 'spread': 0.04, 'bids': [[99.83, 75], [99.82, 150], [99.81, 225], [99.8, 300], [99.79, 375]], 'asks': [[99.87, 150], [99.88, 300], [99.89, 450], [99.9, 600], [99.91, 750]], 'fills': {'p': 99.92999999999999, 's': 2358.0, 'type': 'active'}, 'reward': 0.297, 'participation': 0.338, 'inv': -15828, 'cash': 1580763.96, 'remaining': -14828.0, 'bankrupt': False}, {'t': 0.6667, 'mid': 100.0, 'spread': 0.06, 'bids': [[99.97, 75], [99.96, 150], [99.95, 225], [99.94, 300], [99.93, 375]], 'asks': [[100.03, 900], [100.04, 1400], [100.05, 1750]], 'fills': None, 'reward': 0.478, 'participation': 0.3113, 'inv': -15828, 'cash': 1580763.96, 'remaining': -14828.0, 'bankrupt': False}, {'t': 0.7, 'mid': 99.945, 'spread': 0.05, 'bids': [[99.92, 725], [99.91, 500]], 'asks': [[99.97, 45], [99.99, 200], [100.0, 150], [100.0, 400], [100.01, 917]], 'fills': {'p': 99.97, 's': 55.0, 'type': 'passive'}, 'reward': 0.503, 'participation': 0.2936, 'inv': -15883, 'cash': 1586262.31, 'remaining': -14883.0, 'bankrupt': False}, {'t': 0.7333, 'mid': 99.91, 'spread': 0.1, 'bids': [[99.86, 55], [99.85, 500]], 'asks': [[99.96, 1081], [99.97, 495], [99.97, 1000], [99.98, 600], [99.99, 750]], 'fills': {'p': 99.87, 's': 1000.0, 'type': 'active'}, 'reward': 0.433, 'participation': 0.2888, 'inv': -16883, 'cash': 1686142.61, 'remaining': -15883.0, 'bankrupt': False}, {'t': 0.7667, 'mid': 99.735, 'spread': 0.07, 'bids': [[99.7, 450], [99.69, 800], [99.68, 375], [99.55, 12]], 'asks': [[99.77, 146], [99.78, 850], [99.79, 600], [99.79, 600], [99.8, 800]], 'fills': {'p': 99.7, 's': 1000.0, 'type': 'active'}, 'reward': 0.424, 'participation': 0.2955, 'inv': -17883, 'cash': 1785855.61, 'remaining': -16883.0, 'bankrupt': False}] | |
| LLM response: [{"type": "limit", "side": "buy", "price": 99.7, "size": 1000}, {"type": "cancel", "order_id": "430"}] | |
| Parsed actions: [{'type': 'limit', 'side': 'buy', 'price': 99.7, 'size': 1000}, {'type': 'cancel', 'order_id': '430'}] | |
| Step reward: 0.36776736490753453, Done: False, History: [{'t': 0.5, 'mid': 99.78, 'spread': 0.04, 'bids': [[99.76, 75], [99.75, 325], [99.74, 225], [99.73, 300], [99.72, 375]], 'asks': [[99.8, 150], [99.81, 300], [99.82, 450], [99.83, 726], [99.84, 1150]], 'fills': {'p': 99.77, 's': 1000.0, 'type': 'passive'}, 'reward': 0.529, 'participation': 0.2368, 'inv': -8078, 'cash': 806781.46, 'remaining': -7078.0, 'bankrupt': False}, {'t': 0.5333, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[99.8, 411], [99.81, 1750], [99.85, 1000], [99.88, 1000], [99.95, 1000]], 'fills': {'p': 99.76, 's': 1000.0, 'type': 'passive'}, 'reward': 0.584, 'participation': 0.2346, 'inv': -9078, 'cash': 906541.46, 'remaining': -8078.0, 'bankrupt': False}, {'t': 0.5667, 'mid': 99.875, 'spread': 0.01, 'bids': [[99.87, 22]], 'asks': [[99.88, 875], [99.95, 1000], [100.01, 350], [100.02, 700], [100.03, 1050]], 'fills': {'p': 99.88, 's': 2125.0, 'type': 'passive'}, 'reward': 0.475, 'participation': 0.2711, 'inv': -11203, 'cash': 1118686.46, 'remaining': -10203.0, 'bankrupt': False}, {'t': 0.6, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[99.88, 750], [99.95, 1058], [99.96, 400], [99.97, 600], [99.98, 800]], 'fills': {'p': 99.88, 's': 2267.0, 'type': 'passive'}, 'reward': 0.538, 'participation': 0.3052, 'inv': -13470, 'cash': 1345146.86, 'remaining': -12470.0, 'bankrupt': False}, {'t': 0.6333, 'mid': 99.85, 'spread': 0.04, 'bids': [[99.83, 75], [99.82, 150], [99.81, 225], [99.8, 300], [99.79, 375]], 'asks': [[99.87, 150], [99.88, 300], [99.89, 450], [99.9, 600], [99.91, 750]], 'fills': {'p': 99.92999999999999, 's': 2358.0, 'type': 'active'}, 'reward': 0.297, 'participation': 0.338, 'inv': -15828, 'cash': 1580763.96, 'remaining': -14828.0, 'bankrupt': False}, {'t': 0.6667, 'mid': 100.0, 'spread': 0.06, 'bids': [[99.97, 75], [99.96, 150], [99.95, 225], [99.94, 300], [99.93, 375]], 'asks': [[100.03, 900], [100.04, 1400], [100.05, 1750]], 'fills': None, 'reward': 0.478, 'participation': 0.3113, 'inv': -15828, 'cash': 1580763.96, 'remaining': -14828.0, 'bankrupt': False}, {'t': 0.7, 'mid': 99.945, 'spread': 0.05, 'bids': [[99.92, 725], [99.91, 500]], 'asks': [[99.97, 45], [99.99, 200], [100.0, 150], [100.0, 400], [100.01, 917]], 'fills': {'p': 99.97, 's': 55.0, 'type': 'passive'}, 'reward': 0.503, 'participation': 0.2936, 'inv': -15883, 'cash': 1586262.31, 'remaining': -14883.0, 'bankrupt': False}, {'t': 0.7333, 'mid': 99.91, 'spread': 0.1, 'bids': [[99.86, 55], [99.85, 500]], 'asks': [[99.96, 1081], [99.97, 495], [99.97, 1000], [99.98, 600], [99.99, 750]], 'fills': {'p': 99.87, 's': 1000.0, 'type': 'active'}, 'reward': 0.433, 'participation': 0.2888, 'inv': -16883, 'cash': 1686142.61, 'remaining': -15883.0, 'bankrupt': False}, {'t': 0.7667, 'mid': 99.735, 'spread': 0.07, 'bids': [[99.7, 450], [99.69, 800], [99.68, 375], [99.55, 12]], 'asks': [[99.77, 146], [99.78, 850], [99.79, 600], [99.79, 600], [99.8, 800]], 'fills': {'p': 99.7, 's': 1000.0, 'type': 'active'}, 'reward': 0.424, 'participation': 0.2955, 'inv': -17883, 'cash': 1785855.61, 'remaining': -16883.0, 'bankrupt': False}, {'t': 0.8, 'mid': 99.705, 'spread': 0.07, 'bids': [[99.67, 150], [99.66, 775], [99.65, 500], [99.3, 30]], 'asks': [[99.74, 305], [99.75, 600], [99.75, 170], [99.76, 1250], [99.77, 1600]], 'fills': {'p': 99.7, 's': 1000.0, 'type': 'passive'}, 'reward': 0.368, 'participation': 0.2903, 'inv': -18883, 'cash': 1885555.61, 'remaining': -17883.0, 'bankrupt': False}] | |
| LLM response: {"type": "market", "side": "buy", "size": 1000} | |
| Parsed actions: [{'type': 'market', 'side': 'buy', 'size': 1000}] | |
| Step reward: 0.4112825166054156, Done: False, History: [{'t': 0.5333, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[99.8, 411], [99.81, 1750], [99.85, 1000], [99.88, 1000], [99.95, 1000]], 'fills': {'p': 99.76, 's': 1000.0, 'type': 'passive'}, 'reward': 0.584, 'participation': 0.2346, 'inv': -9078, 'cash': 906541.46, 'remaining': -8078.0, 'bankrupt': False}, {'t': 0.5667, 'mid': 99.875, 'spread': 0.01, 'bids': [[99.87, 22]], 'asks': [[99.88, 875], [99.95, 1000], [100.01, 350], [100.02, 700], [100.03, 1050]], 'fills': {'p': 99.88, 's': 2125.0, 'type': 'passive'}, 'reward': 0.475, 'participation': 0.2711, 'inv': -11203, 'cash': 1118686.46, 'remaining': -10203.0, 'bankrupt': False}, {'t': 0.6, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[99.88, 750], [99.95, 1058], [99.96, 400], [99.97, 600], [99.98, 800]], 'fills': {'p': 99.88, 's': 2267.0, 'type': 'passive'}, 'reward': 0.538, 'participation': 0.3052, 'inv': -13470, 'cash': 1345146.86, 'remaining': -12470.0, 'bankrupt': False}, {'t': 0.6333, 'mid': 99.85, 'spread': 0.04, 'bids': [[99.83, 75], [99.82, 150], [99.81, 225], [99.8, 300], [99.79, 375]], 'asks': [[99.87, 150], [99.88, 300], [99.89, 450], [99.9, 600], [99.91, 750]], 'fills': {'p': 99.92999999999999, 's': 2358.0, 'type': 'active'}, 'reward': 0.297, 'participation': 0.338, 'inv': -15828, 'cash': 1580763.96, 'remaining': -14828.0, 'bankrupt': False}, {'t': 0.6667, 'mid': 100.0, 'spread': 0.06, 'bids': [[99.97, 75], [99.96, 150], [99.95, 225], [99.94, 300], [99.93, 375]], 'asks': [[100.03, 900], [100.04, 1400], [100.05, 1750]], 'fills': None, 'reward': 0.478, 'participation': 0.3113, 'inv': -15828, 'cash': 1580763.96, 'remaining': -14828.0, 'bankrupt': False}, {'t': 0.7, 'mid': 99.945, 'spread': 0.05, 'bids': [[99.92, 725], [99.91, 500]], 'asks': [[99.97, 45], [99.99, 200], [100.0, 150], [100.0, 400], [100.01, 917]], 'fills': {'p': 99.97, 's': 55.0, 'type': 'passive'}, 'reward': 0.503, 'participation': 0.2936, 'inv': -15883, 'cash': 1586262.31, 'remaining': -14883.0, 'bankrupt': False}, {'t': 0.7333, 'mid': 99.91, 'spread': 0.1, 'bids': [[99.86, 55], [99.85, 500]], 'asks': [[99.96, 1081], [99.97, 495], [99.97, 1000], [99.98, 600], [99.99, 750]], 'fills': {'p': 99.87, 's': 1000.0, 'type': 'active'}, 'reward': 0.433, 'participation': 0.2888, 'inv': -16883, 'cash': 1686142.61, 'remaining': -15883.0, 'bankrupt': False}, {'t': 0.7667, 'mid': 99.735, 'spread': 0.07, 'bids': [[99.7, 450], [99.69, 800], [99.68, 375], [99.55, 12]], 'asks': [[99.77, 146], [99.78, 850], [99.79, 600], [99.79, 600], [99.8, 800]], 'fills': {'p': 99.7, 's': 1000.0, 'type': 'active'}, 'reward': 0.424, 'participation': 0.2955, 'inv': -17883, 'cash': 1785855.61, 'remaining': -16883.0, 'bankrupt': False}, {'t': 0.8, 'mid': 99.705, 'spread': 0.07, 'bids': [[99.67, 150], [99.66, 775], [99.65, 500], [99.3, 30]], 'asks': [[99.74, 305], [99.75, 600], [99.75, 170], [99.76, 1250], [99.77, 1600]], 'fills': {'p': 99.7, 's': 1000.0, 'type': 'passive'}, 'reward': 0.368, 'participation': 0.2903, 'inv': -18883, 'cash': 1885555.61, 'remaining': -17883.0, 'bankrupt': False}, {'t': 0.8333, 'mid': 99.675, 'spread': 0.11, 'bids': [[99.62, 425]], 'asks': [[99.73, 1086], [99.74, 1600], [99.75, 750], [99.97, 45], [100.03, 100]], 'fills': {'p': 99.64, 's': 1000.0, 'type': 'active'}, 'reward': 0.411, 'participation': 0.2834, 'inv': -19883, 'cash': 1985207.11, 'remaining': -18883.0, 'bankrupt': False}] | |
| LLM response: [{"type": "market", "side": "buy", "size": 1000}] | |
| Parsed actions: [{'type': 'market', 'side': 'buy', 'size': 1000}] | |
| Step reward: 0.4694665837209833, Done: False, History: [{'t': 0.5667, 'mid': 99.875, 'spread': 0.01, 'bids': [[99.87, 22]], 'asks': [[99.88, 875], [99.95, 1000], [100.01, 350], [100.02, 700], [100.03, 1050]], 'fills': {'p': 99.88, 's': 2125.0, 'type': 'passive'}, 'reward': 0.475, 'participation': 0.2711, 'inv': -11203, 'cash': 1118686.46, 'remaining': -10203.0, 'bankrupt': False}, {'t': 0.6, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[99.88, 750], [99.95, 1058], [99.96, 400], [99.97, 600], [99.98, 800]], 'fills': {'p': 99.88, 's': 2267.0, 'type': 'passive'}, 'reward': 0.538, 'participation': 0.3052, 'inv': -13470, 'cash': 1345146.86, 'remaining': -12470.0, 'bankrupt': False}, {'t': 0.6333, 'mid': 99.85, 'spread': 0.04, 'bids': [[99.83, 75], [99.82, 150], [99.81, 225], [99.8, 300], [99.79, 375]], 'asks': [[99.87, 150], [99.88, 300], [99.89, 450], [99.9, 600], [99.91, 750]], 'fills': {'p': 99.92999999999999, 's': 2358.0, 'type': 'active'}, 'reward': 0.297, 'participation': 0.338, 'inv': -15828, 'cash': 1580763.96, 'remaining': -14828.0, 'bankrupt': False}, {'t': 0.6667, 'mid': 100.0, 'spread': 0.06, 'bids': [[99.97, 75], [99.96, 150], [99.95, 225], [99.94, 300], [99.93, 375]], 'asks': [[100.03, 900], [100.04, 1400], [100.05, 1750]], 'fills': None, 'reward': 0.478, 'participation': 0.3113, 'inv': -15828, 'cash': 1580763.96, 'remaining': -14828.0, 'bankrupt': False}, {'t': 0.7, 'mid': 99.945, 'spread': 0.05, 'bids': [[99.92, 725], [99.91, 500]], 'asks': [[99.97, 45], [99.99, 200], [100.0, 150], [100.0, 400], [100.01, 917]], 'fills': {'p': 99.97, 's': 55.0, 'type': 'passive'}, 'reward': 0.503, 'participation': 0.2936, 'inv': -15883, 'cash': 1586262.31, 'remaining': -14883.0, 'bankrupt': False}, {'t': 0.7333, 'mid': 99.91, 'spread': 0.1, 'bids': [[99.86, 55], [99.85, 500]], 'asks': [[99.96, 1081], [99.97, 495], [99.97, 1000], [99.98, 600], [99.99, 750]], 'fills': {'p': 99.87, 's': 1000.0, 'type': 'active'}, 'reward': 0.433, 'participation': 0.2888, 'inv': -16883, 'cash': 1686142.61, 'remaining': -15883.0, 'bankrupt': False}, {'t': 0.7667, 'mid': 99.735, 'spread': 0.07, 'bids': [[99.7, 450], [99.69, 800], [99.68, 375], [99.55, 12]], 'asks': [[99.77, 146], [99.78, 850], [99.79, 600], [99.79, 600], [99.8, 800]], 'fills': {'p': 99.7, 's': 1000.0, 'type': 'active'}, 'reward': 0.424, 'participation': 0.2955, 'inv': -17883, 'cash': 1785855.61, 'remaining': -16883.0, 'bankrupt': False}, {'t': 0.8, 'mid': 99.705, 'spread': 0.07, 'bids': [[99.67, 150], [99.66, 775], [99.65, 500], [99.3, 30]], 'asks': [[99.74, 305], [99.75, 600], [99.75, 170], [99.76, 1250], [99.77, 1600]], 'fills': {'p': 99.7, 's': 1000.0, 'type': 'passive'}, 'reward': 0.368, 'participation': 0.2903, 'inv': -18883, 'cash': 1885555.61, 'remaining': -17883.0, 'bankrupt': False}, {'t': 0.8333, 'mid': 99.675, 'spread': 0.11, 'bids': [[99.62, 425]], 'asks': [[99.73, 1086], [99.74, 1600], [99.75, 750], [99.97, 45], [100.03, 100]], 'fills': {'p': 99.64, 's': 1000.0, 'type': 'active'}, 'reward': 0.411, 'participation': 0.2834, 'inv': -19883, 'cash': 1985207.11, 'remaining': -18883.0, 'bankrupt': False}, {'t': 0.8667, 'mid': 99.99, 'spread': 0.04, 'bids': [[99.97, 55], [99.96, 200], [99.95, 300], [99.94, 400], [99.93, 500]], 'asks': [[100.01, 350], [100.02, 700], [100.03, 1150], [100.04, 1400], [100.05, 1750]], 'fills': {'p': 99.97, 's': 45.0, 'type': 'passive'}, 'reward': 0.469, 'participation': 0.2764, 'inv': -19928, 'cash': 1989705.76, 'remaining': -18928.0, 'bankrupt': False}] | |
| LLM response: {"type": "limit", "side": "buy", "price": 99.97, "size": 1000} | |
| Parsed actions: [{'type': 'limit', 'side': 'buy', 'price': 99.97, 'size': 1000}] | |
| Step reward: 0.3648206435274352, Done: False, History: [{'t': 0.6, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[99.88, 750], [99.95, 1058], [99.96, 400], [99.97, 600], [99.98, 800]], 'fills': {'p': 99.88, 's': 2267.0, 'type': 'passive'}, 'reward': 0.538, 'participation': 0.3052, 'inv': -13470, 'cash': 1345146.86, 'remaining': -12470.0, 'bankrupt': False}, {'t': 0.6333, 'mid': 99.85, 'spread': 0.04, 'bids': [[99.83, 75], [99.82, 150], [99.81, 225], [99.8, 300], [99.79, 375]], 'asks': [[99.87, 150], [99.88, 300], [99.89, 450], [99.9, 600], [99.91, 750]], 'fills': {'p': 99.92999999999999, 's': 2358.0, 'type': 'active'}, 'reward': 0.297, 'participation': 0.338, 'inv': -15828, 'cash': 1580763.96, 'remaining': -14828.0, 'bankrupt': False}, {'t': 0.6667, 'mid': 100.0, 'spread': 0.06, 'bids': [[99.97, 75], [99.96, 150], [99.95, 225], [99.94, 300], [99.93, 375]], 'asks': [[100.03, 900], [100.04, 1400], [100.05, 1750]], 'fills': None, 'reward': 0.478, 'participation': 0.3113, 'inv': -15828, 'cash': 1580763.96, 'remaining': -14828.0, 'bankrupt': False}, {'t': 0.7, 'mid': 99.945, 'spread': 0.05, 'bids': [[99.92, 725], [99.91, 500]], 'asks': [[99.97, 45], [99.99, 200], [100.0, 150], [100.0, 400], [100.01, 917]], 'fills': {'p': 99.97, 's': 55.0, 'type': 'passive'}, 'reward': 0.503, 'participation': 0.2936, 'inv': -15883, 'cash': 1586262.31, 'remaining': -14883.0, 'bankrupt': False}, {'t': 0.7333, 'mid': 99.91, 'spread': 0.1, 'bids': [[99.86, 55], [99.85, 500]], 'asks': [[99.96, 1081], [99.97, 495], [99.97, 1000], [99.98, 600], [99.99, 750]], 'fills': {'p': 99.87, 's': 1000.0, 'type': 'active'}, 'reward': 0.433, 'participation': 0.2888, 'inv': -16883, 'cash': 1686142.61, 'remaining': -15883.0, 'bankrupt': False}, {'t': 0.7667, 'mid': 99.735, 'spread': 0.07, 'bids': [[99.7, 450], [99.69, 800], [99.68, 375], [99.55, 12]], 'asks': [[99.77, 146], [99.78, 850], [99.79, 600], [99.79, 600], [99.8, 800]], 'fills': {'p': 99.7, 's': 1000.0, 'type': 'active'}, 'reward': 0.424, 'participation': 0.2955, 'inv': -17883, 'cash': 1785855.61, 'remaining': -16883.0, 'bankrupt': False}, {'t': 0.8, 'mid': 99.705, 'spread': 0.07, 'bids': [[99.67, 150], [99.66, 775], [99.65, 500], [99.3, 30]], 'asks': [[99.74, 305], [99.75, 600], [99.75, 170], [99.76, 1250], [99.77, 1600]], 'fills': {'p': 99.7, 's': 1000.0, 'type': 'passive'}, 'reward': 0.368, 'participation': 0.2903, 'inv': -18883, 'cash': 1885555.61, 'remaining': -17883.0, 'bankrupt': False}, {'t': 0.8333, 'mid': 99.675, 'spread': 0.11, 'bids': [[99.62, 425]], 'asks': [[99.73, 1086], [99.74, 1600], [99.75, 750], [99.97, 45], [100.03, 100]], 'fills': {'p': 99.64, 's': 1000.0, 'type': 'active'}, 'reward': 0.411, 'participation': 0.2834, 'inv': -19883, 'cash': 1985207.11, 'remaining': -18883.0, 'bankrupt': False}, {'t': 0.8667, 'mid': 99.99, 'spread': 0.04, 'bids': [[99.97, 55], [99.96, 200], [99.95, 300], [99.94, 400], [99.93, 500]], 'asks': [[100.01, 350], [100.02, 700], [100.03, 1150], [100.04, 1400], [100.05, 1750]], 'fills': {'p': 99.97, 's': 45.0, 'type': 'passive'}, 'reward': 0.469, 'participation': 0.2764, 'inv': -19928, 'cash': 1989705.76, 'remaining': -18928.0, 'bankrupt': False}, {'t': 0.9, 'mid': 99.965, 'spread': 0.01, 'bids': [[99.96, 150], [99.95, 225], [99.94, 300], [99.93, 100], [99.93, 375]], 'asks': [[99.97, 1113], [99.98, 400], [99.99, 600], [100.0, 800], [100.01, 1150]], 'fills': {'p': 99.97, 's': 187.0, 'type': 'passive'}, 'reward': 0.365, 'participation': 0.2686, 'inv': -20115, 'cash': 2008406.15, 'remaining': -19115.0, 'bankrupt': False}] | |
| LLM response: [{"type": "market", "side": "buy", "size": 1000}] | |
| Parsed actions: [{'type': 'market', 'side': 'buy', 'size': 1000}] | |
| Step reward: 0.30050247271309966, Done: False, History: [{'t': 0.6333, 'mid': 99.85, 'spread': 0.04, 'bids': [[99.83, 75], [99.82, 150], [99.81, 225], [99.8, 300], [99.79, 375]], 'asks': [[99.87, 150], [99.88, 300], [99.89, 450], [99.9, 600], [99.91, 750]], 'fills': {'p': 99.92999999999999, 's': 2358.0, 'type': 'active'}, 'reward': 0.297, 'participation': 0.338, 'inv': -15828, 'cash': 1580763.96, 'remaining': -14828.0, 'bankrupt': False}, {'t': 0.6667, 'mid': 100.0, 'spread': 0.06, 'bids': [[99.97, 75], [99.96, 150], [99.95, 225], [99.94, 300], [99.93, 375]], 'asks': [[100.03, 900], [100.04, 1400], [100.05, 1750]], 'fills': None, 'reward': 0.478, 'participation': 0.3113, 'inv': -15828, 'cash': 1580763.96, 'remaining': -14828.0, 'bankrupt': False}, {'t': 0.7, 'mid': 99.945, 'spread': 0.05, 'bids': [[99.92, 725], [99.91, 500]], 'asks': [[99.97, 45], [99.99, 200], [100.0, 150], [100.0, 400], [100.01, 917]], 'fills': {'p': 99.97, 's': 55.0, 'type': 'passive'}, 'reward': 0.503, 'participation': 0.2936, 'inv': -15883, 'cash': 1586262.31, 'remaining': -14883.0, 'bankrupt': False}, {'t': 0.7333, 'mid': 99.91, 'spread': 0.1, 'bids': [[99.86, 55], [99.85, 500]], 'asks': [[99.96, 1081], [99.97, 495], [99.97, 1000], [99.98, 600], [99.99, 750]], 'fills': {'p': 99.87, 's': 1000.0, 'type': 'active'}, 'reward': 0.433, 'participation': 0.2888, 'inv': -16883, 'cash': 1686142.61, 'remaining': -15883.0, 'bankrupt': False}, {'t': 0.7667, 'mid': 99.735, 'spread': 0.07, 'bids': [[99.7, 450], [99.69, 800], [99.68, 375], [99.55, 12]], 'asks': [[99.77, 146], [99.78, 850], [99.79, 600], [99.79, 600], [99.8, 800]], 'fills': {'p': 99.7, 's': 1000.0, 'type': 'active'}, 'reward': 0.424, 'participation': 0.2955, 'inv': -17883, 'cash': 1785855.61, 'remaining': -16883.0, 'bankrupt': False}, {'t': 0.8, 'mid': 99.705, 'spread': 0.07, 'bids': [[99.67, 150], [99.66, 775], [99.65, 500], [99.3, 30]], 'asks': [[99.74, 305], [99.75, 600], [99.75, 170], [99.76, 1250], [99.77, 1600]], 'fills': {'p': 99.7, 's': 1000.0, 'type': 'passive'}, 'reward': 0.368, 'participation': 0.2903, 'inv': -18883, 'cash': 1885555.61, 'remaining': -17883.0, 'bankrupt': False}, {'t': 0.8333, 'mid': 99.675, 'spread': 0.11, 'bids': [[99.62, 425]], 'asks': [[99.73, 1086], [99.74, 1600], [99.75, 750], [99.97, 45], [100.03, 100]], 'fills': {'p': 99.64, 's': 1000.0, 'type': 'active'}, 'reward': 0.411, 'participation': 0.2834, 'inv': -19883, 'cash': 1985207.11, 'remaining': -18883.0, 'bankrupt': False}, {'t': 0.8667, 'mid': 99.99, 'spread': 0.04, 'bids': [[99.97, 55], [99.96, 200], [99.95, 300], [99.94, 400], [99.93, 500]], 'asks': [[100.01, 350], [100.02, 700], [100.03, 1150], [100.04, 1400], [100.05, 1750]], 'fills': {'p': 99.97, 's': 45.0, 'type': 'passive'}, 'reward': 0.469, 'participation': 0.2764, 'inv': -19928, 'cash': 1989705.76, 'remaining': -18928.0, 'bankrupt': False}, {'t': 0.9, 'mid': 99.965, 'spread': 0.01, 'bids': [[99.96, 150], [99.95, 225], [99.94, 300], [99.93, 100], [99.93, 375]], 'asks': [[99.97, 1113], [99.98, 400], [99.99, 600], [100.0, 800], [100.01, 1150]], 'fills': {'p': 99.97, 's': 187.0, 'type': 'passive'}, 'reward': 0.365, 'participation': 0.2686, 'inv': -20115, 'cash': 2008406.15, 'remaining': -19115.0, 'bankrupt': False}, {'t': 0.9333, 'mid': 99.91, 'spread': 0.08, 'bids': [[99.87, 825], [99.85, 20], [99.59, 14]], 'asks': [[99.95, 281], [99.96, 700], [99.97, 1080], [99.98, 1400], [99.99, 1750]], 'fills': {'p': 99.86999999999999, 's': 1913.0, 'type': 'active'}, 'reward': 0.301, 'participation': 0.2782, 'inv': -22028, 'cash': 2199560.76, 'remaining': -21028.0, 'bankrupt': False}] | |
| LLM response: {"type": "market", "side": "buy", "size": 1000} | |
| Parsed actions: [{'type': 'market', 'side': 'buy', 'size': 1000}] | |
| Step reward: 0.4599941930359136, Done: False, History: [{'t': 0.6667, 'mid': 100.0, 'spread': 0.06, 'bids': [[99.97, 75], [99.96, 150], [99.95, 225], [99.94, 300], [99.93, 375]], 'asks': [[100.03, 900], [100.04, 1400], [100.05, 1750]], 'fills': None, 'reward': 0.478, 'participation': 0.3113, 'inv': -15828, 'cash': 1580763.96, 'remaining': -14828.0, 'bankrupt': False}, {'t': 0.7, 'mid': 99.945, 'spread': 0.05, 'bids': [[99.92, 725], [99.91, 500]], 'asks': [[99.97, 45], [99.99, 200], [100.0, 150], [100.0, 400], [100.01, 917]], 'fills': {'p': 99.97, 's': 55.0, 'type': 'passive'}, 'reward': 0.503, 'participation': 0.2936, 'inv': -15883, 'cash': 1586262.31, 'remaining': -14883.0, 'bankrupt': False}, {'t': 0.7333, 'mid': 99.91, 'spread': 0.1, 'bids': [[99.86, 55], [99.85, 500]], 'asks': [[99.96, 1081], [99.97, 495], [99.97, 1000], [99.98, 600], [99.99, 750]], 'fills': {'p': 99.87, 's': 1000.0, 'type': 'active'}, 'reward': 0.433, 'participation': 0.2888, 'inv': -16883, 'cash': 1686142.61, 'remaining': -15883.0, 'bankrupt': False}, {'t': 0.7667, 'mid': 99.735, 'spread': 0.07, 'bids': [[99.7, 450], [99.69, 800], [99.68, 375], [99.55, 12]], 'asks': [[99.77, 146], [99.78, 850], [99.79, 600], [99.79, 600], [99.8, 800]], 'fills': {'p': 99.7, 's': 1000.0, 'type': 'active'}, 'reward': 0.424, 'participation': 0.2955, 'inv': -17883, 'cash': 1785855.61, 'remaining': -16883.0, 'bankrupt': False}, {'t': 0.8, 'mid': 99.705, 'spread': 0.07, 'bids': [[99.67, 150], [99.66, 775], [99.65, 500], [99.3, 30]], 'asks': [[99.74, 305], [99.75, 600], [99.75, 170], [99.76, 1250], [99.77, 1600]], 'fills': {'p': 99.7, 's': 1000.0, 'type': 'passive'}, 'reward': 0.368, 'participation': 0.2903, 'inv': -18883, 'cash': 1885555.61, 'remaining': -17883.0, 'bankrupt': False}, {'t': 0.8333, 'mid': 99.675, 'spread': 0.11, 'bids': [[99.62, 425]], 'asks': [[99.73, 1086], [99.74, 1600], [99.75, 750], [99.97, 45], [100.03, 100]], 'fills': {'p': 99.64, 's': 1000.0, 'type': 'active'}, 'reward': 0.411, 'participation': 0.2834, 'inv': -19883, 'cash': 1985207.11, 'remaining': -18883.0, 'bankrupt': False}, {'t': 0.8667, 'mid': 99.99, 'spread': 0.04, 'bids': [[99.97, 55], [99.96, 200], [99.95, 300], [99.94, 400], [99.93, 500]], 'asks': [[100.01, 350], [100.02, 700], [100.03, 1150], [100.04, 1400], [100.05, 1750]], 'fills': {'p': 99.97, 's': 45.0, 'type': 'passive'}, 'reward': 0.469, 'participation': 0.2764, 'inv': -19928, 'cash': 1989705.76, 'remaining': -18928.0, 'bankrupt': False}, {'t': 0.9, 'mid': 99.965, 'spread': 0.01, 'bids': [[99.96, 150], [99.95, 225], [99.94, 300], [99.93, 100], [99.93, 375]], 'asks': [[99.97, 1113], [99.98, 400], [99.99, 600], [100.0, 800], [100.01, 1150]], 'fills': {'p': 99.97, 's': 187.0, 'type': 'passive'}, 'reward': 0.365, 'participation': 0.2686, 'inv': -20115, 'cash': 2008406.15, 'remaining': -19115.0, 'bankrupt': False}, {'t': 0.9333, 'mid': 99.91, 'spread': 0.08, 'bids': [[99.87, 825], [99.85, 20], [99.59, 14]], 'asks': [[99.95, 281], [99.96, 700], [99.97, 1080], [99.98, 1400], [99.99, 1750]], 'fills': {'p': 99.86999999999999, 's': 1913.0, 'type': 'active'}, 'reward': 0.301, 'participation': 0.2782, 'inv': -22028, 'cash': 2199560.76, 'remaining': -21028.0, 'bankrupt': False}, {'t': 0.9667, 'mid': 99.95, 'spread': 0.04, 'bids': [[99.93, 50], [99.93, 375], [99.92, 200], [99.91, 300], [99.9, 400]], 'asks': [[99.97, 150], [99.98, 400], [99.99, 600], [100.0, 800], [100.01, 1150]], 'fills': {'p': 99.59, 's': 859.0, 'type': 'active'}, 'reward': 0.46, 'participation': 0.2828, 'inv': -22887, 'cash': 2285344.77, 'remaining': -21887.0, 'bankrupt': False}] | |
| LLM response: {"type": "market", "side": "buy", "size": 1000} | |
| Parsed actions: [{'type': 'market', 'side': 'buy', 'size': 1000}] | |
| Step reward: 0.32343782315283176, Done: False, History: [{'t': 0.7, 'mid': 99.945, 'spread': 0.05, 'bids': [[99.92, 725], [99.91, 500]], 'asks': [[99.97, 45], [99.99, 200], [100.0, 150], [100.0, 400], [100.01, 917]], 'fills': {'p': 99.97, 's': 55.0, 'type': 'passive'}, 'reward': 0.503, 'participation': 0.2936, 'inv': -15883, 'cash': 1586262.31, 'remaining': -14883.0, 'bankrupt': False}, {'t': 0.7333, 'mid': 99.91, 'spread': 0.1, 'bids': [[99.86, 55], [99.85, 500]], 'asks': [[99.96, 1081], [99.97, 495], [99.97, 1000], [99.98, 600], [99.99, 750]], 'fills': {'p': 99.87, 's': 1000.0, 'type': 'active'}, 'reward': 0.433, 'participation': 0.2888, 'inv': -16883, 'cash': 1686142.61, 'remaining': -15883.0, 'bankrupt': False}, {'t': 0.7667, 'mid': 99.735, 'spread': 0.07, 'bids': [[99.7, 450], [99.69, 800], [99.68, 375], [99.55, 12]], 'asks': [[99.77, 146], [99.78, 850], [99.79, 600], [99.79, 600], [99.8, 800]], 'fills': {'p': 99.7, 's': 1000.0, 'type': 'active'}, 'reward': 0.424, 'participation': 0.2955, 'inv': -17883, 'cash': 1785855.61, 'remaining': -16883.0, 'bankrupt': False}, {'t': 0.8, 'mid': 99.705, 'spread': 0.07, 'bids': [[99.67, 150], [99.66, 775], [99.65, 500], [99.3, 30]], 'asks': [[99.74, 305], [99.75, 600], [99.75, 170], [99.76, 1250], [99.77, 1600]], 'fills': {'p': 99.7, 's': 1000.0, 'type': 'passive'}, 'reward': 0.368, 'participation': 0.2903, 'inv': -18883, 'cash': 1885555.61, 'remaining': -17883.0, 'bankrupt': False}, {'t': 0.8333, 'mid': 99.675, 'spread': 0.11, 'bids': [[99.62, 425]], 'asks': [[99.73, 1086], [99.74, 1600], [99.75, 750], [99.97, 45], [100.03, 100]], 'fills': {'p': 99.64, 's': 1000.0, 'type': 'active'}, 'reward': 0.411, 'participation': 0.2834, 'inv': -19883, 'cash': 1985207.11, 'remaining': -18883.0, 'bankrupt': False}, {'t': 0.8667, 'mid': 99.99, 'spread': 0.04, 'bids': [[99.97, 55], [99.96, 200], [99.95, 300], [99.94, 400], [99.93, 500]], 'asks': [[100.01, 350], [100.02, 700], [100.03, 1150], [100.04, 1400], [100.05, 1750]], 'fills': {'p': 99.97, 's': 45.0, 'type': 'passive'}, 'reward': 0.469, 'participation': 0.2764, 'inv': -19928, 'cash': 1989705.76, 'remaining': -18928.0, 'bankrupt': False}, {'t': 0.9, 'mid': 99.965, 'spread': 0.01, 'bids': [[99.96, 150], [99.95, 225], [99.94, 300], [99.93, 100], [99.93, 375]], 'asks': [[99.97, 1113], [99.98, 400], [99.99, 600], [100.0, 800], [100.01, 1150]], 'fills': {'p': 99.97, 's': 187.0, 'type': 'passive'}, 'reward': 0.365, 'participation': 0.2686, 'inv': -20115, 'cash': 2008406.15, 'remaining': -19115.0, 'bankrupt': False}, {'t': 0.9333, 'mid': 99.91, 'spread': 0.08, 'bids': [[99.87, 825], [99.85, 20], [99.59, 14]], 'asks': [[99.95, 281], [99.96, 700], [99.97, 1080], [99.98, 1400], [99.99, 1750]], 'fills': {'p': 99.86999999999999, 's': 1913.0, 'type': 'active'}, 'reward': 0.301, 'participation': 0.2782, 'inv': -22028, 'cash': 2199560.76, 'remaining': -21028.0, 'bankrupt': False}, {'t': 0.9667, 'mid': 99.95, 'spread': 0.04, 'bids': [[99.93, 50], [99.93, 375], [99.92, 200], [99.91, 300], [99.9, 400]], 'asks': [[99.97, 150], [99.98, 400], [99.99, 600], [100.0, 800], [100.01, 1150]], 'fills': {'p': 99.59, 's': 859.0, 'type': 'active'}, 'reward': 0.46, 'participation': 0.2828, 'inv': -22887, 'cash': 2285344.77, 'remaining': -21887.0, 'bankrupt': False}, {'t': 1.0, 'mid': 99.72, 'spread': 0.04, 'bids': [[99.7, 100], [99.69, 200], [99.68, 300], [99.67, 400], [99.66, 500]], 'asks': [[99.74, 200], [99.75, 400], [99.76, 600], [99.77, 800], [99.78, 1000]], 'fills': {'p': 99.9, 's': 1000.0, 'type': 'active'}, 'reward': 0.323, 'participation': 0.2804, 'inv': -23887, 'cash': 2385253.52, 'remaining': -22887.0, 'bankrupt': False}] | |
| LLM response: {"type": "market", "side": "buy", "size": 1000} | |
| Parsed actions: [{'type': 'market', 'side': 'buy', 'size': 1000}] | |
| Step reward: 0.3678664030299456, Done: True, History: [{'t': 0.7333, 'mid': 99.91, 'spread': 0.1, 'bids': [[99.86, 55], [99.85, 500]], 'asks': [[99.96, 1081], [99.97, 495], [99.97, 1000], [99.98, 600], [99.99, 750]], 'fills': {'p': 99.87, 's': 1000.0, 'type': 'active'}, 'reward': 0.433, 'participation': 0.2888, 'inv': -16883, 'cash': 1686142.61, 'remaining': -15883.0, 'bankrupt': False}, {'t': 0.7667, 'mid': 99.735, 'spread': 0.07, 'bids': [[99.7, 450], [99.69, 800], [99.68, 375], [99.55, 12]], 'asks': [[99.77, 146], [99.78, 850], [99.79, 600], [99.79, 600], [99.8, 800]], 'fills': {'p': 99.7, 's': 1000.0, 'type': 'active'}, 'reward': 0.424, 'participation': 0.2955, 'inv': -17883, 'cash': 1785855.61, 'remaining': -16883.0, 'bankrupt': False}, {'t': 0.8, 'mid': 99.705, 'spread': 0.07, 'bids': [[99.67, 150], [99.66, 775], [99.65, 500], [99.3, 30]], 'asks': [[99.74, 305], [99.75, 600], [99.75, 170], [99.76, 1250], [99.77, 1600]], 'fills': {'p': 99.7, 's': 1000.0, 'type': 'passive'}, 'reward': 0.368, 'participation': 0.2903, 'inv': -18883, 'cash': 1885555.61, 'remaining': -17883.0, 'bankrupt': False}, {'t': 0.8333, 'mid': 99.675, 'spread': 0.11, 'bids': [[99.62, 425]], 'asks': [[99.73, 1086], [99.74, 1600], [99.75, 750], [99.97, 45], [100.03, 100]], 'fills': {'p': 99.64, 's': 1000.0, 'type': 'active'}, 'reward': 0.411, 'participation': 0.2834, 'inv': -19883, 'cash': 1985207.11, 'remaining': -18883.0, 'bankrupt': False}, {'t': 0.8667, 'mid': 99.99, 'spread': 0.04, 'bids': [[99.97, 55], [99.96, 200], [99.95, 300], [99.94, 400], [99.93, 500]], 'asks': [[100.01, 350], [100.02, 700], [100.03, 1150], [100.04, 1400], [100.05, 1750]], 'fills': {'p': 99.97, 's': 45.0, 'type': 'passive'}, 'reward': 0.469, 'participation': 0.2764, 'inv': -19928, 'cash': 1989705.76, 'remaining': -18928.0, 'bankrupt': False}, {'t': 0.9, 'mid': 99.965, 'spread': 0.01, 'bids': [[99.96, 150], [99.95, 225], [99.94, 300], [99.93, 100], [99.93, 375]], 'asks': [[99.97, 1113], [99.98, 400], [99.99, 600], [100.0, 800], [100.01, 1150]], 'fills': {'p': 99.97, 's': 187.0, 'type': 'passive'}, 'reward': 0.365, 'participation': 0.2686, 'inv': -20115, 'cash': 2008406.15, 'remaining': -19115.0, 'bankrupt': False}, {'t': 0.9333, 'mid': 99.91, 'spread': 0.08, 'bids': [[99.87, 825], [99.85, 20], [99.59, 14]], 'asks': [[99.95, 281], [99.96, 700], [99.97, 1080], [99.98, 1400], [99.99, 1750]], 'fills': {'p': 99.86999999999999, 's': 1913.0, 'type': 'active'}, 'reward': 0.301, 'participation': 0.2782, 'inv': -22028, 'cash': 2199560.76, 'remaining': -21028.0, 'bankrupt': False}, {'t': 0.9667, 'mid': 99.95, 'spread': 0.04, 'bids': [[99.93, 50], [99.93, 375], [99.92, 200], [99.91, 300], [99.9, 400]], 'asks': [[99.97, 150], [99.98, 400], [99.99, 600], [100.0, 800], [100.01, 1150]], 'fills': {'p': 99.59, 's': 859.0, 'type': 'active'}, 'reward': 0.46, 'participation': 0.2828, 'inv': -22887, 'cash': 2285344.77, 'remaining': -21887.0, 'bankrupt': False}, {'t': 1.0, 'mid': 99.72, 'spread': 0.04, 'bids': [[99.7, 100], [99.69, 200], [99.68, 300], [99.67, 400], [99.66, 500]], 'asks': [[99.74, 200], [99.75, 400], [99.76, 600], [99.77, 800], [99.78, 1000]], 'fills': {'p': 99.9, 's': 1000.0, 'type': 'active'}, 'reward': 0.323, 'participation': 0.2804, 'inv': -23887, 'cash': 2385253.52, 'remaining': -22887.0, 'bankrupt': False}, {'t': 1.0333, 'mid': 99.695, 'spread': 0.09, 'bids': [[99.65, 100], [99.65, 375], [99.64, 500]], 'asks': [[99.74, 145], [99.75, 1250], [99.76, 1600], [99.77, 750], [100.1, 28]], 'fills': {'p': 99.67, 's': 1000.0, 'type': 'active'}, 'reward': 0.368, 'participation': 0.2757, 'inv': -24887, 'cash': 2473734.37, 'remaining': -23887.0, 'bankrupt': False}] | |
| Episode finished for task: conflicting_signal, Reward: 0.43109902640816034 | |
| Running task: flash_crash | |
| Initial observation: {'observation': {'time': 0.2, 'history': [{'t': 0.2, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.02, 197], [100.03, 2400], [100.04, 3200], [100.05, 4000]], 'fills': None, 'reward': 0.0, 'participation': 0.0, 'inv': 0, 'cash': 0.0, 'remaining': 1000.0, 'bankrupt': False}], 'active_orders': []}, 'reward': 0.0, 'done': False} | |
| LLM response: [{"type": "limit", "side": "buy", "price": 100.0, "size": 100}, {"type": "limit", "side": "ask", "price": 100.04, "size": 100}] | |
| Parsed actions: [{'type': 'limit', 'side': 'buy', 'price': 100.0, 'size': 100}, {'type': 'limit', 'side': 'ask', 'price': 100.04, 'size': 100}] | |
| Step reward: 0.24897916774742124, Done: False, History: [{'t': 0.2, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.02, 197], [100.03, 2400], [100.04, 3200], [100.05, 4000]], 'fills': None, 'reward': 0.0, 'participation': 0.0, 'inv': 0, 'cash': 0.0, 'remaining': 1000.0, 'bankrupt': False}, {'t': 0.2333, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.02, 224], [100.03, 2400], [100.04, 3300], [100.05, 4000]], 'fills': {'p': 100.0, 's': 100.0, 'type': 'passive'}, 'reward': 0.249, 'participation': 0.0121, 'inv': -100, 'cash': 10000.0, 'remaining': 900.0, 'bankrupt': False}] | |
| LLM response: {"type": "limit", "side": "buy", "price": 100.0, "size": 100} | |
| Parsed actions: [{'type': 'limit', 'side': 'buy', 'price': 100.0, 'size': 100}] | |
| Step reward: 0.13771653735690959, Done: False, History: [{'t': 0.2, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.02, 197], [100.03, 2400], [100.04, 3200], [100.05, 4000]], 'fills': None, 'reward': 0.0, 'participation': 0.0, 'inv': 0, 'cash': 0.0, 'remaining': 1000.0, 'bankrupt': False}, {'t': 0.2333, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.02, 224], [100.03, 2400], [100.04, 3300], [100.05, 4000]], 'fills': {'p': 100.0, 's': 100.0, 'type': 'passive'}, 'reward': 0.249, 'participation': 0.0121, 'inv': -100, 'cash': 10000.0, 'remaining': 900.0, 'bankrupt': False}, {'t': 0.2667, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.0, 100], [100.05, 1882]], 'fills': {'p': 100.04, 's': 100.0, 'type': 'passive'}, 'reward': 0.138, 'participation': 0.0082, 'inv': -200, 'cash': 20004.0, 'remaining': 800.0, 'bankrupt': False}] | |
| LLM response: {"type": "limit", "side": "buy", "price": 100.0, "size": 100} | |
| Parsed actions: [{'type': 'limit', 'side': 'buy', 'price': 100.0, 'size': 100}] | |
| Step reward: 0.2845491981348171, Done: False, History: [{'t': 0.2, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.02, 197], [100.03, 2400], [100.04, 3200], [100.05, 4000]], 'fills': None, 'reward': 0.0, 'participation': 0.0, 'inv': 0, 'cash': 0.0, 'remaining': 1000.0, 'bankrupt': False}, {'t': 0.2333, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.02, 224], [100.03, 2400], [100.04, 3300], [100.05, 4000]], 'fills': {'p': 100.0, 's': 100.0, 'type': 'passive'}, 'reward': 0.249, 'participation': 0.0121, 'inv': -100, 'cash': 10000.0, 'remaining': 900.0, 'bankrupt': False}, {'t': 0.2667, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.0, 100], [100.05, 1882]], 'fills': {'p': 100.04, 's': 100.0, 'type': 'passive'}, 'reward': 0.138, 'participation': 0.0082, 'inv': -200, 'cash': 20004.0, 'remaining': 800.0, 'bankrupt': False}, {'t': 0.3, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.02, 418], [100.03, 2400], [100.04, 3200], [100.05, 4000]], 'fills': {'p': 100.0, 's': 200.0, 'type': 'passive'}, 'reward': 0.285, 'participation': 0.0122, 'inv': -400, 'cash': 40004.0, 'remaining': 600.0, 'bankrupt': False}] | |
| LLM response: {"type": "limit", "side": "buy", "price": 100.0, "size": 100} | |
| Parsed actions: [{'type': 'limit', 'side': 'buy', 'price': 100.0, 'size': 100}] | |
| Step reward: 0.2980107755753947, Done: False, History: [{'t': 0.2, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.02, 197], [100.03, 2400], [100.04, 3200], [100.05, 4000]], 'fills': None, 'reward': 0.0, 'participation': 0.0, 'inv': 0, 'cash': 0.0, 'remaining': 1000.0, 'bankrupt': False}, {'t': 0.2333, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.02, 224], [100.03, 2400], [100.04, 3300], [100.05, 4000]], 'fills': {'p': 100.0, 's': 100.0, 'type': 'passive'}, 'reward': 0.249, 'participation': 0.0121, 'inv': -100, 'cash': 10000.0, 'remaining': 900.0, 'bankrupt': False}, {'t': 0.2667, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.0, 100], [100.05, 1882]], 'fills': {'p': 100.04, 's': 100.0, 'type': 'passive'}, 'reward': 0.138, 'participation': 0.0082, 'inv': -200, 'cash': 20004.0, 'remaining': 800.0, 'bankrupt': False}, {'t': 0.3, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.02, 418], [100.03, 2400], [100.04, 3200], [100.05, 4000]], 'fills': {'p': 100.0, 's': 200.0, 'type': 'passive'}, 'reward': 0.285, 'participation': 0.0122, 'inv': -400, 'cash': 40004.0, 'remaining': 600.0, 'bankrupt': False}, {'t': 0.3333, 'mid': 99.98, 'spread': 0.06, 'bids': [[99.95, 250]], 'asks': [[100.01, 300], [100.02, 600], [100.03, 2400], [100.04, 3200], [100.05, 4000]], 'fills': {'p': 100.0, 's': 100.0, 'type': 'passive'}, 'reward': 0.298, 'participation': 0.0122, 'inv': -500, 'cash': 50004.0, 'remaining': 500.0, 'bankrupt': False}] | |
| LLM response: [{"type": "limit", "side": "buy", "price": 99.95, "size": 500}] | |
| Parsed actions: [{'type': 'limit', 'side': 'buy', 'price': 99.95, 'size': 500}] | |
| Step reward: 0.38625619354688306, Done: False, History: [{'t': 0.2, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.02, 197], [100.03, 2400], [100.04, 3200], [100.05, 4000]], 'fills': None, 'reward': 0.0, 'participation': 0.0, 'inv': 0, 'cash': 0.0, 'remaining': 1000.0, 'bankrupt': False}, {'t': 0.2333, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.02, 224], [100.03, 2400], [100.04, 3300], [100.05, 4000]], 'fills': {'p': 100.0, 's': 100.0, 'type': 'passive'}, 'reward': 0.249, 'participation': 0.0121, 'inv': -100, 'cash': 10000.0, 'remaining': 900.0, 'bankrupt': False}, {'t': 0.2667, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.0, 100], [100.05, 1882]], 'fills': {'p': 100.04, 's': 100.0, 'type': 'passive'}, 'reward': 0.138, 'participation': 0.0082, 'inv': -200, 'cash': 20004.0, 'remaining': 800.0, 'bankrupt': False}, {'t': 0.3, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.02, 418], [100.03, 2400], [100.04, 3200], [100.05, 4000]], 'fills': {'p': 100.0, 's': 200.0, 'type': 'passive'}, 'reward': 0.285, 'participation': 0.0122, 'inv': -400, 'cash': 40004.0, 'remaining': 600.0, 'bankrupt': False}, {'t': 0.3333, 'mid': 99.98, 'spread': 0.06, 'bids': [[99.95, 250]], 'asks': [[100.01, 300], [100.02, 600], [100.03, 2400], [100.04, 3200], [100.05, 4000]], 'fills': {'p': 100.0, 's': 100.0, 'type': 'passive'}, 'reward': 0.298, 'participation': 0.0122, 'inv': -500, 'cash': 50004.0, 'remaining': 500.0, 'bankrupt': False}, {'t': 0.3667, 'mid': 100.0, 'spread': None, 'bids': [[99.94, 1102]], 'asks': [], 'fills': {'p': 99.97, 's': 500.0, 'type': 'passive'}, 'reward': 0.386, 'participation': 0.0172, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}] | |
| LLM response: null | |
| Parsed actions: None | |
| Step reward: 0.3655254811745093, Done: False, History: [{'t': 0.2, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.02, 197], [100.03, 2400], [100.04, 3200], [100.05, 4000]], 'fills': None, 'reward': 0.0, 'participation': 0.0, 'inv': 0, 'cash': 0.0, 'remaining': 1000.0, 'bankrupt': False}, {'t': 0.2333, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.02, 224], [100.03, 2400], [100.04, 3300], [100.05, 4000]], 'fills': {'p': 100.0, 's': 100.0, 'type': 'passive'}, 'reward': 0.249, 'participation': 0.0121, 'inv': -100, 'cash': 10000.0, 'remaining': 900.0, 'bankrupt': False}, {'t': 0.2667, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.0, 100], [100.05, 1882]], 'fills': {'p': 100.04, 's': 100.0, 'type': 'passive'}, 'reward': 0.138, 'participation': 0.0082, 'inv': -200, 'cash': 20004.0, 'remaining': 800.0, 'bankrupt': False}, {'t': 0.3, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.02, 418], [100.03, 2400], [100.04, 3200], [100.05, 4000]], 'fills': {'p': 100.0, 's': 200.0, 'type': 'passive'}, 'reward': 0.285, 'participation': 0.0122, 'inv': -400, 'cash': 40004.0, 'remaining': 600.0, 'bankrupt': False}, {'t': 0.3333, 'mid': 99.98, 'spread': 0.06, 'bids': [[99.95, 250]], 'asks': [[100.01, 300], [100.02, 600], [100.03, 2400], [100.04, 3200], [100.05, 4000]], 'fills': {'p': 100.0, 's': 100.0, 'type': 'passive'}, 'reward': 0.298, 'participation': 0.0122, 'inv': -500, 'cash': 50004.0, 'remaining': 500.0, 'bankrupt': False}, {'t': 0.3667, 'mid': 100.0, 'spread': None, 'bids': [[99.94, 1102]], 'asks': [], 'fills': {'p': 99.97, 's': 500.0, 'type': 'passive'}, 'reward': 0.386, 'participation': 0.0172, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}, {'t': 0.4, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.01, 576], [100.02, 1600], [100.03, 2400], [100.04, 3200], [100.05, 4000]], 'fills': None, 'reward': 0.366, 'participation': 0.0153, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}] | |
| LLM response: [{"type": "cancel", "order_id": "297"}, {"type": "cancel", "order_id": "266"}, {"type": "cancel", "order_id": "252"}, {"type": "cancel", "order_id": "221"}, {"type": "cancel", "order_id": "220"}] | |
| Parsed actions: [{'type': 'cancel', 'order_id': '297'}, {'type': 'cancel', 'order_id': '266'}, {'type': 'cancel', 'order_id': '252'}, {'type': 'cancel', 'order_id': '221'}, {'type': 'cancel', 'order_id': '220'}] | |
| Step reward: 0.35728140788325025, Done: False, History: [{'t': 0.2, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.02, 197], [100.03, 2400], [100.04, 3200], [100.05, 4000]], 'fills': None, 'reward': 0.0, 'participation': 0.0, 'inv': 0, 'cash': 0.0, 'remaining': 1000.0, 'bankrupt': False}, {'t': 0.2333, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.02, 224], [100.03, 2400], [100.04, 3300], [100.05, 4000]], 'fills': {'p': 100.0, 's': 100.0, 'type': 'passive'}, 'reward': 0.249, 'participation': 0.0121, 'inv': -100, 'cash': 10000.0, 'remaining': 900.0, 'bankrupt': False}, {'t': 0.2667, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.0, 100], [100.05, 1882]], 'fills': {'p': 100.04, 's': 100.0, 'type': 'passive'}, 'reward': 0.138, 'participation': 0.0082, 'inv': -200, 'cash': 20004.0, 'remaining': 800.0, 'bankrupt': False}, {'t': 0.3, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.02, 418], [100.03, 2400], [100.04, 3200], [100.05, 4000]], 'fills': {'p': 100.0, 's': 200.0, 'type': 'passive'}, 'reward': 0.285, 'participation': 0.0122, 'inv': -400, 'cash': 40004.0, 'remaining': 600.0, 'bankrupt': False}, {'t': 0.3333, 'mid': 99.98, 'spread': 0.06, 'bids': [[99.95, 250]], 'asks': [[100.01, 300], [100.02, 600], [100.03, 2400], [100.04, 3200], [100.05, 4000]], 'fills': {'p': 100.0, 's': 100.0, 'type': 'passive'}, 'reward': 0.298, 'participation': 0.0122, 'inv': -500, 'cash': 50004.0, 'remaining': 500.0, 'bankrupt': False}, {'t': 0.3667, 'mid': 100.0, 'spread': None, 'bids': [[99.94, 1102]], 'asks': [], 'fills': {'p': 99.97, 's': 500.0, 'type': 'passive'}, 'reward': 0.386, 'participation': 0.0172, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}, {'t': 0.4, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.01, 576], [100.02, 1600], [100.03, 2400], [100.04, 3200], [100.05, 4000]], 'fills': None, 'reward': 0.366, 'participation': 0.0153, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}, {'t': 0.4333, 'mid': 99.995, 'spread': 0.03, 'bids': [[99.98, 250], [99.97, 500], [99.96, 750], [99.95, 1000], [99.94, 1250]], 'asks': [[100.01, 500], [100.02, 1582], [100.03, 2400], [100.04, 3200], [100.05, 4000]], 'fills': None, 'reward': 0.357, 'participation': 0.0143, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}] | |
| LLM response: {"type": "market", "side": "buy", "size": 1000} | |
| Parsed actions: [{'type': 'market', 'side': 'buy', 'size': 1000}] | |
| Step reward: 0.34452270823654046, Done: False, History: [{'t': 0.2, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.02, 197], [100.03, 2400], [100.04, 3200], [100.05, 4000]], 'fills': None, 'reward': 0.0, 'participation': 0.0, 'inv': 0, 'cash': 0.0, 'remaining': 1000.0, 'bankrupt': False}, {'t': 0.2333, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.02, 224], [100.03, 2400], [100.04, 3300], [100.05, 4000]], 'fills': {'p': 100.0, 's': 100.0, 'type': 'passive'}, 'reward': 0.249, 'participation': 0.0121, 'inv': -100, 'cash': 10000.0, 'remaining': 900.0, 'bankrupt': False}, {'t': 0.2667, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.0, 100], [100.05, 1882]], 'fills': {'p': 100.04, 's': 100.0, 'type': 'passive'}, 'reward': 0.138, 'participation': 0.0082, 'inv': -200, 'cash': 20004.0, 'remaining': 800.0, 'bankrupt': False}, {'t': 0.3, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.02, 418], [100.03, 2400], [100.04, 3200], [100.05, 4000]], 'fills': {'p': 100.0, 's': 200.0, 'type': 'passive'}, 'reward': 0.285, 'participation': 0.0122, 'inv': -400, 'cash': 40004.0, 'remaining': 600.0, 'bankrupt': False}, {'t': 0.3333, 'mid': 99.98, 'spread': 0.06, 'bids': [[99.95, 250]], 'asks': [[100.01, 300], [100.02, 600], [100.03, 2400], [100.04, 3200], [100.05, 4000]], 'fills': {'p': 100.0, 's': 100.0, 'type': 'passive'}, 'reward': 0.298, 'participation': 0.0122, 'inv': -500, 'cash': 50004.0, 'remaining': 500.0, 'bankrupt': False}, {'t': 0.3667, 'mid': 100.0, 'spread': None, 'bids': [[99.94, 1102]], 'asks': [], 'fills': {'p': 99.97, 's': 500.0, 'type': 'passive'}, 'reward': 0.386, 'participation': 0.0172, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}, {'t': 0.4, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.01, 576], [100.02, 1600], [100.03, 2400], [100.04, 3200], [100.05, 4000]], 'fills': None, 'reward': 0.366, 'participation': 0.0153, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}, {'t': 0.4333, 'mid': 99.995, 'spread': 0.03, 'bids': [[99.98, 250], [99.97, 500], [99.96, 750], [99.95, 1000], [99.94, 1250]], 'asks': [[100.01, 500], [100.02, 1582], [100.03, 2400], [100.04, 3200], [100.05, 4000]], 'fills': None, 'reward': 0.357, 'participation': 0.0143, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}, {'t': 0.4667, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.03, 2321], [100.04, 3200], [100.05, 4000]], 'fills': None, 'reward': 0.345, 'participation': 0.0108, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}] | |
| LLM response: [{"type": "market", "side": "buy", "size": 1000}] | |
| Parsed actions: [{'type': 'market', 'side': 'buy', 'size': 1000}] | |
| Step reward: 0.33673184276994156, Done: False, History: [{'t': 0.2, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.02, 197], [100.03, 2400], [100.04, 3200], [100.05, 4000]], 'fills': None, 'reward': 0.0, 'participation': 0.0, 'inv': 0, 'cash': 0.0, 'remaining': 1000.0, 'bankrupt': False}, {'t': 0.2333, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.02, 224], [100.03, 2400], [100.04, 3300], [100.05, 4000]], 'fills': {'p': 100.0, 's': 100.0, 'type': 'passive'}, 'reward': 0.249, 'participation': 0.0121, 'inv': -100, 'cash': 10000.0, 'remaining': 900.0, 'bankrupt': False}, {'t': 0.2667, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.0, 100], [100.05, 1882]], 'fills': {'p': 100.04, 's': 100.0, 'type': 'passive'}, 'reward': 0.138, 'participation': 0.0082, 'inv': -200, 'cash': 20004.0, 'remaining': 800.0, 'bankrupt': False}, {'t': 0.3, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.02, 418], [100.03, 2400], [100.04, 3200], [100.05, 4000]], 'fills': {'p': 100.0, 's': 200.0, 'type': 'passive'}, 'reward': 0.285, 'participation': 0.0122, 'inv': -400, 'cash': 40004.0, 'remaining': 600.0, 'bankrupt': False}, {'t': 0.3333, 'mid': 99.98, 'spread': 0.06, 'bids': [[99.95, 250]], 'asks': [[100.01, 300], [100.02, 600], [100.03, 2400], [100.04, 3200], [100.05, 4000]], 'fills': {'p': 100.0, 's': 100.0, 'type': 'passive'}, 'reward': 0.298, 'participation': 0.0122, 'inv': -500, 'cash': 50004.0, 'remaining': 500.0, 'bankrupt': False}, {'t': 0.3667, 'mid': 100.0, 'spread': None, 'bids': [[99.94, 1102]], 'asks': [], 'fills': {'p': 99.97, 's': 500.0, 'type': 'passive'}, 'reward': 0.386, 'participation': 0.0172, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}, {'t': 0.4, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.01, 576], [100.02, 1600], [100.03, 2400], [100.04, 3200], [100.05, 4000]], 'fills': None, 'reward': 0.366, 'participation': 0.0153, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}, {'t': 0.4333, 'mid': 99.995, 'spread': 0.03, 'bids': [[99.98, 250], [99.97, 500], [99.96, 750], [99.95, 1000], [99.94, 1250]], 'asks': [[100.01, 500], [100.02, 1582], [100.03, 2400], [100.04, 3200], [100.05, 4000]], 'fills': None, 'reward': 0.357, 'participation': 0.0143, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}, {'t': 0.4667, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.03, 2321], [100.04, 3200], [100.05, 4000]], 'fills': None, 'reward': 0.345, 'participation': 0.0108, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}, {'t': 0.5, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.01, 711], [100.02, 1600], [100.03, 2400], [100.04, 3200], [100.05, 4000]], 'fills': None, 'reward': 0.337, 'participation': 0.01, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}] | |
| LLM response: [{"type": "market", "side": "buy", "size": 1000}] | |
| Parsed actions: [{'type': 'market', 'side': 'buy', 'size': 1000}] | |
| Step reward: 0.3281084909014941, Done: False, History: [{'t': 0.2333, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.02, 224], [100.03, 2400], [100.04, 3300], [100.05, 4000]], 'fills': {'p': 100.0, 's': 100.0, 'type': 'passive'}, 'reward': 0.249, 'participation': 0.0121, 'inv': -100, 'cash': 10000.0, 'remaining': 900.0, 'bankrupt': False}, {'t': 0.2667, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.0, 100], [100.05, 1882]], 'fills': {'p': 100.04, 's': 100.0, 'type': 'passive'}, 'reward': 0.138, 'participation': 0.0082, 'inv': -200, 'cash': 20004.0, 'remaining': 800.0, 'bankrupt': False}, {'t': 0.3, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.02, 418], [100.03, 2400], [100.04, 3200], [100.05, 4000]], 'fills': {'p': 100.0, 's': 200.0, 'type': 'passive'}, 'reward': 0.285, 'participation': 0.0122, 'inv': -400, 'cash': 40004.0, 'remaining': 600.0, 'bankrupt': False}, {'t': 0.3333, 'mid': 99.98, 'spread': 0.06, 'bids': [[99.95, 250]], 'asks': [[100.01, 300], [100.02, 600], [100.03, 2400], [100.04, 3200], [100.05, 4000]], 'fills': {'p': 100.0, 's': 100.0, 'type': 'passive'}, 'reward': 0.298, 'participation': 0.0122, 'inv': -500, 'cash': 50004.0, 'remaining': 500.0, 'bankrupt': False}, {'t': 0.3667, 'mid': 100.0, 'spread': None, 'bids': [[99.94, 1102]], 'asks': [], 'fills': {'p': 99.97, 's': 500.0, 'type': 'passive'}, 'reward': 0.386, 'participation': 0.0172, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}, {'t': 0.4, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.01, 576], [100.02, 1600], [100.03, 2400], [100.04, 3200], [100.05, 4000]], 'fills': None, 'reward': 0.366, 'participation': 0.0153, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}, {'t': 0.4333, 'mid': 99.995, 'spread': 0.03, 'bids': [[99.98, 250], [99.97, 500], [99.96, 750], [99.95, 1000], [99.94, 1250]], 'asks': [[100.01, 500], [100.02, 1582], [100.03, 2400], [100.04, 3200], [100.05, 4000]], 'fills': None, 'reward': 0.357, 'participation': 0.0143, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}, {'t': 0.4667, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.03, 2321], [100.04, 3200], [100.05, 4000]], 'fills': None, 'reward': 0.345, 'participation': 0.0108, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}, {'t': 0.5, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.01, 711], [100.02, 1600], [100.03, 2400], [100.04, 3200], [100.05, 4000]], 'fills': None, 'reward': 0.337, 'participation': 0.01, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}, {'t': 0.5333, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.04, 957], [100.05, 4000]], 'fills': None, 'reward': 0.328, 'participation': 0.0086, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}] | |
| LLM response: {"type": "market", "side": "buy", "size": 1000} | |
| Parsed actions: [{'type': 'market', 'side': 'buy', 'size': 1000}] | |
| Step reward: 0.3201957643660148, Done: False, History: [{'t': 0.2667, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.0, 100], [100.05, 1882]], 'fills': {'p': 100.04, 's': 100.0, 'type': 'passive'}, 'reward': 0.138, 'participation': 0.0082, 'inv': -200, 'cash': 20004.0, 'remaining': 800.0, 'bankrupt': False}, {'t': 0.3, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.02, 418], [100.03, 2400], [100.04, 3200], [100.05, 4000]], 'fills': {'p': 100.0, 's': 200.0, 'type': 'passive'}, 'reward': 0.285, 'participation': 0.0122, 'inv': -400, 'cash': 40004.0, 'remaining': 600.0, 'bankrupt': False}, {'t': 0.3333, 'mid': 99.98, 'spread': 0.06, 'bids': [[99.95, 250]], 'asks': [[100.01, 300], [100.02, 600], [100.03, 2400], [100.04, 3200], [100.05, 4000]], 'fills': {'p': 100.0, 's': 100.0, 'type': 'passive'}, 'reward': 0.298, 'participation': 0.0122, 'inv': -500, 'cash': 50004.0, 'remaining': 500.0, 'bankrupt': False}, {'t': 0.3667, 'mid': 100.0, 'spread': None, 'bids': [[99.94, 1102]], 'asks': [], 'fills': {'p': 99.97, 's': 500.0, 'type': 'passive'}, 'reward': 0.386, 'participation': 0.0172, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}, {'t': 0.4, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.01, 576], [100.02, 1600], [100.03, 2400], [100.04, 3200], [100.05, 4000]], 'fills': None, 'reward': 0.366, 'participation': 0.0153, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}, {'t': 0.4333, 'mid': 99.995, 'spread': 0.03, 'bids': [[99.98, 250], [99.97, 500], [99.96, 750], [99.95, 1000], [99.94, 1250]], 'asks': [[100.01, 500], [100.02, 1582], [100.03, 2400], [100.04, 3200], [100.05, 4000]], 'fills': None, 'reward': 0.357, 'participation': 0.0143, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}, {'t': 0.4667, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.03, 2321], [100.04, 3200], [100.05, 4000]], 'fills': None, 'reward': 0.345, 'participation': 0.0108, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}, {'t': 0.5, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.01, 711], [100.02, 1600], [100.03, 2400], [100.04, 3200], [100.05, 4000]], 'fills': None, 'reward': 0.337, 'participation': 0.01, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}, {'t': 0.5333, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.04, 957], [100.05, 4000]], 'fills': None, 'reward': 0.328, 'participation': 0.0086, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}, {'t': 0.5667, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.05, 1578], [100.06, 1200], [100.07, 1500]], 'fills': None, 'reward': 0.32, 'participation': 0.0075, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}] | |
| LLM response: [{"type": "market", "side": "buy", "size": 1000}] | |
| Parsed actions: [{'type': 'market', 'side': 'buy', 'size': 1000}] | |
| Step reward: 0.31278449937741964, Done: False, History: [{'t': 0.3, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.02, 418], [100.03, 2400], [100.04, 3200], [100.05, 4000]], 'fills': {'p': 100.0, 's': 200.0, 'type': 'passive'}, 'reward': 0.285, 'participation': 0.0122, 'inv': -400, 'cash': 40004.0, 'remaining': 600.0, 'bankrupt': False}, {'t': 0.3333, 'mid': 99.98, 'spread': 0.06, 'bids': [[99.95, 250]], 'asks': [[100.01, 300], [100.02, 600], [100.03, 2400], [100.04, 3200], [100.05, 4000]], 'fills': {'p': 100.0, 's': 100.0, 'type': 'passive'}, 'reward': 0.298, 'participation': 0.0122, 'inv': -500, 'cash': 50004.0, 'remaining': 500.0, 'bankrupt': False}, {'t': 0.3667, 'mid': 100.0, 'spread': None, 'bids': [[99.94, 1102]], 'asks': [], 'fills': {'p': 99.97, 's': 500.0, 'type': 'passive'}, 'reward': 0.386, 'participation': 0.0172, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}, {'t': 0.4, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.01, 576], [100.02, 1600], [100.03, 2400], [100.04, 3200], [100.05, 4000]], 'fills': None, 'reward': 0.366, 'participation': 0.0153, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}, {'t': 0.4333, 'mid': 99.995, 'spread': 0.03, 'bids': [[99.98, 250], [99.97, 500], [99.96, 750], [99.95, 1000], [99.94, 1250]], 'asks': [[100.01, 500], [100.02, 1582], [100.03, 2400], [100.04, 3200], [100.05, 4000]], 'fills': None, 'reward': 0.357, 'participation': 0.0143, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}, {'t': 0.4667, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.03, 2321], [100.04, 3200], [100.05, 4000]], 'fills': None, 'reward': 0.345, 'participation': 0.0108, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}, {'t': 0.5, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.01, 711], [100.02, 1600], [100.03, 2400], [100.04, 3200], [100.05, 4000]], 'fills': None, 'reward': 0.337, 'participation': 0.01, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}, {'t': 0.5333, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.04, 957], [100.05, 4000]], 'fills': None, 'reward': 0.328, 'participation': 0.0086, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}, {'t': 0.5667, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.05, 1578], [100.06, 1200], [100.07, 1500]], 'fills': None, 'reward': 0.32, 'participation': 0.0075, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}, {'t': 0.6, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.05, 2000]], 'fills': None, 'reward': 0.313, 'participation': 0.0067, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}] | |
| LLM response: {"type": "market", "side": "buy", "size": 1000} | |
| Parsed actions: [{'type': 'market', 'side': 'buy', 'size': 1000}] | |
| Step reward: 0.30628352503967027, Done: False, History: [{'t': 0.3333, 'mid': 99.98, 'spread': 0.06, 'bids': [[99.95, 250]], 'asks': [[100.01, 300], [100.02, 600], [100.03, 2400], [100.04, 3200], [100.05, 4000]], 'fills': {'p': 100.0, 's': 100.0, 'type': 'passive'}, 'reward': 0.298, 'participation': 0.0122, 'inv': -500, 'cash': 50004.0, 'remaining': 500.0, 'bankrupt': False}, {'t': 0.3667, 'mid': 100.0, 'spread': None, 'bids': [[99.94, 1102]], 'asks': [], 'fills': {'p': 99.97, 's': 500.0, 'type': 'passive'}, 'reward': 0.386, 'participation': 0.0172, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}, {'t': 0.4, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.01, 576], [100.02, 1600], [100.03, 2400], [100.04, 3200], [100.05, 4000]], 'fills': None, 'reward': 0.366, 'participation': 0.0153, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}, {'t': 0.4333, 'mid': 99.995, 'spread': 0.03, 'bids': [[99.98, 250], [99.97, 500], [99.96, 750], [99.95, 1000], [99.94, 1250]], 'asks': [[100.01, 500], [100.02, 1582], [100.03, 2400], [100.04, 3200], [100.05, 4000]], 'fills': None, 'reward': 0.357, 'participation': 0.0143, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}, {'t': 0.4667, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.03, 2321], [100.04, 3200], [100.05, 4000]], 'fills': None, 'reward': 0.345, 'participation': 0.0108, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}, {'t': 0.5, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.01, 711], [100.02, 1600], [100.03, 2400], [100.04, 3200], [100.05, 4000]], 'fills': None, 'reward': 0.337, 'participation': 0.01, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}, {'t': 0.5333, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.04, 957], [100.05, 4000]], 'fills': None, 'reward': 0.328, 'participation': 0.0086, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}, {'t': 0.5667, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.05, 1578], [100.06, 1200], [100.07, 1500]], 'fills': None, 'reward': 0.32, 'participation': 0.0075, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}, {'t': 0.6, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.05, 2000]], 'fills': None, 'reward': 0.313, 'participation': 0.0067, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}, {'t': 0.6333, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.01, 508], [100.02, 1600], [100.03, 2400], [100.04, 3200], [100.05, 4000]], 'fills': None, 'reward': 0.306, 'participation': 0.0064, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}] | |
| LLM response: {"type": "market", "side": "buy", "size": 1000} | |
| Parsed actions: [{'type': 'market', 'side': 'buy', 'size': 1000}] | |
| Step reward: 0.30017166567014464, Done: False, History: [{'t': 0.3667, 'mid': 100.0, 'spread': None, 'bids': [[99.94, 1102]], 'asks': [], 'fills': {'p': 99.97, 's': 500.0, 'type': 'passive'}, 'reward': 0.386, 'participation': 0.0172, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}, {'t': 0.4, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.01, 576], [100.02, 1600], [100.03, 2400], [100.04, 3200], [100.05, 4000]], 'fills': None, 'reward': 0.366, 'participation': 0.0153, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}, {'t': 0.4333, 'mid': 99.995, 'spread': 0.03, 'bids': [[99.98, 250], [99.97, 500], [99.96, 750], [99.95, 1000], [99.94, 1250]], 'asks': [[100.01, 500], [100.02, 1582], [100.03, 2400], [100.04, 3200], [100.05, 4000]], 'fills': None, 'reward': 0.357, 'participation': 0.0143, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}, {'t': 0.4667, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.03, 2321], [100.04, 3200], [100.05, 4000]], 'fills': None, 'reward': 0.345, 'participation': 0.0108, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}, {'t': 0.5, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.01, 711], [100.02, 1600], [100.03, 2400], [100.04, 3200], [100.05, 4000]], 'fills': None, 'reward': 0.337, 'participation': 0.01, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}, {'t': 0.5333, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.04, 957], [100.05, 4000]], 'fills': None, 'reward': 0.328, 'participation': 0.0086, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}, {'t': 0.5667, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.05, 1578], [100.06, 1200], [100.07, 1500]], 'fills': None, 'reward': 0.32, 'participation': 0.0075, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}, {'t': 0.6, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.05, 2000]], 'fills': None, 'reward': 0.313, 'participation': 0.0067, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}, {'t': 0.6333, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.01, 508], [100.02, 1600], [100.03, 2400], [100.04, 3200], [100.05, 4000]], 'fills': None, 'reward': 0.306, 'participation': 0.0064, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}, {'t': 0.6667, 'mid': 99.995, 'spread': 0.03, 'bids': [[99.98, 250], [99.97, 500], [99.96, 750], [99.95, 1000], [99.94, 1250]], 'asks': [[100.01, 500], [100.02, 1305], [100.03, 2400], [100.04, 3200], [100.05, 4000]], 'fills': None, 'reward': 0.3, 'participation': 0.0062, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}] | |
| LLM response: {"type": "market", "side": "buy", "size": 1000} | |
| Parsed actions: [{'type': 'market', 'side': 'buy', 'size': 1000}] | |
| Step reward: 0.2929325518016122, Done: False, History: [{'t': 0.4, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.01, 576], [100.02, 1600], [100.03, 2400], [100.04, 3200], [100.05, 4000]], 'fills': None, 'reward': 0.366, 'participation': 0.0153, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}, {'t': 0.4333, 'mid': 99.995, 'spread': 0.03, 'bids': [[99.98, 250], [99.97, 500], [99.96, 750], [99.95, 1000], [99.94, 1250]], 'asks': [[100.01, 500], [100.02, 1582], [100.03, 2400], [100.04, 3200], [100.05, 4000]], 'fills': None, 'reward': 0.357, 'participation': 0.0143, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}, {'t': 0.4667, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.03, 2321], [100.04, 3200], [100.05, 4000]], 'fills': None, 'reward': 0.345, 'participation': 0.0108, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}, {'t': 0.5, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.01, 711], [100.02, 1600], [100.03, 2400], [100.04, 3200], [100.05, 4000]], 'fills': None, 'reward': 0.337, 'participation': 0.01, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}, {'t': 0.5333, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.04, 957], [100.05, 4000]], 'fills': None, 'reward': 0.328, 'participation': 0.0086, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}, {'t': 0.5667, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.05, 1578], [100.06, 1200], [100.07, 1500]], 'fills': None, 'reward': 0.32, 'participation': 0.0075, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}, {'t': 0.6, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.05, 2000]], 'fills': None, 'reward': 0.313, 'participation': 0.0067, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}, {'t': 0.6333, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.01, 508], [100.02, 1600], [100.03, 2400], [100.04, 3200], [100.05, 4000]], 'fills': None, 'reward': 0.306, 'participation': 0.0064, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}, {'t': 0.6667, 'mid': 99.995, 'spread': 0.03, 'bids': [[99.98, 250], [99.97, 500], [99.96, 750], [99.95, 1000], [99.94, 1250]], 'asks': [[100.01, 500], [100.02, 1305], [100.03, 2400], [100.04, 3200], [100.05, 4000]], 'fills': None, 'reward': 0.3, 'participation': 0.0062, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}, {'t': 0.7, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.07, 1417]], 'fills': None, 'reward': 0.293, 'participation': 0.0053, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}] | |
| LLM response: {"type": "market", "side": "buy", "size": 1000} | |
| Parsed actions: [{'type': 'market', 'side': 'buy', 'size': 1000}] | |
| Step reward: 0.2649937778208238, Done: False, History: [{'t': 0.4333, 'mid': 99.995, 'spread': 0.03, 'bids': [[99.98, 250], [99.97, 500], [99.96, 750], [99.95, 1000], [99.94, 1250]], 'asks': [[100.01, 500], [100.02, 1582], [100.03, 2400], [100.04, 3200], [100.05, 4000]], 'fills': None, 'reward': 0.357, 'participation': 0.0143, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}, {'t': 0.4667, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.03, 2321], [100.04, 3200], [100.05, 4000]], 'fills': None, 'reward': 0.345, 'participation': 0.0108, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}, {'t': 0.5, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.01, 711], [100.02, 1600], [100.03, 2400], [100.04, 3200], [100.05, 4000]], 'fills': None, 'reward': 0.337, 'participation': 0.01, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}, {'t': 0.5333, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.04, 957], [100.05, 4000]], 'fills': None, 'reward': 0.328, 'participation': 0.0086, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}, {'t': 0.5667, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.05, 1578], [100.06, 1200], [100.07, 1500]], 'fills': None, 'reward': 0.32, 'participation': 0.0075, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}, {'t': 0.6, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.05, 2000]], 'fills': None, 'reward': 0.313, 'participation': 0.0067, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}, {'t': 0.6333, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.01, 508], [100.02, 1600], [100.03, 2400], [100.04, 3200], [100.05, 4000]], 'fills': None, 'reward': 0.306, 'participation': 0.0064, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}, {'t': 0.6667, 'mid': 99.995, 'spread': 0.03, 'bids': [[99.98, 250], [99.97, 500], [99.96, 750], [99.95, 1000], [99.94, 1250]], 'asks': [[100.01, 500], [100.02, 1305], [100.03, 2400], [100.04, 3200], [100.05, 4000]], 'fills': None, 'reward': 0.3, 'participation': 0.0062, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}, {'t': 0.7, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.07, 1417]], 'fills': None, 'reward': 0.293, 'participation': 0.0053, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}, {'t': 0.7333, 'mid': 99.98, 'spread': 0.06, 'bids': [[99.95, 1500]], 'asks': [[100.01, 80], [100.02, 250], [100.02, 600], [100.03, 1400], [100.04, 750]], 'fills': {'p': 99.97000000000001, 's': 1000.0, 'type': 'active'}, 'reward': 0.265, 'participation': 0.01, 'inv': -2000, 'cash': 199972.02, 'remaining': -1000.0, 'bankrupt': False}] | |
| LLM response: [{"type": "market", "side": "buy", "size": 1000}] | |
| Parsed actions: [{'type': 'market', 'side': 'buy', 'size': 1000}] | |
| Step reward: 0.2880175119985071, Done: False, History: [{'t': 0.4667, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.03, 2321], [100.04, 3200], [100.05, 4000]], 'fills': None, 'reward': 0.345, 'participation': 0.0108, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}, {'t': 0.5, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.01, 711], [100.02, 1600], [100.03, 2400], [100.04, 3200], [100.05, 4000]], 'fills': None, 'reward': 0.337, 'participation': 0.01, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}, {'t': 0.5333, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.04, 957], [100.05, 4000]], 'fills': None, 'reward': 0.328, 'participation': 0.0086, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}, {'t': 0.5667, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.05, 1578], [100.06, 1200], [100.07, 1500]], 'fills': None, 'reward': 0.32, 'participation': 0.0075, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}, {'t': 0.6, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.05, 2000]], 'fills': None, 'reward': 0.313, 'participation': 0.0067, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}, {'t': 0.6333, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.01, 508], [100.02, 1600], [100.03, 2400], [100.04, 3200], [100.05, 4000]], 'fills': None, 'reward': 0.306, 'participation': 0.0064, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}, {'t': 0.6667, 'mid': 99.995, 'spread': 0.03, 'bids': [[99.98, 250], [99.97, 500], [99.96, 750], [99.95, 1000], [99.94, 1250]], 'asks': [[100.01, 500], [100.02, 1305], [100.03, 2400], [100.04, 3200], [100.05, 4000]], 'fills': None, 'reward': 0.3, 'participation': 0.0062, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}, {'t': 0.7, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.07, 1417]], 'fills': None, 'reward': 0.293, 'participation': 0.0053, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}, {'t': 0.7333, 'mid': 99.98, 'spread': 0.06, 'bids': [[99.95, 1500]], 'asks': [[100.01, 80], [100.02, 250], [100.02, 600], [100.03, 1400], [100.04, 750]], 'fills': {'p': 99.97000000000001, 's': 1000.0, 'type': 'active'}, 'reward': 0.265, 'participation': 0.01, 'inv': -2000, 'cash': 199972.02, 'remaining': -1000.0, 'bankrupt': False}, {'t': 0.7667, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.05, 2000]], 'fills': None, 'reward': 0.288, 'participation': 0.0091, 'inv': -2000, 'cash': 199972.02, 'remaining': -1000.0, 'bankrupt': False}] | |
| LLM response: [{"type": "market", "side": "buy", "size": 1000}] | |
| Parsed actions: [{'type': 'market', 'side': 'buy', 'size': 1000}] | |
| Step reward: 0.2818524151574305, Done: False, History: [{'t': 0.5, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.01, 711], [100.02, 1600], [100.03, 2400], [100.04, 3200], [100.05, 4000]], 'fills': None, 'reward': 0.337, 'participation': 0.01, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}, {'t': 0.5333, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.04, 957], [100.05, 4000]], 'fills': None, 'reward': 0.328, 'participation': 0.0086, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}, {'t': 0.5667, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.05, 1578], [100.06, 1200], [100.07, 1500]], 'fills': None, 'reward': 0.32, 'participation': 0.0075, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}, {'t': 0.6, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.05, 2000]], 'fills': None, 'reward': 0.313, 'participation': 0.0067, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}, {'t': 0.6333, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.01, 508], [100.02, 1600], [100.03, 2400], [100.04, 3200], [100.05, 4000]], 'fills': None, 'reward': 0.306, 'participation': 0.0064, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}, {'t': 0.6667, 'mid': 99.995, 'spread': 0.03, 'bids': [[99.98, 250], [99.97, 500], [99.96, 750], [99.95, 1000], [99.94, 1250]], 'asks': [[100.01, 500], [100.02, 1305], [100.03, 2400], [100.04, 3200], [100.05, 4000]], 'fills': None, 'reward': 0.3, 'participation': 0.0062, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}, {'t': 0.7, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.07, 1417]], 'fills': None, 'reward': 0.293, 'participation': 0.0053, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}, {'t': 0.7333, 'mid': 99.98, 'spread': 0.06, 'bids': [[99.95, 1500]], 'asks': [[100.01, 80], [100.02, 250], [100.02, 600], [100.03, 1400], [100.04, 750]], 'fills': {'p': 99.97000000000001, 's': 1000.0, 'type': 'active'}, 'reward': 0.265, 'participation': 0.01, 'inv': -2000, 'cash': 199972.02, 'remaining': -1000.0, 'bankrupt': False}, {'t': 0.7667, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.05, 2000]], 'fills': None, 'reward': 0.288, 'participation': 0.0091, 'inv': -2000, 'cash': 199972.02, 'remaining': -1000.0, 'bankrupt': False}, {'t': 0.8, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.03, 2389], [100.04, 3200], [100.05, 4000]], 'fills': None, 'reward': 0.282, 'participation': 0.0088, 'inv': -2000, 'cash': 199972.02, 'remaining': -1000.0, 'bankrupt': False}] | |
| LLM response: {"type": "market", "side": "buy", "size": 1000} | |
| Parsed actions: [{'type': 'market', 'side': 'buy', 'size': 1000}] | |
| Step reward: 0.25569330975748356, Done: False, History: [{'t': 0.5333, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.04, 957], [100.05, 4000]], 'fills': None, 'reward': 0.328, 'participation': 0.0086, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}, {'t': 0.5667, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.05, 1578], [100.06, 1200], [100.07, 1500]], 'fills': None, 'reward': 0.32, 'participation': 0.0075, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}, {'t': 0.6, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.05, 2000]], 'fills': None, 'reward': 0.313, 'participation': 0.0067, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}, {'t': 0.6333, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.01, 508], [100.02, 1600], [100.03, 2400], [100.04, 3200], [100.05, 4000]], 'fills': None, 'reward': 0.306, 'participation': 0.0064, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}, {'t': 0.6667, 'mid': 99.995, 'spread': 0.03, 'bids': [[99.98, 250], [99.97, 500], [99.96, 750], [99.95, 1000], [99.94, 1250]], 'asks': [[100.01, 500], [100.02, 1305], [100.03, 2400], [100.04, 3200], [100.05, 4000]], 'fills': None, 'reward': 0.3, 'participation': 0.0062, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}, {'t': 0.7, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.07, 1417]], 'fills': None, 'reward': 0.293, 'participation': 0.0053, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}, {'t': 0.7333, 'mid': 99.98, 'spread': 0.06, 'bids': [[99.95, 1500]], 'asks': [[100.01, 80], [100.02, 250], [100.02, 600], [100.03, 1400], [100.04, 750]], 'fills': {'p': 99.97000000000001, 's': 1000.0, 'type': 'active'}, 'reward': 0.265, 'participation': 0.01, 'inv': -2000, 'cash': 199972.02, 'remaining': -1000.0, 'bankrupt': False}, {'t': 0.7667, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.05, 2000]], 'fills': None, 'reward': 0.288, 'participation': 0.0091, 'inv': -2000, 'cash': 199972.02, 'remaining': -1000.0, 'bankrupt': False}, {'t': 0.8, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.03, 2389], [100.04, 3200], [100.05, 4000]], 'fills': None, 'reward': 0.282, 'participation': 0.0088, 'inv': -2000, 'cash': 199972.02, 'remaining': -1000.0, 'bankrupt': False}, {'t': 0.8333, 'mid': 100.0, 'spread': None, 'bids': [[99.95, 1718], [99.94, 1250]], 'asks': [], 'fills': {'p': 99.97000000000001, 's': 1000.0, 'type': 'active'}, 'reward': 0.256, 'participation': 0.0123, 'inv': -3000, 'cash': 299950.52, 'remaining': -2000.0, 'bankrupt': False}] | |
| LLM response: {"type": "market", "side": "buy", "size": 1000} | |
| Parsed actions: [{'type': 'market', 'side': 'buy', 'size': 1000}] | |
| Step reward: 0.2592672739327404, Done: False, History: [{'t': 0.5667, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.05, 1578], [100.06, 1200], [100.07, 1500]], 'fills': None, 'reward': 0.32, 'participation': 0.0075, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}, {'t': 0.6, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.05, 2000]], 'fills': None, 'reward': 0.313, 'participation': 0.0067, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}, {'t': 0.6333, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.01, 508], [100.02, 1600], [100.03, 2400], [100.04, 3200], [100.05, 4000]], 'fills': None, 'reward': 0.306, 'participation': 0.0064, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}, {'t': 0.6667, 'mid': 99.995, 'spread': 0.03, 'bids': [[99.98, 250], [99.97, 500], [99.96, 750], [99.95, 1000], [99.94, 1250]], 'asks': [[100.01, 500], [100.02, 1305], [100.03, 2400], [100.04, 3200], [100.05, 4000]], 'fills': None, 'reward': 0.3, 'participation': 0.0062, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}, {'t': 0.7, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.07, 1417]], 'fills': None, 'reward': 0.293, 'participation': 0.0053, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}, {'t': 0.7333, 'mid': 99.98, 'spread': 0.06, 'bids': [[99.95, 1500]], 'asks': [[100.01, 80], [100.02, 250], [100.02, 600], [100.03, 1400], [100.04, 750]], 'fills': {'p': 99.97000000000001, 's': 1000.0, 'type': 'active'}, 'reward': 0.265, 'participation': 0.01, 'inv': -2000, 'cash': 199972.02, 'remaining': -1000.0, 'bankrupt': False}, {'t': 0.7667, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.05, 2000]], 'fills': None, 'reward': 0.288, 'participation': 0.0091, 'inv': -2000, 'cash': 199972.02, 'remaining': -1000.0, 'bankrupt': False}, {'t': 0.8, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.03, 2389], [100.04, 3200], [100.05, 4000]], 'fills': None, 'reward': 0.282, 'participation': 0.0088, 'inv': -2000, 'cash': 199972.02, 'remaining': -1000.0, 'bankrupt': False}, {'t': 0.8333, 'mid': 100.0, 'spread': None, 'bids': [[99.95, 1718], [99.94, 1250]], 'asks': [], 'fills': {'p': 99.97000000000001, 's': 1000.0, 'type': 'active'}, 'reward': 0.256, 'participation': 0.0123, 'inv': -3000, 'cash': 299950.52, 'remaining': -2000.0, 'bankrupt': False}, {'t': 0.8667, 'mid': 100.0, 'spread': None, 'bids': [[99.94, 494]], 'asks': [], 'fills': {'p': 99.94, 's': 1000.0, 'type': 'active'}, 'reward': 0.259, 'participation': 0.0152, 'inv': -4000, 'cash': 399892.96, 'remaining': -3000.0, 'bankrupt': False}] | |
| LLM response: {"type": "market", "side": "buy", "size": 1000} | |
| Parsed actions: [{'type': 'market', 'side': 'buy', 'size': 1000}] | |
| Step reward: 0.274822200300638, Done: False, History: [{'t': 0.6, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.05, 2000]], 'fills': None, 'reward': 0.313, 'participation': 0.0067, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}, {'t': 0.6333, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.01, 508], [100.02, 1600], [100.03, 2400], [100.04, 3200], [100.05, 4000]], 'fills': None, 'reward': 0.306, 'participation': 0.0064, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}, {'t': 0.6667, 'mid': 99.995, 'spread': 0.03, 'bids': [[99.98, 250], [99.97, 500], [99.96, 750], [99.95, 1000], [99.94, 1250]], 'asks': [[100.01, 500], [100.02, 1305], [100.03, 2400], [100.04, 3200], [100.05, 4000]], 'fills': None, 'reward': 0.3, 'participation': 0.0062, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}, {'t': 0.7, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.07, 1417]], 'fills': None, 'reward': 0.293, 'participation': 0.0053, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}, {'t': 0.7333, 'mid': 99.98, 'spread': 0.06, 'bids': [[99.95, 1500]], 'asks': [[100.01, 80], [100.02, 250], [100.02, 600], [100.03, 1400], [100.04, 750]], 'fills': {'p': 99.97000000000001, 's': 1000.0, 'type': 'active'}, 'reward': 0.265, 'participation': 0.01, 'inv': -2000, 'cash': 199972.02, 'remaining': -1000.0, 'bankrupt': False}, {'t': 0.7667, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.05, 2000]], 'fills': None, 'reward': 0.288, 'participation': 0.0091, 'inv': -2000, 'cash': 199972.02, 'remaining': -1000.0, 'bankrupt': False}, {'t': 0.8, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.03, 2389], [100.04, 3200], [100.05, 4000]], 'fills': None, 'reward': 0.282, 'participation': 0.0088, 'inv': -2000, 'cash': 199972.02, 'remaining': -1000.0, 'bankrupt': False}, {'t': 0.8333, 'mid': 100.0, 'spread': None, 'bids': [[99.95, 1718], [99.94, 1250]], 'asks': [], 'fills': {'p': 99.97000000000001, 's': 1000.0, 'type': 'active'}, 'reward': 0.256, 'participation': 0.0123, 'inv': -3000, 'cash': 299950.52, 'remaining': -2000.0, 'bankrupt': False}, {'t': 0.8667, 'mid': 100.0, 'spread': None, 'bids': [[99.94, 494]], 'asks': [], 'fills': {'p': 99.94, 's': 1000.0, 'type': 'active'}, 'reward': 0.259, 'participation': 0.0152, 'inv': -4000, 'cash': 399892.96, 'remaining': -3000.0, 'bankrupt': False}, {'t': 0.9, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.01, 110], [100.02, 250], [100.02, 300], [100.03, 950], [100.04, 750]], 'fills': None, 'reward': 0.275, 'participation': 0.0145, 'inv': -4000, 'cash': 399892.96, 'remaining': -3000.0, 'bankrupt': False}] | |
| LLM response: {"type": "market", "side": "buy", "size": 1000} | |
| Parsed actions: [{'type': 'market', 'side': 'buy', 'size': 1000}] | |
| Step reward: 0.2680748656918707, Done: False, History: [{'t': 0.6333, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.01, 508], [100.02, 1600], [100.03, 2400], [100.04, 3200], [100.05, 4000]], 'fills': None, 'reward': 0.306, 'participation': 0.0064, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}, {'t': 0.6667, 'mid': 99.995, 'spread': 0.03, 'bids': [[99.98, 250], [99.97, 500], [99.96, 750], [99.95, 1000], [99.94, 1250]], 'asks': [[100.01, 500], [100.02, 1305], [100.03, 2400], [100.04, 3200], [100.05, 4000]], 'fills': None, 'reward': 0.3, 'participation': 0.0062, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}, {'t': 0.7, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.07, 1417]], 'fills': None, 'reward': 0.293, 'participation': 0.0053, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}, {'t': 0.7333, 'mid': 99.98, 'spread': 0.06, 'bids': [[99.95, 1500]], 'asks': [[100.01, 80], [100.02, 250], [100.02, 600], [100.03, 1400], [100.04, 750]], 'fills': {'p': 99.97000000000001, 's': 1000.0, 'type': 'active'}, 'reward': 0.265, 'participation': 0.01, 'inv': -2000, 'cash': 199972.02, 'remaining': -1000.0, 'bankrupt': False}, {'t': 0.7667, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.05, 2000]], 'fills': None, 'reward': 0.288, 'participation': 0.0091, 'inv': -2000, 'cash': 199972.02, 'remaining': -1000.0, 'bankrupt': False}, {'t': 0.8, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.03, 2389], [100.04, 3200], [100.05, 4000]], 'fills': None, 'reward': 0.282, 'participation': 0.0088, 'inv': -2000, 'cash': 199972.02, 'remaining': -1000.0, 'bankrupt': False}, {'t': 0.8333, 'mid': 100.0, 'spread': None, 'bids': [[99.95, 1718], [99.94, 1250]], 'asks': [], 'fills': {'p': 99.97000000000001, 's': 1000.0, 'type': 'active'}, 'reward': 0.256, 'participation': 0.0123, 'inv': -3000, 'cash': 299950.52, 'remaining': -2000.0, 'bankrupt': False}, {'t': 0.8667, 'mid': 100.0, 'spread': None, 'bids': [[99.94, 494]], 'asks': [], 'fills': {'p': 99.94, 's': 1000.0, 'type': 'active'}, 'reward': 0.259, 'participation': 0.0152, 'inv': -4000, 'cash': 399892.96, 'remaining': -3000.0, 'bankrupt': False}, {'t': 0.9, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.01, 110], [100.02, 250], [100.02, 300], [100.03, 950], [100.04, 750]], 'fills': None, 'reward': 0.275, 'participation': 0.0145, 'inv': -4000, 'cash': 399892.96, 'remaining': -3000.0, 'bankrupt': False}, {'t': 0.9333, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.05, 1864], [101.18, 105]], 'fills': None, 'reward': 0.268, 'participation': 0.0137, 'inv': -4000, 'cash': 399892.96, 'remaining': -3000.0, 'bankrupt': False}] | |
| LLM response: {"type": "market", "side": "buy", "size": 1000} | |
| Parsed actions: [{'type': 'market', 'side': 'buy', 'size': 1000}] | |
| Step reward: 0.26225051751160794, Done: False, History: [{'t': 0.6667, 'mid': 99.995, 'spread': 0.03, 'bids': [[99.98, 250], [99.97, 500], [99.96, 750], [99.95, 1000], [99.94, 1250]], 'asks': [[100.01, 500], [100.02, 1305], [100.03, 2400], [100.04, 3200], [100.05, 4000]], 'fills': None, 'reward': 0.3, 'participation': 0.0062, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}, {'t': 0.7, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.07, 1417]], 'fills': None, 'reward': 0.293, 'participation': 0.0053, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}, {'t': 0.7333, 'mid': 99.98, 'spread': 0.06, 'bids': [[99.95, 1500]], 'asks': [[100.01, 80], [100.02, 250], [100.02, 600], [100.03, 1400], [100.04, 750]], 'fills': {'p': 99.97000000000001, 's': 1000.0, 'type': 'active'}, 'reward': 0.265, 'participation': 0.01, 'inv': -2000, 'cash': 199972.02, 'remaining': -1000.0, 'bankrupt': False}, {'t': 0.7667, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.05, 2000]], 'fills': None, 'reward': 0.288, 'participation': 0.0091, 'inv': -2000, 'cash': 199972.02, 'remaining': -1000.0, 'bankrupt': False}, {'t': 0.8, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.03, 2389], [100.04, 3200], [100.05, 4000]], 'fills': None, 'reward': 0.282, 'participation': 0.0088, 'inv': -2000, 'cash': 199972.02, 'remaining': -1000.0, 'bankrupt': False}, {'t': 0.8333, 'mid': 100.0, 'spread': None, 'bids': [[99.95, 1718], [99.94, 1250]], 'asks': [], 'fills': {'p': 99.97000000000001, 's': 1000.0, 'type': 'active'}, 'reward': 0.256, 'participation': 0.0123, 'inv': -3000, 'cash': 299950.52, 'remaining': -2000.0, 'bankrupt': False}, {'t': 0.8667, 'mid': 100.0, 'spread': None, 'bids': [[99.94, 494]], 'asks': [], 'fills': {'p': 99.94, 's': 1000.0, 'type': 'active'}, 'reward': 0.259, 'participation': 0.0152, 'inv': -4000, 'cash': 399892.96, 'remaining': -3000.0, 'bankrupt': False}, {'t': 0.9, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.01, 110], [100.02, 250], [100.02, 300], [100.03, 950], [100.04, 750]], 'fills': None, 'reward': 0.275, 'participation': 0.0145, 'inv': -4000, 'cash': 399892.96, 'remaining': -3000.0, 'bankrupt': False}, {'t': 0.9333, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.05, 1864], [101.18, 105]], 'fills': None, 'reward': 0.268, 'participation': 0.0137, 'inv': -4000, 'cash': 399892.96, 'remaining': -3000.0, 'bankrupt': False}, {'t': 0.9667, 'mid': 100.005, 'spread': 0.03, 'bids': [[99.99, 150], [99.98, 300], [99.97, 450], [99.96, 600], [99.95, 750]], 'asks': [[100.02, 39], [100.03, 2400], [100.04, 3200], [100.05, 4000]], 'fills': None, 'reward': 0.262, 'participation': 0.0134, 'inv': -4000, 'cash': 399892.96, 'remaining': -3000.0, 'bankrupt': False}] | |
| LLM response: {"type": "market", "side": "buy", "size": 1000} | |
| Parsed actions: [{'type': 'market', 'side': 'buy', 'size': 1000}] | |
| Step reward: 0.25595240964333005, Done: False, History: [{'t': 0.7, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.07, 1417]], 'fills': None, 'reward': 0.293, 'participation': 0.0053, 'inv': -1000, 'cash': 99990.02, 'remaining': 0.0, 'bankrupt': False}, {'t': 0.7333, 'mid': 99.98, 'spread': 0.06, 'bids': [[99.95, 1500]], 'asks': [[100.01, 80], [100.02, 250], [100.02, 600], [100.03, 1400], [100.04, 750]], 'fills': {'p': 99.97000000000001, 's': 1000.0, 'type': 'active'}, 'reward': 0.265, 'participation': 0.01, 'inv': -2000, 'cash': 199972.02, 'remaining': -1000.0, 'bankrupt': False}, {'t': 0.7667, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.05, 2000]], 'fills': None, 'reward': 0.288, 'participation': 0.0091, 'inv': -2000, 'cash': 199972.02, 'remaining': -1000.0, 'bankrupt': False}, {'t': 0.8, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.03, 2389], [100.04, 3200], [100.05, 4000]], 'fills': None, 'reward': 0.282, 'participation': 0.0088, 'inv': -2000, 'cash': 199972.02, 'remaining': -1000.0, 'bankrupt': False}, {'t': 0.8333, 'mid': 100.0, 'spread': None, 'bids': [[99.95, 1718], [99.94, 1250]], 'asks': [], 'fills': {'p': 99.97000000000001, 's': 1000.0, 'type': 'active'}, 'reward': 0.256, 'participation': 0.0123, 'inv': -3000, 'cash': 299950.52, 'remaining': -2000.0, 'bankrupt': False}, {'t': 0.8667, 'mid': 100.0, 'spread': None, 'bids': [[99.94, 494]], 'asks': [], 'fills': {'p': 99.94, 's': 1000.0, 'type': 'active'}, 'reward': 0.259, 'participation': 0.0152, 'inv': -4000, 'cash': 399892.96, 'remaining': -3000.0, 'bankrupt': False}, {'t': 0.9, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.01, 110], [100.02, 250], [100.02, 300], [100.03, 950], [100.04, 750]], 'fills': None, 'reward': 0.275, 'participation': 0.0145, 'inv': -4000, 'cash': 399892.96, 'remaining': -3000.0, 'bankrupt': False}, {'t': 0.9333, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.05, 1864], [101.18, 105]], 'fills': None, 'reward': 0.268, 'participation': 0.0137, 'inv': -4000, 'cash': 399892.96, 'remaining': -3000.0, 'bankrupt': False}, {'t': 0.9667, 'mid': 100.005, 'spread': 0.03, 'bids': [[99.99, 150], [99.98, 300], [99.97, 450], [99.96, 600], [99.95, 750]], 'asks': [[100.02, 39], [100.03, 2400], [100.04, 3200], [100.05, 4000]], 'fills': None, 'reward': 0.262, 'participation': 0.0134, 'inv': -4000, 'cash': 399892.96, 'remaining': -3000.0, 'bankrupt': False}, {'t': 1.0, 'mid': 100.005, 'spread': 0.03, 'bids': [[99.99, 21], [99.98, 1000], [99.97, 1500], [99.96, 2000], [99.95, 2500]], 'asks': [[100.02, 250], [100.03, 500], [100.04, 750], [100.05, 1000], [100.05, 1000]], 'fills': None, 'reward': 0.256, 'participation': 0.0128, 'inv': -4000, 'cash': 399892.96, 'remaining': -3000.0, 'bankrupt': False}] | |
| LLM response: {"type": "market", "side": "buy", "size": 1000} | |
| Parsed actions: [{'type': 'market', 'side': 'buy', 'size': 1000}] | |
| Step reward: 0.023018636252858875, Done: True, History: [{'t': 0.7333, 'mid': 99.98, 'spread': 0.06, 'bids': [[99.95, 1500]], 'asks': [[100.01, 80], [100.02, 250], [100.02, 600], [100.03, 1400], [100.04, 750]], 'fills': {'p': 99.97000000000001, 's': 1000.0, 'type': 'active'}, 'reward': 0.265, 'participation': 0.01, 'inv': -2000, 'cash': 199972.02, 'remaining': -1000.0, 'bankrupt': False}, {'t': 0.7667, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.05, 2000]], 'fills': None, 'reward': 0.288, 'participation': 0.0091, 'inv': -2000, 'cash': 199972.02, 'remaining': -1000.0, 'bankrupt': False}, {'t': 0.8, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.03, 2389], [100.04, 3200], [100.05, 4000]], 'fills': None, 'reward': 0.282, 'participation': 0.0088, 'inv': -2000, 'cash': 199972.02, 'remaining': -1000.0, 'bankrupt': False}, {'t': 0.8333, 'mid': 100.0, 'spread': None, 'bids': [[99.95, 1718], [99.94, 1250]], 'asks': [], 'fills': {'p': 99.97000000000001, 's': 1000.0, 'type': 'active'}, 'reward': 0.256, 'participation': 0.0123, 'inv': -3000, 'cash': 299950.52, 'remaining': -2000.0, 'bankrupt': False}, {'t': 0.8667, 'mid': 100.0, 'spread': None, 'bids': [[99.94, 494]], 'asks': [], 'fills': {'p': 99.94, 's': 1000.0, 'type': 'active'}, 'reward': 0.259, 'participation': 0.0152, 'inv': -4000, 'cash': 399892.96, 'remaining': -3000.0, 'bankrupt': False}, {'t': 0.9, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.01, 110], [100.02, 250], [100.02, 300], [100.03, 950], [100.04, 750]], 'fills': None, 'reward': 0.275, 'participation': 0.0145, 'inv': -4000, 'cash': 399892.96, 'remaining': -3000.0, 'bankrupt': False}, {'t': 0.9333, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.05, 1864], [101.18, 105]], 'fills': None, 'reward': 0.268, 'participation': 0.0137, 'inv': -4000, 'cash': 399892.96, 'remaining': -3000.0, 'bankrupt': False}, {'t': 0.9667, 'mid': 100.005, 'spread': 0.03, 'bids': [[99.99, 150], [99.98, 300], [99.97, 450], [99.96, 600], [99.95, 750]], 'asks': [[100.02, 39], [100.03, 2400], [100.04, 3200], [100.05, 4000]], 'fills': None, 'reward': 0.262, 'participation': 0.0134, 'inv': -4000, 'cash': 399892.96, 'remaining': -3000.0, 'bankrupt': False}, {'t': 1.0, 'mid': 100.005, 'spread': 0.03, 'bids': [[99.99, 21], [99.98, 1000], [99.97, 1500], [99.96, 2000], [99.95, 2500]], 'asks': [[100.02, 250], [100.03, 500], [100.04, 750], [100.05, 1000], [100.05, 1000]], 'fills': None, 'reward': 0.256, 'participation': 0.0128, 'inv': -4000, 'cash': 399892.96, 'remaining': -3000.0, 'bankrupt': False}, {'t': 1.0333, 'mid': 100.0, 'spread': None, 'bids': [], 'asks': [[100.05, 691]], 'fills': None, 'reward': 0.023, 'participation': 0.0118, 'inv': -4000, 'cash': 397892.96, 'remaining': -3000.0, 'bankrupt': False}] | |
| Episode finished for task: flash_crash, Reward: 0.2821597091059725 | |
| All tasks completed. | |