Update synthetic_market_maker.py

synthetic_market_maker.py

@@ -3,12 +3,18 @@
 from typing import List, Dict
 
 class Order:
+    """Represents a single buy or sell order in the order book."""
     def __init__(self, price: float, size: float, side: str):
-        self.price = price
-        self.size = size
-        self.side = side  # "buy" or "sell"
+        assert side in {"buy", "sell"}, "Side must be 'buy' or 'sell'"
+        self.price = float(price)
+        self.size = float(size)
+        self.side = side
+
+    def __repr__(self):
+        return f"Order({self.price}, {self.size}, '{self.side}')"
 
 class OrderBook:
+    """Tracks buy and sell orders, matches them, and calculates the mid price."""
     def __init__(self):
         self.buys: List[Order] = []
         self.sells: List[Order] = []
@@ -22,55 +28,65 @@ def place_order(self, order: Order):
             self.sells.append(order)
             self.sells.sort(key=lambda o: o.price)
 
-    def match_orders(self):
+    def match_orders(self) -> List[Dict]:
         trades = []
         while self.buys and self.sells and self.buys[0].price >= self.sells[0].price:
-            trade_price = (self.buys[0].price + self.sells[0].price)/2
+            trade_price = (self.buys[0].price + self.sells[0].price) / 2
             trade_size = min(self.buys[0].size, self.sells[0].size)
             trades.append({"price": trade_price, "size": trade_size})
             self.buys[0].size -= trade_size
             self.sells[0].size -= trade_size
-            if self.buys[0].size == 0:
+            if self.buys[0].size <= 0:
                 self.buys.pop(0)
-            if self.sells[0].size == 0:
+            if self.sells[0].size <= 0:
                 self.sells.pop(0)
         if trades:
-            self.mid_price = sum(t["price"] for t in trades)/len(trades)
+            # Update mid price only if trades occurred
+            self.mid_price = sum(t["price"] for t in trades) / len(trades)
         return trades
 
+    def __repr__(self):
+        return f"<OrderBook mid_price={self.mid_price}, buys={self.buys}, sells={self.sells}>"
+
 class MarketMaker:
+    """Continuously provides buy & sell orders around the current mid price."""
     def __init__(self, order_book: OrderBook, spread: float = 1.0, size: float = 10.0):
         self.order_book = order_book
         self.spread = spread
         self.size = size
 
     def provide_liquidity(self):
         mid = self.order_book.mid_price
-        self.order_book.place_order(Order(mid - self.spread/2, self.size, "buy"))
-        self.order_book.place_order(Order(mid + self.spread/2, self.size, "sell"))
+        self.order_book.place_order(Order(mid - self.spread / 2, self.size, "buy"))
+        self.order_book.place_order(Order(mid + self.spread / 2, self.size, "sell"))
 
 def simulate_market(days: int = 10):
+    """Simulates a simple market for a number of days."""
     ob = OrderBook()
     mm = MarketMaker(ob)
     price_history = []
 
     for day in range(days):
-        # Market maker places liquidity
         mm.provide_liquidity()
-        # Random external orders
-        for _ in range(random.randint(1,5)):
-            side = random.choice(["buy","sell"])
-            price = ob.mid_price * (1 + random.uniform(-0.02,0.02))
-            size = random.uniform(5,20)
+        # Simulate random external orders each day
+        for _ in range(random.randint(1, 5)):
+            side = random.choice(["buy", "sell"])
+            price = ob.mid_price * (1 + random.uniform(-0.02, 0.02))
+            size = random.uniform(5, 20)
             ob.place_order(Order(price, size, side))
         trades = ob.match_orders()
         price_history.append(ob.mid_price)
-        print(f"Day {day+1} | Mid Price: {round(ob.mid_price,2)} | Trades: {len(trades)}")
+        trade_descriptions = ", ".join(
+            f"{round(t['size'],2)} @ {round(t['price'],2)}" for t in trades
+        ) or "No trades"
+        print(f"Day {day+1:2d} | Mid Price: {round(ob.mid_price,2):.2f} | Trades: {len(trades)} | {trade_descriptions}")
     return price_history
 
 def demo():
+    print("=== Market Maker Simulation Demo ===")
     history = simulate_market(days=20)
-    print("Final mid-price history:", [round(p,2) for p in history])
+    print("\nFinal mid-price history:")
+    print(" ".join(f"{round(p,2):.2f}" for p in history))
 
 if __name__ == "__main__":
     demo()