Releases: ScalABM/auctions
Releases · ScalABM/auctions
Initial release
Initial public release of the EconomicSL auctions API. Goal is to support all of the major features of the Wurman et al (1998) single-unit auction API. This initial release contains:
- An API for expressing preferences in terms of collections of price-points (i.e., price quantity pairs).
Implementations of the four-heap order book algorithm for storing single orders for a particular tradable good. - An API for expressing pricing rules that map the state of an order book to a price.
- A generic auction interface capable of expressing single-unit forms of the following auction types: first-price and second price auctions, first-and second price reverse auctions, continuous double auctions, and periodic double auctions.
- An API for describing quoting policies that allow traders to probe the auction for information (or possible allow for the auction to broadcast quotes to all market participants, depending).
- Java hooks into the core-Scala implementations of the above to facilitate use of the API by non-Scala users.