bourse.step_sim.agents.random_agent.RandomAgent.update(rng: Generator, env: StepEnv)

Cancel a live order or place a new random one

If the agent is active this step it will:

  • If it has an active order on the market it will submit an instruction to cancel it.

  • If it has no active orders it will place a new order on a random side with random volume and price.

Parameters:
rng: Generator

Numpy random generator.

env: StepEnv

Discrete event simulation environment.