Market Classes

Subpackages

• Market clearing algorithms
  • Submodules
  • assume.markets.clearing_algorithms.all_or_nothing module
    • PayAsBidAonRole
      • PayAsBidAonRole.clear()
    • PayAsClearAonRole
      • PayAsClearAonRole.clear()
    • cumsum()
  • assume.markets.clearing_algorithms.complex_clearing module
    • ComplexClearingRole
      • ComplexClearingRole.clear()
      • ComplexClearingRole.required_fields
      • ComplexClearingRole.validate_orderbook()
    • extract_results()
    • market_clearing_opt()
  • assume.markets.clearing_algorithms.nodal_pricing module
    • NodalPyomoMarketRole
      • NodalPyomoMarketRole.clear()
      • NodalPyomoMarketRole.required_fields
  • assume.markets.clearing_algorithms.simple module
    • PayAsBidRole
      • PayAsBidRole.clear()
    • PayAsClearRole
      • PayAsClearRole.clear()
    • calculate_meta()
  • Module contents

Submodules

assume.markets.base_market module

class assume.markets.base_market.MarketMechanism(marketconfig: MarketConfig)

Bases: object

This class represents a market mechanism. It is different thant the MarketRole, in the way that the functionality is unrelated to mango. The MarketMechanism is embedded into the general MarketRole, which takes care of simulation concerns. In the Marketmechanism, all data needed for the clearing is present.

all_orders: list[assume.common.market_objects.Order]

clear(orderbook: list[assume.common.market_objects.Order], market_products: list[assume.common.market_objects.MarketProduct])

marketconfig: MarketConfig

name: str

open_auctions: list[dict]

validate_orderbook(orderbook: list[assume.common.market_objects.Order], agent_tuple: tuple) → None

method to validate a given orderbook This is needed to check if all required fields for this mechanism are present

validate_registration(content: RegistrationMessage, meta: MetaDict) → bool

method to validate a given registration. Used to check if a participant is eligible to bid on this market

class assume.markets.base_market.MarketRole(marketconfig: MarketConfig)

Bases: MarketMechanism, Role

This is the base class for all market roles. It implements the basic functionality of a market role, such as registering agents, clearing the market and sending the results to the database agent.

Parameters:

marketconfig (MarketConfig) – The configuration of the market

async clear_market(market_products: list[assume.common.market_objects.MarketProduct])

This method clears the market and sends the results to the database agent.

Parameters:

market_products (list[MarketProduct]) – The products to be traded

handle_data_request(content: DataRequestMessage, meta: MetaDict)

handle_get_unmatched(content: dict, meta: MetaDict)

A handler which sends the orderbook with unmatched orders to an agent. Allows to query a subset of the orderbook.

Parameters:

• content (dict) – The content of the message

• meta (MetaDict) – The metadata of the message

Raises:

AssertionError – If the order book is invalid

handle_orderbook(content: OrderBookMessage, meta: MetaDict)

This method handles incoming order book messages. It validates the order book and adds it to the list of all orders.

Parameters:

• content (dict) – The content of the message

• meta (any) – The metadata of the message

Raises:

AssertionError – If the order book is invalid

handle_registration(content: RegistrationMessage, meta: MetaDict)

This method handles incoming registration messages. It adds the sender of the message to the list of registered agents

Parameters:

• content (dict) – The content of the message

• meta (any) – The metadata of the message

latitude: float

longitude: float

marketconfig: MarketConfig

async opening()

This method is called when the market opens. It sends an opening message to all registered agents, handles scheduling the clearing of the market and the next opening.

registered_agents: dict[tuple[str, str], dict]

required_fields: list[str] = []

setup()

This method sets up the initial configuration and subscriptions for the market role. It sets the address and agent ID of the market config to match the current context.

It Defines three filter methods (accept_orderbook, accept_registration, and accept_get_unmatched) that serve as validation steps for different types of incoming messages.

Subscribes the role to handle incoming order book messages using the handle_orderbook method. Subscribes the role to handle incoming registration messages using the handle_registration method If the market configuration supports “get unmatched” functionality, subscribes the role to handle such messages using the handle_get_unmatched

Schedules the opening() method to run at the next opening time of the market.

async store_market_results(market_meta)

This method sends a message to the OutputRole to update data in the database

Parameters:

market_meta (any) – The metadata of the market

async store_order_book(orderbook: list[assume.common.market_objects.Order])

Sends a message to the OutputRole to update data in the database

Parameters:

orderbook (Orderbook) – The order book to be stored

Module contents