Package edu.cuny.cat.market.accepting

Policies for specialists to judge whether to allow a shout to place in their markets.

See:
          Description

Class Summary
AlwaysAcceptingPolicy the loosest accepting policy under which all shouts are allowed.
CombiAcceptingPolicy An accepting policy that combines several different accepting policies.
EquilibriumBeatingAcceptingPolicy implements the shout-accepting rule under which a shout must be more competitive than an estimated equilibrium.
HistoryBasedAcceptingPolicy This accepting policy calculates the probability of a shout to be matched as GDStrategy does based on HistoricalReport, and compares it against a specified threshold.
LooserCombiAcceptingPolicy A compound accepting policy that will accept a shout as long as one of its sub accepting policies accept the shout.
NeverAcceptingPolicy the tightest accepting policy under which all shouts are rejected.
OnlyNewShoutDecidingAcceptingPolicy The class of accepting policy that makes decision based on the new shout only, having nothing to do with the old (standing) shout.
QuoteBeatingAcceptingPolicy implements the NYSE rule under which a shout must improve the market quote to be placeable.
SelfBeatingAcceptingPolicy An accepting policy with which a new shout must beat its trader's standing shout to be acceptable.
ShoutAcceptingPolicy A shout-accepting policy determines whether a shout should be accepted or not.
ShoutTypeBasedAcceptingPolicy controls how relatively shouts are accepted based merely on their type, i.e.
SlidingAverageBeatingAcceptingPolicy Deprecated. renamed to SlidingMatchedAverageBeatingAcceptingPolicy.
SlidingMatchedAverageBeatingAcceptingPolicy A variant of EquilibriumBeatingAcceptingPolicy, which was used by PSUCAT in CAT 2007 competition.
StandingAverageBeatingAcceptingPolicy This accepting policy compares a shout with the average price of the existing shouts on the same side and allows the shout to place only if it is no less competitive than the average.
TighterCombiAcceptingPolicy A compound accepting policy that will only accept a shout if and only if all its sub accepting policies accept the shout.
TransactionBasedAcceptingPolicy the accepting policy that tracks matched asks and bids and uses lowest matched bid and highest matched ask to restrict the shouts to be accepted.
 

Exception Summary
NotAnImprovementOverQuoteException This exception is thrown by an auctioneer implementing the NYSE rule if a trader agent attempts to place a shout that is not an improvement over the current best bid.
NotAnImprovementOverSelfException This exception is thrown by an auctioneer if a trader attempts to place a shout that is not an improvement over its current shout.
 

Package edu.cuny.cat.market.accepting Description

Policies for specialists to judge whether to allow a shout to place in their markets.