Autotrader Algorithm for Optiver's Ready Trader Go

Getting Started

To run this project, you'll need Python version 3.11 or above and PySide6. If you don't have Python installed, you can download it from www.python.org.

Setting up the Python Virtual Environment

After installing Python, create a Python virtual environment to manage project dependencies. If you're unfamiliar with virtual environments, you can find instructions at docs.python.org/3/library/venv.html.

Installing PySide6

To use the graphical user interface, you'll need to install the PySide6 package. You can install it by running the following command inside your Python virtual environment:

pip3 install PySide6

Running a Ready Trader Go Match

To run a trading competition with one or more autotraders, simply execute the following command:

python3 rtg.py run [AUTOTRADER FILENAME [AUTOTRADER FILENAME]]

For example:

python3 rtg.py run autotrader.py

Each autotrader must have a corresponding JSON configuration file, as described below.

Project Contents

This project includes everything needed to run a match where multiple autotraders compete against each other in a simulated market. The project contains the following files and directories:

1. autotrader.json: Configuration file for an example autotrader.
2. autotrader.py: An example autotrader.
3. data/: Sample market data used for testing.
4. exchange.json: Configuration file for the exchange simulator.
5. ready_trader_go/: The Ready Trader Go source code.
6. rtg.py: Use this Python script to run Ready Trader Go.