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feat: Don't immediately leave opening auction in fuzz tests #604

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merged 2 commits into from
Feb 2, 2024

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TomMcL
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@TomMcL TomMcL commented Jan 31, 2024

Description

Adding flag to opening auction exit agents to not always immediately exit

Testing

Ran locally, observed that auction stuck around for a few steps

Breaking Changes

None, default behaviour as before

Closes

#587

@TomMcL TomMcL self-assigned this Jan 31, 2024
@TomMcL TomMcL requested a review from a team as a code owner January 31, 2024 09:58
@cdummett
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@TomMcL There are some LimitOrderTrader agents in the fuzzing scenario who place limit orders distributed pretty close to the reference price as well. Might need to add some logic to those as well so they don't place orders during opening auctions (or do the same probability thing)?

@TomMcL TomMcL merged commit 68d1022 into develop Feb 2, 2024
6 of 8 checks passed
@TomMcL TomMcL deleted the feat/opening_auction_fuzzing branch February 2, 2024 11:36
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3 participants