{
  "sources": [
    {
      "url": "https://raw.githubusercontent.com/danrobinson/prediction-market-challenge/b244530ee2a6247b5f930830eeca9dd950da0e7e/docs/orderbook_prediction_market_challenge.md",
      "quote": "Those values are aggregated\nacross all fills in the step."
    },
    {
      "url": "https://raw.githubusercontent.com/danrobinson/prediction-market-challenge/b244530ee2a6247b5f930830eeca9dd950da0e7e/docs/orderbook_prediction_market_challenge.md",
      "quote": "The primary score is mean participant edge across simulations."
    },
    {
      "url": "https://raw.githubusercontent.com/danrobinson/prediction-market-challenge/b244530ee2a6247b5f930830eeca9dd950da0e7e/orderbook_pm_challenge/runner.py",
      "quote": "def sample_config(\n    base_config: ChallengeConfig,\n    variance: ParameterVariance,\n    *,\n    seed: int,\n) -> ChallengeConfig:\n    rng = random.Random(seed)"
    },
    {
      "url": "https://raw.githubusercontent.com/danrobinson/prediction-market-challenge/b244530ee2a6247b5f930830eeca9dd950da0e7e/orderbook_pm_challenge/engine.py",
      "quote": "                actions = strategy.on_step(state)\n                market.apply_actions(actions, step=step)\n\n                process.step()\n                probability = process.current_true_probability()"
    },
    {
      "url": "https://raw.githubusercontent.com/danrobinson/prediction-market-challenge/b244530ee2a6247b5f930830eeca9dd950da0e7e/orderbook_pm_challenge/market.py",
      "quote": "        if side is Side.SELL:\n            return min(candidates, key=lambda order: (order.price_ticks, order.sequence))\n        return max(candidates, key=lambda order: (order.price_ticks, -order.sequence))"
    },
    {
      "url": "https://raw.githubusercontent.com/danrobinson/prediction-market-challenge/b244530ee2a6247b5f930830eeca9dd950da0e7e/orderbook_pm_challenge/config.py",
      "quote": "class JumpDiffusionConfig:\n    \"\"\"Latent score-process parameters.\"\"\"\n\n    n_steps: int = 2_000"
    },
    {
      "url": "https://raw.githubusercontent.com/danrobinson/prediction-market-challenge/b244530ee2a6247b5f930830eeca9dd950da0e7e/orderbook_pm_challenge/types.py",
      "quote": "@dataclass(frozen=True)\nclass PlaceOrder:\n    side: Side\n    price_ticks: int\n    quantity: float\n    client_order_id: str | None = None"
    },
    {
      "url": "https://api.imd.fun/artifacts/db22aff7167a4798251ed3d20432509f30e511e4958799aba5b17b41bb39b4b6",
      "quote": "\"code\""
    }
  ]
}