{
  "sources": [
    {
      "url": "https://raw.githubusercontent.com/danrobinson/prediction-market-challenge/b244530ee2a6247b5f930830eeca9dd950da0e7e/docs/orderbook_prediction_market_challenge.md",
      "quote": "The score is participant edge, not terminal PnL."
    },
    {
      "url": "https://raw.githubusercontent.com/danrobinson/prediction-market-challenge/b244530ee2a6247b5f930830eeca9dd950da0e7e/orderbook_pm_challenge/config.py",
      "quote": "    jump_intensity_min: float = 0.0008\n    jump_intensity_max: float = 0.0030\n    jump_sigma_min: float = 0.20\n    jump_sigma_max: float = 0.60"
    },
    {
      "url": "https://raw.githubusercontent.com/danrobinson/prediction-market-challenge/b244530ee2a6247b5f930830eeca9dd950da0e7e/orderbook_pm_challenge/process.py",
      "quote": "    - Gaussian diffusion over the remaining steps\n    - plus a compound Poisson number of Gaussian jumps"
    },
    {
      "url": "https://raw.githubusercontent.com/danrobinson/prediction-market-challenge/b244530ee2a6247b5f930830eeca9dd950da0e7e/orderbook_pm_challenge/runner.py",
      "quote": "    config = sample_config(base_config, variance, seed=seed)"
    },
    {
      "url": "https://raw.githubusercontent.com/danrobinson/prediction-market-challenge/b244530ee2a6247b5f930830eeca9dd950da0e7e/orderbook_pm_challenge/market.py",
      "quote": "            tick = order.price_ticks - spread\n            side = Side.BUY"
    },
    {
      "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)"
    },
    {
      "url": "https://raw.githubusercontent.com/danrobinson/prediction-market-challenge/b244530ee2a6247b5f930830eeca9dd950da0e7e/orderbook_pm_challenge/types.py",
      "quote": "class PlaceOrder:\n    side: Side\n    price_ticks: int\n    quantity: float\n    client_order_id: str | None = None"
    },
    {
      "url": "https://raw.githubusercontent.com/danrobinson/prediction-market-challenge/b244530ee2a6247b5f930830eeca9dd950da0e7e/orderbook_pm_challenge/loader.py",
      "quote": "    strategy_cls = getattr(module, \"Strategy\", None)"
    },
    {
      "url": "https://raw.githubusercontent.com/danrobinson/prediction-market-challenge/b244530ee2a6247b5f930830eeca9dd950da0e7e/orderbook_pm_challenge/strategy.py",
      "quote": "class BaseStrategy:"
    },
    {
      "url": "https://api.imd.fun/artifacts/db22aff7167a4798251ed3d20432509f30e511e4958799aba5b17b41bb39b4b6",
      "quote": "\"code\""
    }
  ]
}