Question : 1. How often bidding? 2. Can we see total transaction quantity?

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Question : 1. How often bidding? 2. Can we see total transaction quantity?

jaegang Cha
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Re: Question : 1. How often bidding? 2. Can we see total transaction quantity?

grampajohn
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Jaegang Cha wrote
It's ambiugous how often wholesale market is cleared(=clearing price is decided), and how often the broker bids for 24 timeslots after current timeslot.
In each timeslot n, the market clears once for each of the next 24 timeslots n+1 .. n+24. This happens at the beginning of the timeslot, right after the timeslot-update message is sent.
2. Can we see total transaction quantites? In a stock market, we can see how many shares are traded.
After the market clears, the market broadcasts, for each cleared timeslot, an Orderbook containing the clearing price and a list of un-cleared bids and asks, and if the cleared quantity > 0, a ClearedTrade giving the clearing price and the traded quantity. Here's an example from the broker log for one of the 24 clearings of timeslot 500 in a game I just ran:
627305 INFO  core.BrokerMessageReceiver: onMessage(String) - received message:
<orderbook id="94903" clearingPrice="24.547487304566136">
  <dateExecuted>
    <iMillis>1256860800000</iMillis>
  </dateExecuted>
  <timeslot>500</timeslot>
  <bid limitPrice="-20.09651087915721" mWh="30.038855707600003"/>
  <bid limitPrice="-19.003749026072924" mWh="0.8946851641833332"/>
  <ask limitPrice="23.0" mWh="-9.654123410793224"/>
  <ask limitPrice="27.0" mWh="-19.758272298236566"/>
  <ask limitPrice="35.0" mWh="-35.19127836251067"/>
  <ask limitPrice="38.5" mWh="-39.168315875615555"/>
  <ask limitPrice="75.0" mWh="-25887.005699288078"/>
</orderbook>
627306 INFO  core.BrokerMessageReceiver: onMessage(String) - received message:
<trade id="94911" executionPrice="24.547487304566136" executionMWh="19.160777409801295">
  <timeslot>500</timeslot>
  <dateExecuted>
    <iMillis>1256860800000</iMillis>
  </dateExecuted>
</trade>
Does this help?

John