Feat: Add Continuous Double Auction (ZI-C) Market Model by shipitdev · Pull Request #471 · mesa/mesa-examples

shipitdev · 2026-07-04T16:42:05Z

Hi! This PR adds a new Continuous Double Auction (CDA) model to the mesa-examples repo. It simulates a financial exchange using simple, randomized traders (ZI-C traders) and reproduces the classic economic results from Gode & Sunder (1993).

I built this specifically to highlight Mesa's continuous-time and event-driven features, moving away from the old step-by-step tick system.

What's Inside

Event-Driven Timing: Uses model.time and the new priority-queue scheduler. Instead of acting all at once, traders arrive at random, staggered times to simulate realistic network delays.
Clean Architecture: The core matching engine (the Order Book) is written in pure Python and kept completely separate from the Mesa framework layer.
Realistic Market Rules: Uses standard Price-Time priority (first-come, first-served) and clears trades at the midpoint price.
Live Dashboard: Hooks up DataCollector to track market metrics (Clearing Price, Spread, Volume) and pipes them into a real-time SolaraViz dashboard without needing a spatial grid.

Testing

Added unit tests for the pure Python Order Book (test_order_book.py).
Added integration tests to ensure the Mesa model, agents, and time systems play nicely together (test_model.py).
Verified that the market naturally converges close to the theoretical equilibrium price (within ~10-12%).

Type of Change

🛠 Feature/enhancement

Checklist

My code follows the contributing guidelines of this project.
I have added a descriptive README.md for the new example.
I have added tests that prove my feature works.
I have run the test suite locally and all tests pass.

falloficaruss

Make sure you push your changes proplerly and review the PR yourself before requesting for review

…owards the various classes and functions for a easier review

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shipitdev · 2026-07-05T07:28:53Z

gentle ping @falloficaruss, i have included the order_book.py and its tests, I went ahead and also added some docs on the classes and functions where i felt to need for better readability and an easier review. everything looks good from my end now. However if you want me to tweak anything. I'll be Happy to make any changes.

also the i took at the linting errors caught by the CI bot. i will remove the stray page variable in my app.py but i noticed the bot is also failing due to a pre-exisiting unsused variable in rl/wolf_sheep/agents.py.. If you want i can take a look in and include the fix for wolf_sheep in this PR to get the checks green, so that would cover both of the fixes or if you want me to keep this PR stricly scoped to my Double Auction model. that is fine by me.

falloficaruss · 2026-07-06T03:47:50Z

Will take a look at this today

falloficaruss · 2026-07-06T11:09:03Z

I ran tests locally and they are failing

shipitdev · 2026-07-06T11:17:28Z

I ran tests locally and they are failing

may i know what tests ? also can you share your python environment.

falloficaruss

A few nitpicks before actually reviewing the model

falloficaruss · 2026-07-06T11:27:54Z

I ran tests locally and they are failing

may i know what tests ? also can you share your python environment.

Standard Pytest tests

shipitdev · 2026-07-08T15:14:41Z

@falloficaruss thank you for the review, i'm currently a bit preoccupied, i'll have a look soon as i get time.

Co-authored-by: Abhishek Shinde <139879930+falloficaruss@users.noreply.github.com>

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coderabbitai · 2026-07-10T11:18:35Z

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shipitdev · 2026-07-10T11:23:23Z

Hey @abhishek, just a quick heads-up: I added the self.steps += 1 you suggested, but it actually caused the run_for pytest to fail. i think Mesa auto increments the steps in the background, so adding it manually caused a double-count I reverted that line, and all the pytest checks are passing completely green now.

falloficaruss · 2026-07-10T13:53:57Z

falloficaruss

The model only attempts a single match per arrival. So a crossed book can stay crossed after one trade.

falloficaruss · 2026-07-10T13:59:07Z

Also have you tested this locally?

shipitdev · 2026-07-12T10:43:03Z

hey @falloficaruss, i have a few comments

testing discrepancy : i have tested locally and only after they were all green that i pushed earlier but its failing for you, i also previously pushed a requirements.txt. my local envirnment was testing against 3.x where i think self.steps is initialized by the base Model. you must be testing against the 4.0 dev version, that is why its throwing the AttributeError because that version i read on drops the legacy steps. I've updated the tests to assert against model.time instead now.
on the crossed book yes i see you're right. it was only evealuating a single match per avrrival. I've updated the matching engine to use a while loop so it continously clears the top of the book until the spread is uncrossed.

i'll push up these fixes shortly

…s time

shipitdev

Two fixes:

Crossed Book: Swapped the single match check for a while loop in model.py so it fully clears all crosses per arrival.

Mesa 4.0 Compatibility: Updated the tests to assert model.time instead of steps so it doesn't break on the dev branch.

Tested against both 3.5.1 and 4.0 and everything is green. Ready for another look!

tpike3 · 2026-07-20T09:22:39Z

Thanks @shipitdev this is very cool. @falloficaruss already did a good code review. The only thing I would ask is can you add a summary in the README probably under other Other Examples that mirrors the formatting and style, so users can more easily find it.

shipitdev · 2026-07-21T22:49:11Z

Thanks @shipitdev this is very cool. @falloficaruss already did a good code review. The only thing I would ask is can you add a summary in the README probably under other Other Examples that mirrors the formatting and style, so users can more easily find it.

thank you @tpike3, its good to hear that. I'll be going through the readmes in other project for reference and upload a similar project for this version today itself.

shipitdev · 2026-07-22T09:38:08Z

i have updated my readme accordingly if there's anything you need me to tweak, happy to do so :)

tpike3 · 2026-07-22T09:56:07Z

i have updated my readme accordingly if there's anything you need me to tweak, happy to do so :)

@shipitdev, apologies I should have been more explicit. I need you to update the repository README so users can find your model. Your model readme is fine.

shipitdev · 2026-07-22T10:18:38Z

i have updated my readme accordingly if there's anything you need me to tweak, happy to do so :)

@shipitdev, apologies I should have been more explicit. I need you to update the repository README so users can find your model. Your model readme is fine.

ah i see, i just added the entry under the other-examples right after El Farol since they're both economics-flavored models. Let me know if this looks good to you,Thanks.

tpike3

LGTM! Thanks @shipitdev this is a great addition.

shipitdev added 3 commits July 4, 2026 22:07

order-book

b2f74d4

simulation finalized with a result

aa25fec

Add README for ZI double auction example

3f44d0b

falloficaruss reviewed Jul 5, 2026

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Comment thread examples/zi_double_auction/model/__init__.py

added the missing order_book and also added tests and documentation t…

87dd3f4

…owards the various classes and functions for a easier review

shipitdev force-pushed the zi_doubleauc branch from 39a9276 to 87dd3f4 Compare July 5, 2026 07:14

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falloficaruss suggested changes Jul 6, 2026

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Comment thread examples/zi_double_auction/model/model.py Outdated

Comment thread examples/zi_double_auction/model/model.py

Comment thread examples/zi_double_auction/model/order_book.py Outdated

Comment thread examples/zi_double_auction/notebook/app.py Outdated

shipitdev and others added 2 commits July 10, 2026 16:36

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Co-authored-by: Abhishek Shinde <139879930+falloficaruss@users.noreply.github.com>

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fix: resolve linting errors and double-counting step bug

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shipitdev force-pushed the zi_doubleauc branch from 0bc0c8e to af1b1a4 Compare July 10, 2026 11:21

shipitdev requested a review from falloficaruss July 10, 2026 11:23

falloficaruss reviewed Jul 10, 2026

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fix: resolve crossed book bug and update tests for Mesa 4.0 continuou…

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…s time

shipitdev commented Jul 12, 2026

View reviewed changes

refactored readme

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Add Continuous Double Auction example to Other Examples

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tpike3 approved these changes Jul 24, 2026

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tpike3 merged commit 5ab1c41 into mesa:main Jul 24, 2026
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shipitdev commented Jul 4, 2026

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