Markets (outer ring) represent environmental commodities — water rights, carbon credits, energy capacity, regulatory permits, and green finance instruments specific to Providence, RI.
Each market has an order book built entirely from trader-submitted limit orders. Arc bands around each market show book depth: green arcs (left) are bids, red arcs (right) are asks. Arc width reflects order quantity; price labels show the best bid and ask. The spread emerges from trader behavior, not a synthetic market maker.
Traders are autonomous agents shown as abstract heads from above — a circle with a directional nose arrow pointing toward their goal position. Each trader starts with random endowments deliberately mismatched with their preferences, creating Edgeworth box dynamics where everyone gains from trade.
Each trader has a preference vector concentrated on 2–3 markets that drives market selection and buy/sell bias. Underweight in a preferred market → lean buy; overweight → lean sell. Preferences reshuffle periodically. The spread slider controls how far from mid traders place orders.
Each trader's spatial position reflects their portfolio — pulled toward markets they hold, weighted by holding quantity.
Edges (green = bids, red = asks) connect traders to markets where they have open orders. Line width is proportional to order quantity.
Fill animation: When orders match, a two-phase animation plays. First, colored edges lerp from the market toward the midpoint between buyer and seller (green buyer-side, red seller-side). Then a green particle travels from seller to buyer, representing commodity flow. Trader positions freeze during the animation and release sequentially. Stale orders expire after ~3 seconds as fading dashed arcs. The chart tracks average price by market type over time.