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. The mini visualization below each market shows the book: green bars (left) are bids, red bars (right) are asks. Bar width reflects order quantity; price labels show the best bid and ask. The gap between them is the spread — which emerges from trader behavior, not a synthetic market maker.
Traders (inner ring) are autonomous agents that post limit orders onto the books. A trader wanting to buy posts a bid below the current mid-price; a trader wanting to sell posts an ask above it. When a bid crosses an ask (bid price ≥ ask price), the order fills — cash and holdings transfer between the two traders. Prices emerge from this activity rather than from a random walk.
Traders are biased by their portfolio: those with more cash lean toward buying, those with larger holdings lean toward selling. The spread slider controls how far from mid traders place their orders.
Each trader's spatial position reflects their portfolio. Traders are pulled toward the markets they hold, weighted by holding percentage — a trader with 70% water and 30% energy positions will drift toward those markets proportionally. Traders with no holdings float freely near the center.
Edges connect traders to markets where they hold positions, with line width proportional to portfolio weight.
Particles animate each fill: green flows from market to buyer (acquisition), red flows from seller to market (divestiture). Stale orders expire after ~3 seconds to keep books fresh. The chart tracks average price by market type over time.