From 156b4d68fa73405e730e5d2f8e8c6a68fea43cae Mon Sep 17 00:00:00 2001 From: Cryptoval Trading Technologies Date: Thu, 23 Oct 2025 19:11:01 +0000 Subject: [PATCH] 20251023 --- data/apps/common/algos.cfg | 92 +++++++++++++++++++------------------- 1 file changed, 47 insertions(+), 45 deletions(-) diff --git a/data/apps/common/algos.cfg b/data/apps/common/algos.cfg index 97adc68..05b72f0 100644 --- a/data/apps/common/algos.cfg +++ b/data/apps/common/algos.cfg @@ -3,50 +3,52 @@ "class": "cvttpy_trading.trading.algos.common.trading_algo.DirOrdTradingAlgo" , "params": {} } - - , "TRDALGO_SIMPLE_BO": { - "class": "cvttpy_trading.trading.algos.bid_and_offer.SimpleBidAndOfferTradingAlgo" - , "params": {} - } - , "TRDALGO_MOOMOC_01": { - "class": "cvttpy_trading.trading.algos.moo_moc.MooMocTradingAlgo" - , "params": {} - } - , "TRDALGO_TWAP01": { - "class": "cvttpy_trading.trading.algos.twap.TwapAlgo" - , "params": { - "num_slices": 5 - , "duration_sec": 1500 # 25 min - , "max_order_usd": 100 - , "passive_stage_t1": 0.4 # join BBO, the rest is aggressive - , "aggressive_stage_t2": 0.4 - , "aggressivity_scale": [0.5, 1.0] # 0.5 = mid, 1.0= BBO-1 tick - , "marketable_stage_added_ticks": 0 - }, - } - , "TRDALGO_ICEBERG01_COINBS": { - "class": "cvttpy_trading.trading.algos.twap.TwapAlgo" - , "params": { - "num_slices": 5 - , "duration_sec": 1500 # 25 min #overloaded by --duration - , "max_order_usd": 100. - , "passive_stage_t1": 0 - , "aggressive_stage_t2": 0 - # , "aggressivity_scale": [0.5, 1.0] # 0.5 = mid, 1.0= BBO-1 tick - , "marketable_stage_added_ticks": 0 - , "advance_on_slice_full_fill": true # default true - }, - } - , "TRDALGO_ICEBERG01_ALPACA": { - "class": "cvttpy_trading.trading.algos.twap.TwapAlgo" - , "params": { - "num_slices": 5 - , "duration_sec": 1500 # 25 min - , "max_order_usd": 1000. - , "passive_stage_t1": 0 - , "aggressive_stage_t2": 0 - # , "aggressivity_scale": [0.5, 1.0] # 0.5 = mid, 1.0= BBO-1 tick - , "marketable_stage_added_ticks": 0 - }, + , "TGT_POS_ALGO": { + } + # , "TRDALGO_SIMPLE_BO": { + # "class": "cvttpy_trading.trading.algos.bid_and_offer.SimpleBidAndOfferTradingAlgo" + # , "params": {} + # } + # , "TRDALGO_MOOMOC_01": { + # "class": "cvttpy_trading.trading.algos.moo_moc.MooMocTradingAlgo" + # , "params": {} + # } + # , "TRDALGO_TWAP01": { + # "class": "cvttpy_trading.trading.algos.twap.TwapAlgo" + # , "params": { + # "num_slices": 5 + # , "duration_sec": 1500 # 25 min + # , "max_order_usd": 100 + # , "passive_stage_t1": 0.4 # join BBO, the rest is aggressive + # , "aggressive_stage_t2": 0.4 + # , "aggressivity_scale": [0.5, 1.0] # 0.5 = mid, 1.0= BBO-1 tick + # , "marketable_stage_added_ticks": 0 + # }, + # } + # , "TRDALGO_ICEBERG01_COINBS": { + # "class": "cvttpy_trading.trading.algos.twap.TwapAlgo" + # , "params": { + # "num_slices": 5 + # , "duration_sec": 1500 # 25 min #overloaded by --duration + # , "max_order_usd": 100. + # , "passive_stage_t1": 0 + # , "aggressive_stage_t2": 0 + # # , "aggressivity_scale": [0.5, 1.0] # 0.5 = mid, 1.0= BBO-1 tick + # , "marketable_stage_added_ticks": 0 + # , "advance_on_slice_full_fill": true # default true + # }, + # } + # , "TRDALGO_ICEBERG01_ALPACA": { + # "class": "cvttpy_trading.trading.algos.twap.TwapAlgo" + # , "params": { + # "num_slices": 5 + # , "duration_sec": 1500 # 25 min + # , "max_order_usd": 1000. + # , "passive_stage_t1": 0 + # , "aggressive_stage_t2": 0 + # # , "aggressivity_scale": [0.5, 1.0] # 0.5 = mid, 1.0= BBO-1 tick + # , "marketable_stage_added_ticks": 0 + # }, + # } }