prod/config_service
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

20251023

Browse Source
This commit is contained in:
Cryptoval Trading Technologies 2025-10-23 19:11:01 +00:00
parent a5c379d0c6
commit 156b4d68fa
1 changed files with 47 additions and 45 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

88
data/apps/common/algos.cfg
View File

@ -3,50 +3,52 @@
"class": "cvttpy_trading.trading.algos.common.trading_algo.DirOrdTradingAlgo" "class": "cvttpy_trading.trading.algos.common.trading_algo.DirOrdTradingAlgo"
, "params": {} , "params": {}
} }
, "TGT_POS_ALGO": {
, "TRDALGO_SIMPLE_BO": {
"class": "cvttpy_trading.trading.algos.bid_and_offer.SimpleBidAndOfferTradingAlgo"
, "params": {}
} }
, "TRDALGO_MOOMOC_01": { # , "TRDALGO_SIMPLE_BO": {
"class": "cvttpy_trading.trading.algos.moo_moc.MooMocTradingAlgo" # "class": "cvttpy_trading.trading.algos.bid_and_offer.SimpleBidAndOfferTradingAlgo"
, "params": {} # , "params": {}
} # }
, "TRDALGO_TWAP01": { # , "TRDALGO_MOOMOC_01": {
"class": "cvttpy_trading.trading.algos.twap.TwapAlgo" # "class": "cvttpy_trading.trading.algos.moo_moc.MooMocTradingAlgo"
, "params": { # , "params": {}
"num_slices": 5 # }
, "duration_sec": 1500 # 25 min # , "TRDALGO_TWAP01": {
, "max_order_usd": 100 # "class": "cvttpy_trading.trading.algos.twap.TwapAlgo"
, "passive_stage_t1": 0.4 # join BBO, the rest is aggressive # , "params": {
, "aggressive_stage_t2": 0.4 # "num_slices": 5
, "aggressivity_scale": [0.5, 1.0] # 0.5 = mid, 1.0= BBO-1 tick # , "duration_sec": 1500 # 25 min
, "marketable_stage_added_ticks": 0 # , "max_order_usd": 100
}, # , "passive_stage_t1": 0.4 # join BBO, the rest is aggressive
} # , "aggressive_stage_t2": 0.4
, "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 # , "aggressivity_scale": [0.5, 1.0] # 0.5 = mid, 1.0= BBO-1 tick
, "marketable_stage_added_ticks": 0 # , "marketable_stage_added_ticks": 0
, "advance_on_slice_full_fill": true # default true # },
}, # }
} # , "TRDALGO_ICEBERG01_COINBS": {
, "TRDALGO_ICEBERG01_ALPACA": { # "class": "cvttpy_trading.trading.algos.twap.TwapAlgo"
"class": "cvttpy_trading.trading.algos.twap.TwapAlgo" # , "params": {
, "params": { # "num_slices": 5
"num_slices": 5 # , "duration_sec": 1500 # 25 min #overloaded by --duration
, "duration_sec": 1500 # 25 min # , "max_order_usd": 100.
, "max_order_usd": 1000. # , "passive_stage_t1": 0
, "passive_stage_t1": 0 # , "aggressive_stage_t2": 0
, "aggressive_stage_t2": 0 # # , "aggressivity_scale": [0.5, 1.0] # 0.5 = mid, 1.0= BBO-1 tick
# , "aggressivity_scale": [0.5, 1.0] # 0.5 = mid, 1.0= BBO-1 tick # , "marketable_stage_added_ticks": 0
, "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
# },
# }
} }