diff --git a/data/apps/common/algos.cfg b/data/apps/common/algos.cfg index a4f03fb..e069362 100644 --- a/data/apps/common/algos.cfg +++ b/data/apps/common/algos.cfg @@ -1,5 +1,5 @@ { - "DIRECT_ORDER_ALGO": { + "DIRECT_ORDER_ONLY": { "class": "cvttpy_trading.trading.algos.common.trading_algo.DirOrdTradingAlgo" , "params": {} } @@ -10,7 +10,20 @@ , "pos_diff_pct_trigger": 10.0 # percent threshold between Tgt Pos and Current Pos that triggers order creation } } - , "TGT_POS" + , "TGT_POS_ALGO_01": { + "class": "cvttpy_trading.trading.algos.tgt_pos.TgtPosTradingAlgo", + "params": { + "order_pricer": { + "class": "BookTopMidPricer", + "shift_bps": 0 + }, + "any_instrument": true, + "pos_diff_pct_trigger": 10.0, + "direct_order_supported": true, + "mkt_data_threshold_sec": 1.0 + } + }, + # , "TRDALGO_SIMPLE_BO": { # "class": "cvttpy_trading.trading.algos.bid_and_offer.SimpleBidAndOfferTradingAlgo" # , "params": {}