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Cryptoval Trading Technologies
2026-01-21 18:00:01 +00:00
parent 3ca18ecbcc
commit 5bcf5cd890
1 changed files with 15 additions and 2 deletions
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data/apps/common/algos.cfg
+15 -2
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@@ -1,5 +1,5 @@
{ {
"DIRECT_ORDER_ALGO": { "DIRECT_ORDER_ONLY": {
"class": "cvttpy_trading.trading.algos.common.trading_algo.DirOrdTradingAlgo" "class": "cvttpy_trading.trading.algos.common.trading_algo.DirOrdTradingAlgo"
, "params": {} , "params": {}
} }
@@ -10,7 +10,20 @@
, "pos_diff_pct_trigger": 10.0 # percent threshold between Tgt Pos and Current Pos that triggers order creation , "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": { # , "TRDALGO_SIMPLE_BO": {
# "class": "cvttpy_trading.trading.algos.bid_and_offer.SimpleBidAndOfferTradingAlgo" # "class": "cvttpy_trading.trading.algos.bid_and_offer.SimpleBidAndOfferTradingAlgo"
# , "params": {} # , "params": {}