20260121

2026-01-21 18:00:01 +00:00
parent 3ca18ecbcc
commit 5bcf5cd890
1 changed files with 15 additions and 2 deletions
@@ -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": {}