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Cryptoval Trading Technologies
2026-01-21 18:01:01 +00:00
parent 5bcf5cd890
commit f19a46dd2d
1 changed files with 0 additions and 46 deletions
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data/apps/common/algos.cfg
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@@ -23,50 +23,4 @@
"mkt_data_threshold_sec": 1.0
}
},
# , "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
# },
# }
}