20251023

data/apps/common/algos.cfg

@@ -3,49 +3,53 @@
         "class": "cvttpy_trading.trading.algos.common.trading_algo.DirOrdTradingAlgo"
         , "params": {}
     }
-    , "TRDALGO_SIMPLE_BO": {
-        "class": "cvttpy_trading.trading.algos.bid_and_offer.SimpleBidAndOfferTradingAlgo"
+    , "TGT_POS_ALGO": {
+        "class": "cvttpy_trading.trading.algos.tgt_pos.TgtPosTradingAlgo"
         , "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
-        },
-    }
+    # , "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
+    #     },
+    # }
 }

data/apps/cvtt_musvc.cfg

@@ -160,10 +160,14 @@
         , "app_status_channel": "${GLOBAL_CHANNEL_PREFIX}.TRADER_MUSVC_STATUS"
 
         , "pos_diff_pct_trigger": 10.0
-        , "trading_depth": {
-            "BTC": 0.001
-            # "BTC": 0.1
-        }
+
+        # -----------------------------------
+        # moved to the book_config (db)
+        # -----------------------------------
+        # , "trading_depth": {
+        #     "BTC": 0.001
+        #     # "BTC": 0.1
+        # }
 
     }
 }