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2 changed files with 47 additions and 55 deletions
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90
data/apps/common/algos.cfg
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@ -3,53 +3,49 @@
"class": "cvttpy_trading.trading.algos.common.trading_algo.DirOrdTradingAlgo" "class": "cvttpy_trading.trading.algos.common.trading_algo.DirOrdTradingAlgo"
, "params": {} , "params": {}
} }
, "TGT_POS_ALGO": { , "TRDALGO_SIMPLE_BO": {
"class": "cvttpy_trading.trading.algos.tgt_pos.TgtPosTradingAlgo" "class": "cvttpy_trading.trading.algos.bid_and_offer.SimpleBidAndOfferTradingAlgo"
, "params": {} , "params": {}
} }
# , "TRDALGO_SIMPLE_BO": { , "TRDALGO_MOOMOC_01": {
# "class": "cvttpy_trading.trading.algos.bid_and_offer.SimpleBidAndOfferTradingAlgo" "class": "cvttpy_trading.trading.algos.moo_moc.MooMocTradingAlgo"
# , "params": {} , "params": {}
# } }
# , "TRDALGO_MOOMOC_01": { , "TRDALGO_TWAP01": {
# "class": "cvttpy_trading.trading.algos.moo_moc.MooMocTradingAlgo" "class": "cvttpy_trading.trading.algos.twap.TwapAlgo"
# , "params": {} , "params": {
# } "num_slices": 5
# , "TRDALGO_TWAP01": { , "duration_sec": 1500 # 25 min
# "class": "cvttpy_trading.trading.algos.twap.TwapAlgo" , "max_order_usd": 100
# , "params": { , "passive_stage_t1": 0.4 # join BBO, the rest is aggressive
# "num_slices": 5 , "aggressive_stage_t2": 0.4
# , "duration_sec": 1500 # 25 min , "aggressivity_scale": [0.5, 1.0] # 0.5 = mid, 1.0= BBO-1 tick
# , "max_order_usd": 100 , "marketable_stage_added_ticks": 0
# , "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 , "TRDALGO_ICEBERG01_COINBS": {
# , "marketable_stage_added_ticks": 0 "class": "cvttpy_trading.trading.algos.twap.TwapAlgo"
# }, , "params": {
# } "num_slices": 5
# , "TRDALGO_ICEBERG01_COINBS": { , "duration_sec": 1500 # 25 min #overloaded by --duration
# "class": "cvttpy_trading.trading.algos.twap.TwapAlgo" , "max_order_usd": 100.
# , "params": { , "passive_stage_t1": 0
# "num_slices": 5 , "aggressive_stage_t2": 0
# , "duration_sec": 1500 # 25 min #overloaded by --duration # , "aggressivity_scale": [0.5, 1.0] # 0.5 = mid, 1.0= BBO-1 tick
# , "max_order_usd": 100. , "marketable_stage_added_ticks": 0
# , "passive_stage_t1": 0 , "advance_on_slice_full_fill": true # default true
# , "aggressive_stage_t2": 0 },
# # , "aggressivity_scale": [0.5, 1.0] # 0.5 = mid, 1.0= BBO-1 tick }
# , "marketable_stage_added_ticks": 0 , "TRDALGO_ICEBERG01_ALPACA": {
# , "advance_on_slice_full_fill": true # default true "class": "cvttpy_trading.trading.algos.twap.TwapAlgo"
# }, , "params": {
# } "num_slices": 5
# , "TRDALGO_ICEBERG01_ALPACA": { , "duration_sec": 1500 # 25 min
# "class": "cvttpy_trading.trading.algos.twap.TwapAlgo" , "max_order_usd": 1000.
# , "params": { , "passive_stage_t1": 0
# "num_slices": 5 , "aggressive_stage_t2": 0
# , "duration_sec": 1500 # 25 min # , "aggressivity_scale": [0.5, 1.0] # 0.5 = mid, 1.0= BBO-1 tick
# , "max_order_usd": 1000. , "marketable_stage_added_ticks": 0
# , "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
# },
# }
} }

12
data/apps/cvtt_musvc.cfg
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@ -160,14 +160,10 @@
, "app_status_channel": "${GLOBAL_CHANNEL_PREFIX}.TRADER_MUSVC_STATUS" , "app_status_channel": "${GLOBAL_CHANNEL_PREFIX}.TRADER_MUSVC_STATUS"
, "pos_diff_pct_trigger": 10.0 , "pos_diff_pct_trigger": 10.0
, "trading_depth": {
# ----------------------------------- "BTC": 0.001
# moved to the book_config (db) # "BTC": 0.1
# ----------------------------------- }
# , "trading_depth": {
# "BTC": 0.001
# # "BTC": 0.1
# }
} }
} }