{ "DIRECT_ORDER_ALGO": { "class": "cvttpy_trading.trading.algos.common.trading_algo.DirOrdTradingAlgo" , "params": {} } , "TGT_POS_ALGO": { "class": "cvttpy_trading.trading.algos.tgt_pos.TgtPosTradingAlgo" , "params": {} } # , "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 # }, # } }