{ "TRDALGO_001": { "class": "cvttpy_trading.trading.algos.simple.SimpleTradingAlgo" , "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 }, } }