55 lines
2.2 KiB
INI
55 lines
2.2 KiB
INI
{
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"DIRECT_ORDER_ALGO": {
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"class": "cvttpy_trading.trading.algos.common.trading_algo.DirOrdTradingAlgo"
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, "params": {}
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}
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, "TGT_POS_ALGO": {
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}
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# , "TRDALGO_SIMPLE_BO": {
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# "class": "cvttpy_trading.trading.algos.bid_and_offer.SimpleBidAndOfferTradingAlgo"
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# , "params": {}
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# }
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# , "TRDALGO_MOOMOC_01": {
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# "class": "cvttpy_trading.trading.algos.moo_moc.MooMocTradingAlgo"
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# , "params": {}
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# }
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# , "TRDALGO_TWAP01": {
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# "class": "cvttpy_trading.trading.algos.twap.TwapAlgo"
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# , "params": {
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# "num_slices": 5
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# , "duration_sec": 1500 # 25 min
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# , "max_order_usd": 100
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# , "passive_stage_t1": 0.4 # join BBO, the rest is aggressive
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# , "aggressive_stage_t2": 0.4
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# , "aggressivity_scale": [0.5, 1.0] # 0.5 = mid, 1.0= BBO-1 tick
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# , "marketable_stage_added_ticks": 0
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# },
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# }
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# , "TRDALGO_ICEBERG01_COINBS": {
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# "class": "cvttpy_trading.trading.algos.twap.TwapAlgo"
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# , "params": {
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# "num_slices": 5
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# , "duration_sec": 1500 # 25 min #overloaded by --duration
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# , "max_order_usd": 100.
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# , "passive_stage_t1": 0
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# , "aggressive_stage_t2": 0
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# # , "aggressivity_scale": [0.5, 1.0] # 0.5 = mid, 1.0= BBO-1 tick
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# , "marketable_stage_added_ticks": 0
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# , "advance_on_slice_full_fill": true # default true
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# },
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# }
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# , "TRDALGO_ICEBERG01_ALPACA": {
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# "class": "cvttpy_trading.trading.algos.twap.TwapAlgo"
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# , "params": {
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# "num_slices": 5
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# , "duration_sec": 1500 # 25 min
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# , "max_order_usd": 1000.
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# , "passive_stage_t1": 0
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# , "aggressive_stage_t2": 0
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# # , "aggressivity_scale": [0.5, 1.0] # 0.5 = mid, 1.0= BBO-1 tick
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# , "marketable_stage_added_ticks": 0
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# },
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# }
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}
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