49 lines
1.9 KiB
INI
49 lines
1.9 KiB
INI
{
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"TRDALGO_001": {
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"class": "cvttpy.trading.algos.simple.SimpleTradingAlgo"
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, "params": {}
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}
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, "TRDALGO_MOOMOC_01": {
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"class": "cvttpy.trading.algos.moo_moc.MooMocTradingAlgo"
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, "params": {
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},
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}
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, "TRDALGO_TWAP01": {
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"class": "cvttpy.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.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.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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