Cryptoval Trading Technologies
36 lines
1.1 KiB
INI
36 lines
1.1 KiB
INI
{
|
|
"DISABLED": {
|
|
"name": "Disabled Trading Algo",
|
|
"class": "cvttpy_trading.trading.algos.common.trading_algo.DisabledTradingAlgo",
|
|
"params": {}
|
|
},
|
|
"PASS_THROUGH": {
|
|
"name": "PassThrough Trading Algo",
|
|
"class": "cvttpy_trading.trading.algos.common.trading_algo.PassThroughTradingAlgo",
|
|
"params": {
|
|
"support_send_order": true,
|
|
"support_cancel_order": true,
|
|
"support_cancel_all": true
|
|
}
|
|
},
|
|
# "DIRECT_ORDER_ONLY": {
|
|
# "name": "Direct Orders",
|
|
# "class": "cvttpy_trading.trading.algos.common.trading_algo.DirOrdTradingAlgo",
|
|
# "params": {}
|
|
# },
|
|
"TARGET_POSITIONS": {
|
|
"name": "Target Positions Trading Algo"
|
|
"class": "cvttpy_trading.trading.algos.tgt_pos.TgtPosTradingAlgo",
|
|
"params": {
|
|
"order_pricer": {
|
|
"class": "BookTopMidPricer",
|
|
"shift_bps": 0
|
|
},
|
|
"any_instrument": true,
|
|
"pos_diff_pct_trigger": 10.0,
|
|
"direct_order_supported": true,
|
|
"mkt_data_threshold_sec": 1.0
|
|
}
|
|
},
|
|
}
|