Cryptoval Trading Technologies
27 lines
842 B
INI
27 lines
842 B
INI
{
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"DIRECT_ORDER_ONLY": {
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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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"class": "cvttpy_trading.trading.algos.tgt_pos.TgtPosTradingAlgo"
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, "params": {
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"direct_order_supported": true
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, "pos_diff_pct_trigger": 10.0 # percent threshold between Tgt Pos and Current Pos that triggers order creation
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}
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}
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, "TGT_POS_ALGO_01": {
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"class": "cvttpy_trading.trading.algos.tgt_pos.TgtPosTradingAlgo",
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"params": {
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"order_pricer": {
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"class": "BookTopMidPricer",
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"shift_bps": 0
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},
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"any_instrument": true,
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"pos_diff_pct_trigger": 10.0,
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"direct_order_supported": true,
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"mkt_data_threshold_sec": 1.0
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}
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},
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}
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