progress. not ready, changing live_strategy.py to use ExchangeInstrument and new TradingInstruction class

This commit is contained in:
Oleg Sheynin
2025-08-05 21:48:23 +00:00
parent 7ab09669b4
commit 0423a7d34f
11 changed files with 538 additions and 196 deletions
+21
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@@ -0,0 +1,21 @@
{
"strategy_config": @inc=file:///home/oleg/develop/pairs_trading/configuration/ols.cfg
"pricer_config": {
"pricer_url": "ws://localhost:12346/ws",
"history_depth_sec": 86400 #"60*60*24", # use simpleeval
"interval_sec": 60
},
"ti_config": {
"cvtt_base_url": "http://localhost:23456"
"book_id": "XXXXXXXXX",
"strategy_id": "XXXXXXXXX",
"ti_endpoint": {
"method": "POST",
"url": "/trading_instructions"
},
"health_check_endpoint": {
"method": "GET",
"url": "/ping"
}
}
}