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This commit is contained in:
Oleg Sheynin
2026-01-15 02:05:35 +00:00
parent c0fabcb429
commit d5f00f557b
6 changed files with 195 additions and 3 deletions
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lib/pt_strategy/live/live_strategy.py
+4
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@@ -270,6 +270,7 @@ class PtLiveStrategy(NamedObject):
issued_ts_ns=current_nanoseconds(),
data=TargetPositionSignal(
strength=side_a * self._strength(scaled_disequilibrium),
exchange_id=pair.get_instrument_a().exchange_id_,
base_asset=pair.get_instrument_a().base_asset_id_,
quote_asset=pair.get_instrument_a().quote_asset_id_,
user_data={}
@@ -284,6 +285,7 @@ class PtLiveStrategy(NamedObject):
issued_ts_ns=current_nanoseconds(),
data=TargetPositionSignal(
strength=side_b * self._strength(scaled_disequilibrium),
exchange_id=pair.get_instrument_b().exchange_id_,
base_asset=pair.get_instrument_b().base_asset_id_,
quote_asset=pair.get_instrument_b().quote_asset_id_,
user_data={}
@@ -304,6 +306,7 @@ class PtLiveStrategy(NamedObject):
issued_ts_ns=current_nanoseconds(),
data=TargetPositionSignal(
strength=0,
exchange_id=pair.get_instrument_a().exchange_id_,
base_asset=pair.get_instrument_a().base_asset_id_,
quote_asset=pair.get_instrument_a().quote_asset_id_,
user_data={}
@@ -318,6 +321,7 @@ class PtLiveStrategy(NamedObject):
issued_ts_ns=current_nanoseconds(),
data=TargetPositionSignal(
strength=0,
exchange_id=pair.get_instrument_b().exchange_id_,
base_asset=pair.get_instrument_b().base_asset_id_,
quote_asset=pair.get_instrument_b().quote_asset_id_,
user_data={}