v1 working switch symbols w volume filter
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@@ -1,3 +1,4 @@
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from rel.rel import init
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import json
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from dataclasses import dataclass, field
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from typing import Any
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@@ -11,6 +12,7 @@ class Algo_Config_Overrides(BaseModel):
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Allow_Ordering_Extend: bool
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Allow_Symbol_Change: bool
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Flatten_Open_Positions: bool
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Flatten_Open_Positions_Opportunistic: bool
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Flip_Side_For_Testing: bool
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@@ -21,8 +23,8 @@ class Algo_Config_Config(BaseModel):
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Max_Target_Notional: float
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Min_Time_To_Funding_Minutes: int
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Min_Fund_Rate_Pct_To_Trade: float
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Price_Worsener_Aster: float
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Price_Worsener_Extend: float
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Price_Worsener_Aster: int
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Price_Worsener_Extend: int
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Switch_To_Taker_Seconds: int
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Target_Open_Cash_Position: int
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@@ -159,10 +161,14 @@ class Perpetual_Exchange:
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# Collateral_Updates: Collateral
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# Funding_Rate: Funding_Rate
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# Markets: Markets_Details
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mult: int
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lh_asset: str
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rh_asset: str
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symbol: str = ''
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symbol_asset_separator: str = ''
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mult: int
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initial_funding_rate: float = 0
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min_price: float = 0
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min_order_size: float = 0
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# async def update(self):
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# await self.Collateral_Updates.update()
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