v1 working switch symbols w volume filter

This commit is contained in:
2026-05-01 20:45:26 +00:00
parent 7d579faa82
commit b05f389e49
40 changed files with 12837 additions and 28654 deletions

View File

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