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BT FILL CONDITIONS a FILL LOG SURROUNDING TRADES

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This commit is contained in:
David Brazda
2023-04-22 21:02:07 +02:00
parent a49b9c831e
commit 8eb4a3f045
11 changed files with 164 additions and 87 deletions
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v2realbot/config.py
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@ -1,7 +1,20 @@
from alpaca.data.enums import DataFeed
from v2realbot.enums.enums import Mode, Account
from v2realbot.enums.enums import Mode, Account, FillCondition
from appdirs import user_data_dir
#how many consecutive trades with the fill price are necessary for limit fill to happen()
#0 - optimistic, every knot high will fill the order
#N - N consecutive trades required
#not impl.yet
FILL_CONS_TRADES_REQUIRED = 0
#during trade execution logs X-surrounding trades of the one that triggers the fill
FILL_LOG_SURROUNDING_TRADES = 10
#fill condition for limit order
# fast - price has to be equal or bigger <=
# slow - price has to be bigger <
FILL_CONDITION_BUY_LIMIT = FillCondition.FAST
FILL_CONDITION_SELL_LIMIT = FillCondition.FAST
#no print in console
QUIET_MODE = False
#backend counter of api requests