feat: yaml files for llm reasoning
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@@ -9,38 +9,38 @@ factual_summary: >
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runtime strategy state used for order placement and monitoring.
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methods:
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registerExchange(exch: str, exchInst: Exchange) -> None:
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"registerExchange(exch: str, exchInst: Exchange) -> None":
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description: >
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Registers an exchange instance under a named key for use by the
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strategy during execution.
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setMinQty(exch: str, qtyMap: dict) -> None:
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"setMinQty(exch: str, qtyMap: dict) -> None":
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description: >
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Updates minimum and maximum trade quantity constraints for a given
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exchange using a provided quantity mapping.
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printFloating(ts: float) -> None:
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"printFloating(ts: float) -> None":
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description: >
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Emits a formatted runtime summary of strategy activity for logging
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and monitoring purposes.
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bestEdgeBid(exch: str, sym: str) -> List[bool, float, bool, str, float]:
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"bestEdgeBid(exch: str, sym: str) -> List[bool, float, bool, str, float]":
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description: >
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This method is designed to determine whether and where a bid should be placed based on several factors
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related to market conditions and strategy rules. Its primary goal of is to calculate the optimal bid price for a
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given symbol on a specific exchange, taking into account market positions, hedging strategies, trading limits,
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price precision, and fee structures. Returns a collection of decision outputs including bid eligibility status,
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This method is designed to determine whether and where a bid should be placed based on several factors
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related to market conditions and strategy rules. Its primary goal of is to calculate the optimal bid price for a
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given symbol on a specific exchange, taking into account market positions, hedging strategies, trading limits,
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price precision, and fee structures. Returns a collection of decision outputs including bid eligibility status,
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relative pricing divergence, long-position participation, selected hedge exchange, and the computed bid price.
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bestEdgeOffer(exch: str, sym: str) -> list:
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"bestEdgeOffer(exch: str, sym: str) -> list":
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description: >
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The primary goal of bestEdgeOffer is to calculate the optimal offer (ask) price for a given symbol on a specific
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exchange, considering market positions, hedging strategies, trading limits, price precision, fee structures.
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The primary goal of bestEdgeOffer is to calculate the optimal offer (ask) price for a given symbol on a specific
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exchange, considering market positions, hedging strategies, trading limits, price precision, fee structures.
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Returns almost identical items as bestEdgeBid, but on the other side of the order book
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updateTob(exch: str, sym: str, tob: dict, ts: float, force: bool) -> None:
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"updateTob(exch: str, sym: str, tob: dict, ts: float, force: bool) -> None":
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description: >
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The primary goal of the updateTob function is to update the top of the order book for quick access to perform
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The primary goal of the updateTob function is to update the top of the order book for quick access to perform
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market making operations (bidding and selling) using the highest bid and lowest ask prices.
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interpretive_summary: >
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