-
Notifications
You must be signed in to change notification settings - Fork 55
Expand file tree
/
Copy pathClock.py
More file actions
430 lines (424 loc) · 21.9 KB
/
Clock.py
File metadata and controls
430 lines (424 loc) · 21.9 KB
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
import streamlit as st
class Clock:
EMA_SPAN_0_MIN = 1.0
EMA_SPAN_0_MAX = 1000000.0
EMA_SPAN_0_STEP = 24.0
EMA_SPAN_0_ROUND = 1
EMA_SPAN_0_FORMAT = f'%.{EMA_SPAN_0_ROUND}f'
EMA_SPAN_1_MIN = 1.0
EMA_SPAN_1_MAX = 1000000.0
EMA_SPAN_1_STEP = 24.0
EMA_SPAN_1_ROUND = 1
EMA_SPAN_1_FORMAT = f'%.{EMA_SPAN_1_ROUND}f'
EMA_DIST_ENTRY_MIN = -10.0
EMA_DIST_ENTRY_MAX = 10.0
EMA_DIST_ENTRY_STEP = 0.001
EMA_DIST_ENTRY_ROUND = 4
EMA_DIST_ENTRY_FORMAT = f'%.{EMA_DIST_ENTRY_ROUND}f'
EMA_DIST_CLOSE_MIN = -10.0
EMA_DIST_CLOSE_MAX = 10.0
EMA_DIST_CLOSE_STEP = 0.001
EMA_DIST_CLOSE_ROUND = 4
EMA_DIST_CLOSE_FORMAT = f'%.{EMA_DIST_CLOSE_ROUND}f'
QTY_PCT_ENTRY_MIN = 0.0
QTY_PCT_ENTRY_MAX = 1.0
QTY_PCT_ENTRY_STEP = 0.001
QTY_PCT_ENTRY_ROUND = 4
QTY_PCT_ENTRY_FORMAT = f'%.{QTY_PCT_ENTRY_ROUND}f'
QTY_PCT_CLOSE_MIN = 0.0
QTY_PCT_CLOSE_MAX = 1.0
QTY_PCT_CLOSE_STEP = 0.001
QTY_PCT_CLOSE_ROUND = 4
QTY_PCT_CLOSE_FORMAT = f'%.{QTY_PCT_CLOSE_ROUND}f'
WE_MULTIPLIER_ENTRY_MIN = 0.0
WE_MULTIPLIER_ENTRY_MAX = 1000.0
WE_MULTIPLIER_ENTRY_STEP = 1.0
WE_MULTIPLIER_ENTRY_ROUND = 1
WE_MULTIPLIER_ENTRY_FORMAT = f'%.{WE_MULTIPLIER_ENTRY_ROUND}f'
WE_MULTIPLIER_CLOSE_MIN = 0.0
WE_MULTIPLIER_CLOSE_MAX = 1000.0
WE_MULTIPLIER_CLOSE_STEP = 1.0
WE_MULTIPLIER_CLOSE_ROUND = 1
WE_MULTIPLIER_CLOSE_FORMAT = f'%.{WE_MULTIPLIER_CLOSE_ROUND}f'
DELAY_WEIGHT_ENTRY_MIN = 0.0
DELAY_WEIGHT_ENTRY_MAX = 1000.0
DELAY_WEIGHT_ENTRY_STEP = 10.0
DELAY_WEIGHT_ENTRY_ROUND = 1
DELAY_WEIGHT_ENTRY_FORMAT = f'%.{DELAY_WEIGHT_ENTRY_ROUND}f'
DELAY_WEIGHT_CLOSE_MIN = 0.0
DELAY_WEIGHT_CLOSE_MAX = 1000.0
DELAY_WEIGHT_CLOSE_STEP = 10.0
DELAY_WEIGHT_CLOSE_ROUND = 1
DELAY_WEIGHT_CLOSE_FORMAT = f'%.{DELAY_WEIGHT_CLOSE_ROUND}f'
DELAY_BETWEEN_FILLS_MINUTES_ENTRY_MIN = 1.0
DELAY_BETWEEN_FILLS_MINUTES_ENTRY_MAX = 1000000.0
DELAY_BETWEEN_FILLS_MINUTES_ENTRY_STEP = 10.0
DELAY_BETWEEN_FILLS_MINUTES_ENTRY_ROUND = 1
DELAY_BETWEEN_FILLS_MINUTES_ENTRY_FORMAT = f'%.{DELAY_BETWEEN_FILLS_MINUTES_ENTRY_ROUND}f'
DELAY_BETWEEN_FILLS_MINUTES_CLOSE_MIN = 1.0
DELAY_BETWEEN_FILLS_MINUTES_CLOSE_MAX = 1000000.0
DELAY_BETWEEN_FILLS_MINUTES_CLOSE_STEP = 10.0
DELAY_BETWEEN_FILLS_MINUTES_CLOSE_ROUND = 1
DELAY_BETWEEN_FILLS_MINUTES_CLOSE_FORMAT = f'%.{DELAY_BETWEEN_FILLS_MINUTES_CLOSE_ROUND}f'
MIN_MARKUP_MIN = 0.0
MIN_MARKUP_MAX = 10.0
MIN_MARKUP_STEP = 0.005
MIN_MARKUP_ROUND = 4
MIN_MARKUP_FORMAT = f'%.{MIN_MARKUP_ROUND}f'
MARKUP_RANGE_MIN = 0.0
MARKUP_RANGE_MAX = 10.0
MARKUP_RANGE_STEP = 0.01
MARKUP_RANGE_ROUND = 2
MARKUP_RANGE_FORMAT = f'%.{MARKUP_RANGE_ROUND}f'
N_CLOSE_ORDERS_MIN = 1
N_CLOSE_ORDERS_MAX = 100
N_CLOSE_ORDERS_STEP = 1
N_CLOSE_ORDERS_FORMAT = '%d'
WALLET_EXPOSURE_LIMIT_MIN = 0.0
WALLET_EXPOSURE_LIMIT_MAX = 10000.0
WALLET_EXPOSURE_LIMIT_STEP = 0.05
WALLET_EXPOSURE_LIMIT_ROUND = 2
WALLET_EXPOSURE_LIMIT_FORMAT = f'%.{WALLET_EXPOSURE_LIMIT_ROUND}f'
def __init__(self):
self._config = None
self._ema_span_0_0 = 5.0
self._ema_span_0_1 = 1440.0
self._ema_span_1_0 = 5.0
self._ema_span_1_1 = 1440.0
self._ema_dist_entry_0 = -0.05
self._ema_dist_entry_1 = 0.003
self._ema_dist_close_0 = -0.01
self._ema_dist_close_1 = 0.003
self._qty_pct_entry_0 = 0.01
self._qty_pct_entry_1 = 0.05
self._qty_pct_close_0 = 0.01
self._qty_pct_close_1 = 0.05
self._we_multiplier_entry_0 = 0.0
self._we_multiplier_entry_1 = 10.0
self._we_multiplier_close_0 = 0.0
self._we_multiplier_close_1 = 0.0
self._delay_weight_entry_0 = 0.0
self._delay_weight_entry_1 = 100.0
self._delay_weight_close_0 = 0.0
self._delay_weight_close_1 = 100.0
self._delay_between_fills_minutes_entry_0 = 1.0
self._delay_between_fills_minutes_entry_1 = 1440.0
self._delay_between_fills_minutes_close_0 = 120.0
self._delay_between_fills_minutes_close_1 = 1440.0
self._min_markup_0 = 0.001
self._min_markup_1 = 0.01
self._markup_range_0 = 0.0
self._markup_range_1 = 0.06
self._n_close_orders_0 = 2
self._n_close_orders_1 = 16
self._wallet_exposure_limit_0 = 1.0
self._wallet_exposure_limit_1 = 1.0
@property
def config(self): return self._config
@config.setter
def config(self, new_config):
self._config = new_config
if "ema_span_0" in new_config:
self._ema_span_0_0 = float(self._config["ema_span_0"][0])
self._ema_span_0_1 = float(self._config["ema_span_0"][1])
if self._ema_span_0_0 < self.EMA_SPAN_0_MIN:
self._ema_span_0_0 = self.EMA_SPAN_0_MIN
if self._ema_span_0_1 > self.EMA_SPAN_0_MAX:
self._ema_span_0_1 = self.EMA_SPAN_0_MAX
if "ema_span_1" in new_config:
self._ema_span_1_0 = float(self._config["ema_span_1"][0])
self._ema_span_1_1 = float(self._config["ema_span_1"][1])
if self._ema_span_1_0 < self.EMA_SPAN_1_MIN:
self._ema_span_1_0 = self.EMA_SPAN_1_MIN
if self._ema_span_1_1 > self.EMA_SPAN_1_MAX:
self._ema_span_1_1 = self.EMA_SPAN_1_MAX
if "ema_dist_entry" in new_config:
self._ema_dist_entry_0 = float(self._config["ema_dist_entry"][0])
self._ema_dist_entry_1 = float(self._config["ema_dist_entry"][1])
if self._ema_dist_entry_0 < self.EMA_DIST_ENTRY_MIN:
self._ema_dist_entry_0 = self.EMA_DIST_ENTRY_MIN
if self._ema_dist_entry_1 > self.EMA_DIST_ENTRY_MAX:
self._ema_dist_entry_1 = self.EMA_DIST_ENTRY_MAX
if "ema_dist_close" in new_config:
self._ema_dist_close_0 = float(self._config["ema_dist_close"][0])
self._ema_dist_close_1 = float(self._config["ema_dist_close"][1])
if self._ema_dist_close_0 < self.EMA_DIST_CLOSE_MIN:
self._ema_dist_close_0 = self.EMA_DIST_CLOSE_MIN
if self._ema_dist_close_1 > self.EMA_DIST_CLOSE_MAX:
self._ema_dist_close_1 = self.EMA_DIST_CLOSE_MAX
if "qty_pct_entry" in new_config:
self._qty_pct_entry_0 = float(self._config["qty_pct_entry"][0])
self._qty_pct_entry_1 = float(self._config["qty_pct_entry"][1])
if self._qty_pct_entry_0 < self.QTY_PCT_ENTRY_MIN:
self._qty_pct_entry_0 = self.QTY_PCT_ENTRY_MIN
if self._qty_pct_entry_1 > self.QTY_PCT_ENTRY_MAX:
self._qty_pct_entry_1 = self.QTY_PCT_ENTRY_MAX
if "qty_pct_close" in new_config:
self._qty_pct_close_0 = float(self._config["qty_pct_close"][0])
self._qty_pct_close_1 = float(self._config["qty_pct_close"][1])
if self._qty_pct_close_0 < self.QTY_PCT_CLOSE_MIN:
self._qty_pct_close_0 = self.QTY_PCT_CLOSE_MIN
if self._qty_pct_close_1 > self.QTY_PCT_CLOSE_MAX:
self._qty_pct_close_1 = self.QTY_PCT_CLOSE_MAX
if "we_multiplier_entry" in new_config:
self._we_multiplier_entry_0 = float(self._config["we_multiplier_entry"][0])
self._we_multiplier_entry_1 = float(self._config["we_multiplier_entry"][1])
if self._we_multiplier_entry_0 < self.WE_MULTIPLIER_ENTRY_MIN:
self._we_multiplier_entry_0 = self.WE_MULTIPLIER_ENTRY_MIN
if self._we_multiplier_entry_1 > self.WE_MULTIPLIER_ENTRY_MAX:
self._we_multiplier_entry_1 = self.WE_MULTIPLIER_ENTRY_MAX
if "we_multiplier_close" in new_config:
self._we_multiplier_close_0 = float(self._config["we_multiplier_close"][0])
self._we_multiplier_close_1 = float(self._config["we_multiplier_close"][1])
if self._we_multiplier_close_0 < self.WE_MULTIPLIER_CLOSE_MIN:
self._we_multiplier_close_0 = self.WE_MULTIPLIER_CLOSE_MIN
if self._we_multiplier_close_1 > self.WE_MULTIPLIER_CLOSE_MAX:
self._we_multiplier_close_1 = self.WE_MULTIPLIER_CLOSE_MAX
if "delay_weight_entry" in new_config:
self._delay_weight_entry_0 = float(self._config["delay_weight_entry"][0])
self._delay_weight_entry_1 = float(self._config["delay_weight_entry"][1])
if self._delay_weight_entry_0 < self.DELAY_WEIGHT_ENTRY_MIN:
self._delay_weight_entry_0 = self.DELAY_WEIGHT_ENTRY_MIN
if self._delay_weight_entry_1 > self.DELAY_WEIGHT_ENTRY_MAX:
self._delay_weight_entry_1 = self.DELAY_WEIGHT_ENTRY_MAX
if "delay_weight_close" in new_config:
self._delay_weight_close_0 = float(self._config["delay_weight_close"][0])
self._delay_weight_close_1 = float(self._config["delay_weight_close"][1])
if self._delay_weight_close_0 < self.DELAY_WEIGHT_CLOSE_MIN:
self._delay_weight_close_0 = self.DELAY_WEIGHT_CLOSE_MIN
if self._delay_weight_close_1 > self.DELAY_WEIGHT_CLOSE_MAX:
self._delay_weight_close_1 = self.DELAY_WEIGHT_CLOSE_MAX
if "delay_between_fills_minutes_entry" in new_config:
self._delay_between_fills_minutes_entry_0 = float(self._config["delay_between_fills_minutes_entry"][0])
self._delay_between_fills_minutes_entry_1 = float(self._config["delay_between_fills_minutes_entry"][1])
if self._delay_between_fills_minutes_entry_0 < self.DELAY_BETWEEN_FILLS_MINUTES_ENTRY_MIN:
self._delay_between_fills_minutes_entry_0 = self.DELAY_BETWEEN_FILLS_MINUTES_ENTRY_MIN
if self._delay_between_fills_minutes_entry_1 > self.DELAY_BETWEEN_FILLS_MINUTES_ENTRY_MAX:
self._delay_between_fills_minutes_entry_1 = self.DELAY_BETWEEN_FILLS_MINUTES_ENTRY_MAX
if "delay_between_fills_minutes_close" in new_config:
self._delay_between_fills_minutes_close_0 = float(self._config["delay_between_fills_minutes_close"][0])
self._delay_between_fills_minutes_close_1 = float(self._config["delay_between_fills_minutes_close"][1])
if self._delay_between_fills_minutes_close_0 < self.DELAY_BETWEEN_FILLS_MINUTES_CLOSE_MIN:
self._delay_between_fills_minutes_close_0 = self.DELAY_BETWEEN_FILLS_MINUTES_CLOSE_MIN
if self._delay_between_fills_minutes_close_1 > self.DELAY_BETWEEN_FILLS_MINUTES_CLOSE_MAX:
self._delay_between_fills_minutes_close_1 = self.DELAY_BETWEEN_FILLS_MINUTES_CLOSE_MAX
if "min_markup" in new_config:
self._min_markup_0 = float(self._config["min_markup"][0])
self._min_markup_1 = float(self._config["min_markup"][1])
if self._min_markup_0 < self.MIN_MARKUP_MIN:
self._min_markup_0 = self.MIN_MARKUP_MIN
if self._min_markup_1 > self.MIN_MARKUP_MAX:
self._min_markup_1 = self.MIN_MARKUP_MAX
if "markup_range" in new_config:
self._markup_range_0 = float(self._config["markup_range"][0])
self._markup_range_1 = float(self._config["markup_range"][1])
if self._markup_range_0 < self.MARKUP_RANGE_MIN:
self._markup_range_0 = self.MARKUP_RANGE_MIN
if self._markup_range_1 > self.MARKUP_RANGE_MAX:
self._markup_range_1 = self.MARKUP_RANGE_MAX
if "n_close_orders" in new_config:
self._n_close_orders_0 = int(self._config["n_close_orders"][0])
self._n_close_orders_1 = int(self._config["n_close_orders"][1])
if self._n_close_orders_0 < self.N_CLOSE_ORDERS_MIN:
self._n_close_orders_0 = self.N_CLOSE_ORDERS_MIN
if self._n_close_orders_1 > self.N_CLOSE_ORDERS_MAX:
self._n_close_orders_1 = self.N_CLOSE_ORDERS_MAX
if "wallet_exposure_limit" in new_config:
self._wallet_exposure_limit_0 = float(self._config["wallet_exposure_limit"][0])
self._wallet_exposure_limit_1 = float(self._config["wallet_exposure_limit"][1])
if self._wallet_exposure_limit_0 < self.WALLET_EXPOSURE_LIMIT_MIN:
self._wallet_exposure_limit_0 = self.WALLET_EXPOSURE_LIMIT_MIN
if self._wallet_exposure_limit_1 > self.WALLET_EXPOSURE_LIMIT_MAX:
self._wallet_exposure_limit_1 = self.WALLET_EXPOSURE_LIMIT_MAX
@property
def ema_span_0_0(self): return self._ema_span_0_0
@property
def ema_span_0_1(self): return self._ema_span_0_1
@property
def ema_span_1_0(self): return self._ema_span_1_0
@property
def ema_span_1_1(self): return self._ema_span_1_1
@property
def ema_dist_entry_0(self): return self._ema_dist_entry_0
@property
def ema_dist_entry_1(self): return self._ema_dist_entry_1
@property
def ema_dist_close_0(self): return self._ema_dist_close_0
@property
def ema_dist_close_1(self): return self._ema_dist_close_1
@property
def qty_pct_entry_0(self): return self._qty_pct_entry_0
@property
def qty_pct_entry_1(self): return self._qty_pct_entry_1
@property
def qty_pct_close_0(self): return self._qty_pct_close_0
@property
def qty_pct_close_1(self): return self._qty_pct_close_1
@property
def we_multiplier_entry_0(self): return self._we_multiplier_entry_0
@property
def we_multiplier_entry_1(self): return self._we_multiplier_entry_1
@property
def we_multiplier_close_0(self): return self._we_multiplier_close_0
@property
def we_multiplier_close_1(self): return self._we_multiplier_close_1
@property
def delay_weight_entry_0(self): return self._delay_weight_entry_0
@property
def delay_weight_entry_1(self): return self._delay_weight_entry_1
@property
def delay_weight_close_0(self): return self._delay_weight_close_0
@property
def delay_weight_close_1(self): return self._delay_weight_close_1
@property
def delay_between_fills_minutes_entry_0(self): return self._delay_between_fills_minutes_entry_0
@property
def delay_between_fills_minutes_entry_1(self): return self._delay_between_fills_minutes_entry_1
@property
def delay_between_fills_minutes_close_0(self): return self._delay_between_fills_minutes_close_0
@property
def delay_between_fills_minutes_close_1(self): return self._delay_between_fills_minutes_close_1
@property
def min_markup_0(self): return self._min_markup_0
@property
def min_markup_1(self): return self._min_markup_1
@property
def markup_range_0(self): return self._markup_range_0
@property
def markup_range_1(self): return self._markup_range_1
@property
def n_close_orders_0(self): return self._n_close_orders_0
@property
def n_close_orders_1(self): return self._n_close_orders_1
@property
def wallet_exposure_limit_0(self): return self._wallet_exposure_limit_0
@property
def wallet_exposure_limit_1(self): return self._wallet_exposure_limit_1
@ema_span_0_0.setter
def ema_span_0_0(self, new_ema_span_0_0):
self._ema_span_0_0 = new_ema_span_0_0
self._config["ema_span_0"][0] = self._ema_span_0_0
@ema_span_0_1.setter
def ema_span_0_1(self, new_ema_span_0_1):
self._ema_span_0_1 = new_ema_span_0_1
self._config["ema_span_0"][1] = self._ema_span_0_1
@ema_span_1_0.setter
def ema_span_1_0(self, new_ema_span_1_0):
self._ema_span_1_0 = new_ema_span_1_0
self._config["ema_span_1"][0] = self._ema_span_1_0
@ema_span_1_1.setter
def ema_span_1_1(self, new_ema_span_1_1):
self._ema_span_1_1 = new_ema_span_1_1
self._config["ema_span_1"][1] = self._ema_span_1_1
@ema_dist_entry_0.setter
def ema_dist_entry_0(self, new_ema_dist_entry_0):
self._ema_dist_entry_0 = new_ema_dist_entry_0
self._config["ema_dist_entry"][0] = self._ema_dist_entry_0
@ema_dist_entry_1.setter
def ema_dist_entry_1(self, new_ema_dist_entry_1):
self._ema_dist_entry_1 = new_ema_dist_entry_1
self._config["ema_dist_entry"][1] = self._ema_dist_entry_1
@ema_dist_close_0.setter
def ema_dist_close_0(self, new_ema_dist_close_0):
self._ema_dist_close_0 = new_ema_dist_close_0
self._config["ema_dist_close"][0] = self._ema_dist_close_0
@ema_dist_close_1.setter
def ema_dist_close_1(self, new_ema_dist_close_1):
self._ema_dist_close_1 = new_ema_dist_close_1
self._config["ema_dist_close"][1] = self._ema_dist_close_1
@qty_pct_entry_0.setter
def qty_pct_entry_0(self, new_qty_pct_entry_0):
self._qty_pct_entry_0 = new_qty_pct_entry_0
self._config["qty_pct_entry"][0] = self._qty_pct_entry_0
@qty_pct_entry_1.setter
def qty_pct_entry_1(self, new_qty_pct_entry_1):
self._qty_pct_entry_1 = new_qty_pct_entry_1
self._config["qty_pct_entry"][1] = self._qty_pct_entry_1
@qty_pct_close_0.setter
def qty_pct_close_0(self, new_qty_pct_close_0):
self._qty_pct_close_0 = new_qty_pct_close_0
self._config["qty_pct_close"][0] = self._qty_pct_close_0
@qty_pct_close_1.setter
def qty_pct_close_1(self, new_qty_pct_close_1):
self._qty_pct_close_1 = new_qty_pct_close_1
self._config["qty_pct_close"][1] = self._qty_pct_close_1
@we_multiplier_entry_0.setter
def we_multiplier_entry_0(self, new_we_multiplier_entry_0):
self._we_multiplier_entry_0 = new_we_multiplier_entry_0
self._config["we_multiplier_entry"][0] = self._we_multiplier_entry_0
@we_multiplier_entry_1.setter
def we_multiplier_entry_1(self, new_we_multiplier_entry_1):
self._we_multiplier_entry_1 = new_we_multiplier_entry_1
self._config["we_multiplier_entry"][1] = self._we_multiplier_entry_1
@we_multiplier_close_0.setter
def we_multiplier_close_0(self, new_we_multiplier_close_0):
self._we_multiplier_close_0 = new_we_multiplier_close_0
self._config["we_multiplier_close"][0] = self._we_multiplier_close_0
@we_multiplier_close_1.setter
def we_multiplier_close_1(self, new_we_multiplier_close_1):
self._we_multiplier_close_1 = new_we_multiplier_close_1
self._config["we_multiplier_close"][1] = self._we_multiplier_close_1
@delay_weight_entry_0.setter
def delay_weight_entry_0(self, new_delay_weight_entry_0):
self._delay_weight_entry_0 = new_delay_weight_entry_0
self._config["delay_weight_entry"][0] = self._delay_weight_entry_0
@delay_weight_entry_1.setter
def delay_weight_entry_1(self, new_delay_weight_entry_1):
self._delay_weight_entry_1 = new_delay_weight_entry_1
self._config["delay_weight_entry"][1] = self._delay_weight_entry_1
@delay_weight_close_0.setter
def delay_weight_close_0(self, new_delay_weight_close_0):
self._delay_weight_close_0 = new_delay_weight_close_0
self._config["delay_weight_close"][0] = self._delay_weight_close_0
@delay_weight_close_1.setter
def delay_weight_close_1(self, new_delay_weight_close_1):
self._delay_weight_close_1 = new_delay_weight_close_1
self._config["delay_weight_close"][1] = self._delay_weight_close_1
@delay_between_fills_minutes_entry_0.setter
def delay_between_fills_minutes_entry_0(self, new_delay_between_fills_minutes_entry_0):
self._delay_between_fills_minutes_entry_0 = new_delay_between_fills_minutes_entry_0
self._config["delay_between_fills_minutes_entry"][0] = self._delay_between_fills_minutes_entry_0
@delay_between_fills_minutes_entry_1.setter
def delay_between_fills_minutes_entry_1(self, new_delay_between_fills_minutes_entry_1):
self._delay_between_fills_minutes_entry_1 = new_delay_between_fills_minutes_entry_1
self._config["delay_between_fills_minutes_entry"][1] = self._delay_between_fills_minutes_entry_1
@delay_between_fills_minutes_close_0.setter
def delay_between_fills_minutes_close_0(self, new_delay_between_fills_minutes_close_0):
self._delay_between_fills_minutes_close_0 = new_delay_between_fills_minutes_close_0
self._config["delay_between_fills_minutes_close"][0] = self._delay_between_fills_minutes_close_0
@delay_between_fills_minutes_close_1.setter
def delay_between_fills_minutes_close_1(self, new_delay_between_fills_minutes_close_1):
self._delay_between_fills_minutes_close_1 = new_delay_between_fills_minutes_close_1
self._config["delay_between_fills_minutes_close"][1] = self._delay_between_fills_minutes_close_1
@min_markup_0.setter
def min_markup_0(self, new_min_markup_0):
self._min_markup_0 = new_min_markup_0
self._config["min_markup"][0] = self._min_markup_0
@min_markup_1.setter
def min_markup_1(self, new_min_markup_1):
self._min_markup_1 = new_min_markup_1
self._config["min_markup"][1] = self._min_markup_1
@markup_range_0.setter
def markup_range_0(self, new_markup_range_0):
self._markup_range_0 = new_markup_range_0
self._config["markup_range"][0] = self._markup_range_0
@markup_range_1.setter
def markup_range_1(self, new_markup_range_1):
self._markup_range_1 = new_markup_range_1
self._config["markup_range"][1] = self._markup_range_1
@n_close_orders_0.setter
def n_close_orders_0(self, new_n_close_orders_0):
self._n_close_orders_0 = new_n_close_orders_0
self._config["n_close_orders"][0] = self._n_close_orders_0
@n_close_orders_1.setter
def n_close_orders_1(self, new_n_close_orders_1):
self._n_close_orders_1 = new_n_close_orders_1
self._config["n_close_orders"][1] = self._n_close_orders_1
@wallet_exposure_limit_0.setter
def wallet_exposure_limit_0(self, new_wallet_exposure_limit_0):
self._wallet_exposure_limit_0 = new_wallet_exposure_limit_0
self._config["wallet_exposure_limit"][0] = self._wallet_exposure_limit_0
@wallet_exposure_limit_1.setter
def wallet_exposure_limit_1(self, new_wallet_exposure_limit_1):
self._wallet_exposure_limit_1 = new_wallet_exposure_limit_1
self._config["wallet_exposure_limit"][1] = self._wallet_exposure_limit_1