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nkaz001 / hftbacktest

A high-frequency trading and market-making backtesting and trading bot in Python and Rust, which accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books, with real-world crypto market-making examples for Binance Futures
MIT License
1.96k stars 384 forks source link

'assets.json' in Making Multiple Markets #73

Closed chihyanghsu closed 7 months ago

chihyanghsu commented 7 months ago

Hi, Thanks for providing this great project. Currently, I'm trying the "Making Multiple Markets" example. Could you kindly share the format or the example of 'assets.json' file to speed up my testing?

Thanks a lot.

nkaz001 commented 7 months ago

Sure. It's a dictionary where the key is the symbol, and the value is another dictionary containing the tick size and lot size. See the following example. {"1000shibusdt": {"tick_size": 1e-06, "lot_size": 1}, "eosusdt": {"tick_size": 0.001, "lot_size": 0.1}, ...}

chihyanghsu commented 7 months ago

Thanks for your help.