21 lines
1.1 KiB
Plaintext
21 lines
1.1 KiB
Plaintext
This is not a test, but common setup instructions that will be used for a few tests
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0. This needs sim market data **not** to be merged with replay (or cert), so we can create our own markets.
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Add or update this line in your spark.conf (probably in ~/sparkdata/config)
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```
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ExchangeSim {value {merge_with_md:false}}
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```
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1. Create a 2 legged spread in silver :
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a. Buy SIN1 sell SIZ1
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b. Price Multiplier’s of 1.0 and -1.0 as well
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c. Quote second leg only
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d. Lean Qty Factor of 1 for both legs
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e. Disable all Quote, Pre-Hedge, Post-Hedge Parameters for both legs
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2. Make sure there is no market for these contracts. If there is, cancel those orders.
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3. For the first leg (non quoting) enter 1 lot bid orders from 18.230 to 18.250 at 0.005 intervals, and 1 lot ask orders from 18.300 to 18.320.
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Make sure these are reflected in the ladder market data (when the ladder has no market, we will need to enter the first order via an Order Ticket)
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4. For the second leg (quoting leg) enter a 5 lot bid order at 18.5 and a 5 lot sell order at 18.525. Make sure both the markets show up. |