16 lines
802 B
Plaintext
16 lines
802 B
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 with replay turned off (see step 0 in common_setup_1), so we can create our own markets.
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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 a 5 lot bid at 18.25 and 5 lot ask at 18.30. Make sure these are reflected in the ladder market data.
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4. For the second leg (quoting leg) enter a 5 lot bid order at 18.5 and a 5 lot ask order at 18.525. Make sure both the markets show up. |