diff --git a/examples/vn_trader/custom_contracts.json b/examples/vn_trader/custom_contracts.json new file mode 100644 index 00000000..9d09408d --- /dev/null +++ b/examples/vn_trader/custom_contracts.json @@ -0,0 +1,41 @@ + { + "BU99-1-TA99-1-BJ": + { + "name": "沥青/TA指数比", + "exchange": "SPD", + "leg1_symbol": "BU99", + "leg1_ratio": 1, + "leg2_symbol": "TA99", + "leg2_ratio": 1, + "is_ratio": true, + "size": 100, + "margin_rate": 0.2, + "price_tick": 0.01 + }, + "JM99-1-I99-1-BJ": + { + "name": "焦煤/铁矿指数比", + "exchange": "SPD", + "leg1_symbol": "JM99", + "leg1_ratio": 1, + "leg2_symbol": "I99", + "leg2_ratio": 1, + "price_tick": 0.01, + "is_ratio": true, + "size": 100, + "margin_rate": 0.2 + }, + "jm2005-1-i2005-1-BJ": + { + "name": "焦煤/铁矿主力比", + "exchange": "SPD", + "leg1_symbol": "jm2005", + "leg1_ratio": 1, + "leg2_symbol": "i2005", + "leg2_ratio": 1, + "price_tick": 0.01, + "is_ratio": true, + "size": 100, + "margin_rate": 0.2 + } + }