From 4f071444f5ab1e5da33e287cd690d8c78aa2e941 Mon Sep 17 00:00:00 2001 From: msincenselee Date: Mon, 13 Jan 2020 15:30:32 +0800 Subject: [PATCH] =?UTF-8?q?[=E4=BE=8B=E5=AD=90]=20=E8=87=AA=E5=AE=9A?= =?UTF-8?q?=E4=B9=89=E5=90=88=E7=BA=A6?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- examples/vn_trader/custom_contracts.json | 41 ++++++++++++++++++++++++ 1 file changed, 41 insertions(+) create mode 100644 examples/vn_trader/custom_contracts.json 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 + } + }