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[例子] 自定义合约

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msincenselee 2020-01-13 15:30:32 +08:00
parent aa7f45e929
commit 4f071444f5
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examples/vn_trader/custom_contracts.json Normal file
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{
"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
}
}