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Optiver Ready Trader Go 2023

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Billy1900/ORG-2023

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How to run?

# create a venv
$ python3 -m venv venv
# activate env
$ source venv/bin/activate
# install package
$ pip3 install PySide6
# run official example
$ python3 rtg.py run autotrader.py

# run customized example trader-1.py
$ python3 rtg.py run trader-1.py
# run customized example trader-2.py
$ python3 rtg.py run trader-2.py

How to implement?

  • First, implement a python file like autotrader.py/trader-1.py
  • Second, create a json file with the same prefix name, like trader-1.json for trader-1.py
  • Third, you might need to change exchange.json since it will generate match_events.csv and score_borad.csv if you want to have a different file name such as match_events_trader1.csv
    "Engine": {
        "MarketDataFile": "data/market_data1.csv",
        "MarketEventInterval": 0.05,
        "MarketOpenDelay": 5.0,
        "MatchEventsFile": "match_events_trader2.csv",
        "ScoreBoardFile": "score_board.csv",
        "Speed": 1.0,
        "TickInterval": 0.25
    },

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Optiver Ready Trader Go 2023

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