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authorTheSiahxyz <164138827+TheSiahxyz@users.noreply.github.com>2026-04-01 16:16:31 +0900
committerTheSiahxyz <164138827+TheSiahxyz@users.noreply.github.com>2026-04-01 16:16:31 +0900
commit49e5baaebf2f9ca1ba7b85a80c3451c5789edde4 (patch)
treea756ccbf4166df6ee6b3cabd9b17e6c485dc5fe2 /services/strategy-engine/strategies/config
parent2faec2f1f1631bd286a5c55051e582f8abe2898c (diff)
feat(strategy): add VWAP strategy
Diffstat (limited to 'services/strategy-engine/strategies/config')
-rw-r--r--services/strategy-engine/strategies/config/vwap_strategy.yaml2
1 files changed, 2 insertions, 0 deletions
diff --git a/services/strategy-engine/strategies/config/vwap_strategy.yaml b/services/strategy-engine/strategies/config/vwap_strategy.yaml
new file mode 100644
index 0000000..e12d5e7
--- /dev/null
+++ b/services/strategy-engine/strategies/config/vwap_strategy.yaml
@@ -0,0 +1,2 @@
+deviation_threshold: 0.002
+quantity: "0.01"