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-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"