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fix: evaluate bar extremes and mark to close in open prices mode, calibrate broker spreads

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Ethansi2947E
2026-10-24 12:16:03 +01:00
parent 136e122c23
commit 08f72b67ac
3 changed files with 73 additions and 5 deletions
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python/edge_engine/symbol_spec.py
+7 -5
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@@ -6,15 +6,17 @@ from __future__ import annotations
from typing import Dict, Any, Optional
FALLBACK_SPECS: Dict[str, Dict[str, Any]] = {
"Jump 75 Index": {"point": 0.01, "digits": 2, "spread_val": 2.99, "trade_tick_size": 0.01, "trade_tick_value": 0.01, "volume_min": 0.01, "volume_max": 4.0, "volume_step": 0.01, "commission_per_lot": 0.0},
"Jump 10 Index": {"point": 0.01, "digits": 2, "spread_val": 3.50, "trade_tick_size": 0.01, "trade_tick_value": 0.01, "volume_min": 0.01, "volume_max": 10.0, "volume_step": 0.01, "commission_per_lot": 0.0},
"Jump 75 Index": {"point": 0.01, "digits": 2, "spread_val": 2.47, "trade_tick_size": 0.01, "trade_tick_value": 0.01, "volume_min": 0.01, "volume_max": 4.0, "volume_step": 0.01, "commission_per_lot": 0.0},
"Jump 10 Index": {"point": 0.01, "digits": 2, "spread_val": 2.27, "trade_tick_size": 0.01, "trade_tick_value": 0.01, "volume_min": 0.01, "volume_max": 10.0, "volume_step": 0.01, "commission_per_lot": 0.0},
"Jump 25 Index": {"point": 0.01, "digits": 2, "spread_val": 3.20, "trade_tick_size": 0.01, "trade_tick_value": 0.01, "volume_min": 0.01, "volume_max": 8.0, "volume_step": 0.01, "commission_per_lot": 0.0},
"Jump 50 Index": {"point": 0.01, "digits": 2, "spread_val": 3.00, "trade_tick_size": 0.01, "trade_tick_value": 0.01, "volume_min": 0.01, "volume_max": 6.0, "volume_step": 0.01, "commission_per_lot": 0.0},
"Jump 100 Index": {"point": 0.01, "digits": 2, "spread_val": 2.80, "trade_tick_size": 0.01, "trade_tick_value": 0.01, "volume_min": 0.01, "volume_max": 2.0, "volume_step": 0.01, "commission_per_lot": 0.0},
"Jump 100 Index": {"point": 0.01, "digits": 2, "spread_val": 0.10, "trade_tick_size": 0.01, "trade_tick_value": 0.01, "volume_min": 0.01, "volume_max": 2.0, "volume_step": 0.01, "commission_per_lot": 0.0},
"Volatility 75 Index": {"point": 0.01, "digits": 2, "spread_val": 5.00, "trade_tick_size": 0.01, "trade_tick_value": 0.01, "volume_min": 0.001,"volume_max": 10.0, "volume_step": 0.001, "commission_per_lot": 0.0},
"Volatility 75 (1s) Index":{"point": 0.01,"digits": 2, "spread_val": 4.50, "trade_tick_size": 0.01, "trade_tick_value": 0.01, "volume_min": 0.001,"volume_max": 10.0, "volume_step": 0.001, "commission_per_lot": 0.0},
"Volatility 100 Index": {"point": 0.01, "digits": 2, "spread_val": 3.00, "trade_tick_size": 0.01, "trade_tick_value": 0.01, "volume_min": 0.2, "volume_max": 50.0, "volume_step": 0.01, "commission_per_lot": 0.0},
"Volatility 10 Index": {"point": 0.001,"digits": 3, "spread_val": 0.20, "trade_tick_size": 0.001,"trade_tick_value": 0.001,"volume_min": 0.1, "volume_max": 100.0, "volume_step": 0.01, "commission_per_lot": 0.0},
"Volatility 100 Index": {"point": 0.01, "digits": 2, "spread_val": 0.25, "trade_tick_size": 0.01, "trade_tick_value": 0.01, "volume_min": 0.2, "volume_max": 50.0, "volume_step": 0.01, "commission_per_lot": 0.0},
"Volatility 50 Index": {"point": 0.01, "digits": 2, "spread_val": 1.70, "trade_tick_size": 0.01, "trade_tick_value": 0.01, "volume_min": 0.01, "volume_max": 10.0, "volume_step": 0.01, "commission_per_lot": 0.0},
"Volatility 25 Index": {"point": 0.01, "digits": 2, "spread_val": 1.98, "trade_tick_size": 0.01, "trade_tick_value": 0.01, "volume_min": 0.01, "volume_max": 10.0, "volume_step": 0.01, "commission_per_lot": 0.0},
"Volatility 10 Index": {"point": 0.001,"digits": 3, "spread_val": 0.158, "trade_tick_size": 0.001,"trade_tick_value": 0.001,"volume_min": 0.1, "volume_max": 100.0, "volume_step": 0.01, "commission_per_lot": 0.0},
"Step Index": {"point": 0.1, "digits": 1, "spread_val": 1.00, "trade_tick_size": 0.1, "trade_tick_value": 0.1, "volume_min": 0.1, "volume_max": 50.0, "volume_step": 0.01, "commission_per_lot": 0.0},
}