exchange.json

{
  "Engine": {
    "MarketDataFile": "data/market_data3.csv",
    "MarketEventInterval": 0.05,
    "MarketOpenDelay": 5.0,
    "MatchEventsFile": "match_events.csv",
    "ScoreBoardFile": "score_board.csv",
    "Speed": 1.0,
    "TickInterval": 0.25
  },
  "Execution": {
    "Host": "127.0.0.1",
    "Port": 12345
  },
  "Fees": {
    "Maker": -0.0001,
    "Taker": 0.0002
  },
  "Hud": {
    "Host": "127.0.0.1",
    "Port": 12347
  },
  "Information": {
    "Type": "mmap",
    "Name": "info.dat"
  },
  "Instrument": {
    "EtfClamp": 0.002,
    "TickSize": 1.0
  },
  "Limits": {
    "ActiveOrderCountLimit": 10,
    "ActiveVolumeLimit": 200,
    "MessageFrequencyInterval": 1.0,
    "MessageFrequencyLimit": 50,
    "PositionLimit": 100
  },
  "Traders": {
    "Basic": "1234",
    "Stochastic oscillator": "secret",
    "Stochastic crossover": "secret",
    "Bollinger": "secret",
    "VWAP": "secret"
  }
}