diff --git a/data/apps/cvtt.cfg b/data/apps/cvtt.cfg index 09add66..15a66a8 100644 --- a/data/apps/cvtt.cfg +++ b/data/apps/cvtt.cfg @@ -32,10 +32,10 @@ , "source": { "database": { "class": "cvttpy.tools.db.timescale.tsdb_client.TimescaleDbClient" - , "credentials_key": "TSDB_COINBS_3" + , "credentials_key": "TSDB_MD_CV1" } "interval": "1 hour" - , "from_time": "2023-11-08 02:00:00" + , "from_time": "2023-11-19 01:00:00" } , "initial_positions": { "COINBASE": { @@ -43,9 +43,14 @@ , "USD": 1000.0 } } + , "simulation": { + "speed_factor": 0.0 + } , "execution": { "top_only": true ,"min_order_age_sec": 0.1 + , "pricing_method": "BY_MKT_TRD_PRICE_BY_ORDER" + # , "presubscribe_md_types": ["BOOK_TOP", "TRADES"] } } # -------------------------------------------------------------------- @@ -67,6 +72,9 @@ } } , "trading_pos_diff_pct_trigger": 10.0 + , "trading_depth": { + "BTC": 0.001 + } } # -------------------------------------------------------------------- "executor": { @@ -122,8 +130,8 @@ , "database": { "positions_table": "cvtt_positions" , "credentials_key": { - "write": "CVTT_DB_01" - , "read_only": "CVTT_DB_01" + "write": "CVTT_TRD_DB_02" + , "read_only": "CVTT_TRD_DB_02" } } , "positions": { diff --git a/data/apps/md_recorder.cfg b/data/apps/md_recorder.cfg index ba1de9e..f403bb1 100644 --- a/data/apps/md_recorder.cfg +++ b/data/apps/md_recorder.cfg @@ -1,4 +1,4 @@ -@var WINDOW_SIZE_SEC=2592000 # 30 days +@var CONFIG_SVC_HOST=cloud16.cvtt.vpn { "md_recorder": { @@ -10,65 +10,53 @@ , "database": "coinbase" } } - , "trades_tbl": "md_trades" - , "booktop_tbl": "md_booktops" - , "booksnap_tbl": "md_booksnaps" , "flush_interval_sec": 0.5 - , "prune_interval_sec": 3600 , "collections": { "__dummy__": null , "COINBASE": { "instruments": { - "PAIR-BTC-USD": { - "TRADES": ${WINDOW_SIZE_SEC}, - "BOOK_TOP": ${WINDOW_SIZE_SEC}, - # "BOOK_DEPTH": 3600 - } - , "PAIR-ETH-USD": { - "TRADES": ${WINDOW_SIZE_SEC}, - "BOOK_TOP": ${WINDOW_SIZE_SEC}, - # "BOOK_DEPTH": null - } - , "PAIR-LTC-USD": { - "TRADES": ${WINDOW_SIZE_SEC}, - "BOOK_TOP": ${WINDOW_SIZE_SEC}, - } - , "PAIR-XRP-USD": { - "TRADES": ${WINDOW_SIZE_SEC}, - "BOOK_TOP": ${WINDOW_SIZE_SEC}, - } + "PAIR-BTC-USD": ["TRADES", "BOOK_TOP"] + , "PAIR-ETH-USD": ["TRADES", "BOOK_TOP"] + , "PAIR-LTC-USD": ["TRADES", "BOOK_TOP"] + , "PAIR-XRP-USD": ["TRADES", "BOOK_TOP"] + } + , "tables": { + "trades": "coinbase.md_trades" + , "booktops": "coinbase.md_booktops" + , "booksnaps": "coinbase.md_booksnaps" } } , "BNBSPOT": { "instruments": { - "PAIR-BTC-USDT": { - "TRADES": ${WINDOW_SIZE_SEC}, - "BOOK_TOP": ${WINDOW_SIZE_SEC}, - } - , "PAIR-ETH-USDT": { - "TRADES": ${WINDOW_SIZE_SEC}, - "BOOK_TOP": ${WINDOW_SIZE_SEC}, - } - , "PAIR-LTC-USDT": { - "TRADES": ${WINDOW_SIZE_SEC}, - "BOOK_TOP": ${WINDOW_SIZE_SEC}, - } - , "PAIR-XRP-USDT": { - "TRADES": ${WINDOW_SIZE_SEC}, - "BOOK_TOP": ${WINDOW_SIZE_SEC}, - } - , "PAIR-USDT-USD": { - "TRADES": ${WINDOW_SIZE_SEC}, - "BOOK_TOP": ${WINDOW_SIZE_SEC}, - } + "PAIR-BTC-USDT": ["TRADES", "BOOK_TOP"] + , "PAIR-ETH-USDT": ["TRADES", "BOOK_TOP"] + , "PAIR-LTC-USDT": ["TRADES", "BOOK_TOP"] + , "PAIR-XRP-USDT": ["TRADES", "BOOK_TOP"] + , "PAIR-USDT-USD": ["TRADES", "BOOK_TOP"] + } + , "tables": { + "trades": "bnbspot.md_trades" + , "booktops": "bnbspot.md_booktops" + , "booksnaps": "bnbspot.md_booksnaps" + } + } + , "BNBFUT": { + "instruments": { + "PERP-BTC-USDT": ["TRADES", "BOOK_TOP"] + , "PERP-ETH-USDT": ["TRADES", "BOOK_TOP"] + } + , "tables": { + "trades": "bnbfut.md_trades" + , "booktops": "bnbfut.md_booktops" + , "booksnaps": "bnbfut.md_booksnaps" } } } } # ---------------------------------- - , "refdata": @inc=http://cloud11.cvtt.vpn:6789/refdata/refdata + , "refdata": @inc=http://${CONFIG_SVC_HOST}:6789/refdata/refdata , "exchanges_settings": { "COINBASE_AT": { "order_entry": { @@ -84,7 +72,21 @@ , "streaming": false } } - "BNBSPOT": { + , "BNBSPOT": { + "order_entry": { + "enabled": false + , "streaming": false + }, + "mkt_data": { + "enabled": true + , "streaming": true + }, + "accounting": { + "enabled": false + , "streaming": false + } + } + , "BNBFUT": { "order_entry": { "enabled": false , "streaming": false diff --git a/data/apps/md_recorder_old.cfg b/data/apps/md_recorder_old.cfg new file mode 100644 index 0000000..32d67f3 --- /dev/null +++ b/data/apps/md_recorder_old.cfg @@ -0,0 +1,103 @@ +@var WINDOW_SIZE_SEC=2592000 # 30 days +@var CONFIG_SVC_HOST=cloud16.cvtt.vpn +{ + "md_recorder": { + "db": { + "class": "cvttpy.tools.db.timescale.tsdb_client.TimescaleDbClient" + , "connect": { + "host": "cryptoval1.cvtt.vpn" + , "port": 5432 + , "database": "coinbase" + } + } + , "trades_tbl": "md_trades" # D_E_P_R_E_C_A_T_E_D + , "booktop_tbl": "md_booktops" # D_E_P_R_E_C_A_T_E_D + , "booksnap_tbl": "md_booksnaps" # D_E_P_R_E_C_A_T_E_D + , "flush_interval_sec": 0.5 + , "prune_interval_sec": 3600 + + , "collections": { + "__dummy__": null + , "COINBASE": { + "instruments": { + "PAIR-BTC-USD": { + "TRADES": ${WINDOW_SIZE_SEC}, + "BOOK_TOP": ${WINDOW_SIZE_SEC}, + # "BOOK_DEPTH": 3600 + } + , "PAIR-ETH-USD": { + "TRADES": ${WINDOW_SIZE_SEC}, + "BOOK_TOP": ${WINDOW_SIZE_SEC}, + # "BOOK_DEPTH": null + } + , "PAIR-LTC-USD": { + "TRADES": ${WINDOW_SIZE_SEC}, + "BOOK_TOP": ${WINDOW_SIZE_SEC}, + } + , "PAIR-XRP-USD": { + "TRADES": ${WINDOW_SIZE_SEC}, + "BOOK_TOP": ${WINDOW_SIZE_SEC}, + } + } + } + , "BNBSPOT": { + "instruments": { + "PAIR-BTC-USDT": { + "TRADES": ${WINDOW_SIZE_SEC}, + "BOOK_TOP": ${WINDOW_SIZE_SEC}, + } + , "PAIR-ETH-USDT": { + "TRADES": ${WINDOW_SIZE_SEC}, + "BOOK_TOP": ${WINDOW_SIZE_SEC}, + } + , "PAIR-LTC-USDT": { + "TRADES": ${WINDOW_SIZE_SEC}, + "BOOK_TOP": ${WINDOW_SIZE_SEC}, + } + , "PAIR-XRP-USDT": { + "TRADES": ${WINDOW_SIZE_SEC}, + "BOOK_TOP": ${WINDOW_SIZE_SEC}, + } + , "PAIR-USDT-USD": { + "TRADES": ${WINDOW_SIZE_SEC}, + "BOOK_TOP": ${WINDOW_SIZE_SEC}, + } + } + } + } + } + + # ---------------------------------- + , "refdata": @inc=http://${CONFIG_SVC_HOST}:6789/refdata/refdata + , "exchanges_settings": { + "COINBASE_AT": { + "order_entry": { + "enabled": false + , "streaming": true + }, + "mkt_data": { + "enabled": true + , "streaming": true + }, + "accounting": { + "enabled": false + , "streaming": false + } + } + "BNBSPOT": { + "order_entry": { + "enabled": false + , "streaming": false + }, + "mkt_data": { + "enabled": true + , "streaming": true + }, + "accounting": { + "enabled": false + , "streaming": false + } + } + } +} + diff --git a/data/apps/tests/listen_market_data.cfg b/data/apps/tests/listen_market_data.cfg new file mode 100644 index 0000000..3d4a3f2 --- /dev/null +++ b/data/apps/tests/listen_market_data.cfg @@ -0,0 +1,15 @@ +@var CONFIG_DIR=/home/oleg/develop/cvtt2/cvttpy/config_examples +@var CONFIG_SVC_HOST=cloud16.cvtt.vpn +{ + + "exchanges_settings": { + "*": { + "mkt_data": { + "enabled": true + , "streaming": true + }, + } + } + , "refdata": @inc=http://${CONFIG_SVC_HOST}:6789/refdata/refdata +} + diff --git a/data/refdata/refdata.cfg b/data/refdata/refdata.cfg index 13a77a4..ad077e0 100644 --- a/data/refdata/refdata.cfg +++ b/data/refdata/refdata.cfg @@ -1,6 +1,7 @@ +@var CONFIG_SVC_HOST=cloud16.cvtt.vpn { - "assets": @inc=http://cloud11.cvtt.vpn:6789/refdata/assets - , "instruments": @inc=http://cloud11.cvtt.vpn:6789/refdata/instruments - , "exchanges": @inc=http://cloud11.cvtt.vpn:6789/refdata/exchanges - , "exchange_instruments": @inc=http://cloud11.cvtt.vpn:6789/refdata/exchange_instruments -} + "assets": @inc=http://${CONFIG_SVC_HOST}:6789/refdata/assets + , "instruments": @inc=http://${CONFIG_SVC_HOST}:6789/refdata/instruments + , "exchanges": @inc=http://${CONFIG_SVC_HOST}:6789/refdata/exchanges + , "exchange_instruments": @inc=http://${CONFIG_SVC_HOST}:6789/refdata/exchange_instruments +}