This commit is contained in:
Cryptoval Trading Technologies
2023-11-27 23:23:29 +00:00
parent c0400ba7bf
commit 050a7406b5
5 changed files with 183 additions and 54 deletions
+12 -4
View File
@@ -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": {