diff --git a/data/apps/active_instruments.cfg b/data/apps/active_instruments.cfg new file mode 100644 index 0000000..991c322 --- /dev/null +++ b/data/apps/active_instruments.cfg @@ -0,0 +1,9 @@ +{ + "ALPACA_SNDBX": { + "dynamic_stock_list": { + "exchange_id": "ALPACA" + , "redis_settings": "cvtt-prod-02" + , "redis_key": "DAY_STOCK_LIST" + } + } +} diff --git a/data/apps/cvtt_eqt_alpaca.cfg b/data/apps/cvtt_eqt_alpaca.cfg index 694b2ce..25112cb 100644 --- a/data/apps/cvtt_eqt_alpaca.cfg +++ b/data/apps/cvtt_eqt_alpaca.cfg @@ -4,6 +4,7 @@ { "refdata": @inc=http://${CONFIG_SVC_HOST}:6789/refdata/refdata , "redis": @inc=http://${CONFIG_SVC_HOST}:6789/apps/redis + , "active_instruments": @inc=http://${CONFIG_SVC_HOST}:6789/apps/active_instruments , "cvttcomm": { "type": "redis" , "redis_settings": "cvtt-prod-02" @@ -60,7 +61,7 @@ , "trade": "COINBASE_ADV_TRD" } } - "ALPACA_SNDBX": { + , "ALPACA_SNDBX": { "order_entry": { "enabled": true , "streaming": true @@ -84,7 +85,8 @@ , "quant": { "app_channel": "QUANT" # , "strategy": "CVTT_QST001" - , "strategy": "VWAP001" + # , "strategy": "VWAP001" + , "strategy": "DAILY_STOCK_001" , "strategies": { "CVTT_QST001": { "class": "cvttpy.trading.strategies.test_strat.SeesawTestStrategy" @@ -103,9 +105,20 @@ } } } + , "DAILY_STOCK_001": { + "class": "cvttpy.trading.strategies.daily_stocks_strat.DailyStocksStrategy" + , "params": { + } + } } , "exchanges_settings": { - "COINBASE_AT": { + "*": { + "mkt_data": { + "enabled": true + , "streaming": true + }, + } + , "COINBASE_AT": { "mkt_data": { "enabled": true , "streaming": true @@ -168,7 +181,7 @@ } , "sqlite_settings": { # "file_name": "/tmp/%T.cvtt_backtest.db" - "file_name": "/tmp/cvtt_backtest.db" + "file_name": "/tmp/%T.cvtt_alpaca_sandbox.db" } } } diff --git a/data/apps/md_recorder.cfg b/data/apps/md_recorder.cfg index fa45b8b..b517874 100644 --- a/data/apps/md_recorder.cfg +++ b/data/apps/md_recorder.cfg @@ -3,11 +3,12 @@ { "refdata": @inc=http://${CONFIG_SVC_HOST}:6789/refdata/refdata , "redis": @inc=http://${CONFIG_SVC_HOST}:6789/apps/redis + , "active_instruments": @inc=http://${CONFIG_SVC_HOST}:6789/apps/active_instruments , "cvttcomm": { "type": "redis" , "redis_settings": "cvtt-prod-02" - # , "redis_settings": "cloud17" } + , "md_recorder": { "db": { "class": "cvttpy.tools.db.timescale.tsdb_client.TimescaleDbClient" @@ -67,7 +68,21 @@ # ---------------------------------- , "exchanges_settings": { - "ALPACA_SNDBX": { + "*": { + "order_entry": { + "enabled": false + , "streaming": false + }, + "mkt_data": { + "enabled": true + , "streaming": true + }, + "accounting": { + "enabled": false + , "streaming": false + } + } + , "ALPACA_SNDBX": { "order_entry": { "enabled": false , "streaming": false diff --git a/data/apps/tests/listen_market_data.cfg b/data/apps/tests/listen_market_data.cfg index 0f637e0..97cb4ac 100644 --- a/data/apps/tests/listen_market_data.cfg +++ b/data/apps/tests/listen_market_data.cfg @@ -1,6 +1,8 @@ @var CONFIG_SVC_HOST=cloud16.cvtt.vpn { - + "refdata": @inc=http://${CONFIG_SVC_HOST}:6789/refdata/refdata + , "redis": @inc=http://${CONFIG_SVC_HOST}:6789/apps/redis + , "active_instruments": @inc=http://${CONFIG_SVC_HOST}:6789/apps/active_instruments "exchanges_settings": { "*": { "mkt_data": { @@ -16,7 +18,5 @@ , "md_portal": { "app_channel": "MD_PORTAL" } - , "refdata": @inc=http://${CONFIG_SVC_HOST}:6789/refdata/refdata - , "redis": @inc=http://${CONFIG_SVC_HOST}:6789/apps/redis } diff --git a/data/apps/tests/listen_market_data_prod.cfg b/data/apps/tests/listen_market_data_prod.cfg index b2781ee..313653d 100644 --- a/data/apps/tests/listen_market_data_prod.cfg +++ b/data/apps/tests/listen_market_data_prod.cfg @@ -1,7 +1,9 @@ @var CONFIG_SVC_HOST=cloud16.cvtt.vpn { - - "exchanges_settings": { + "refdata": @inc=http://${CONFIG_SVC_HOST}:6789/refdata/refdata + , "redis": @inc=http://${CONFIG_SVC_HOST}:6789/apps/redis + , "active_instruments": @inc=http://${CONFIG_SVC_HOST}:6789/apps/active_instruments + , "exchanges_settings": { "*": { "mkt_data": { "enabled": true @@ -16,7 +18,5 @@ , "md_portal": { "app_channel": "MD_PORTAL" } - , "refdata": @inc=http://${CONFIG_SVC_HOST}:6789/refdata/refdata - , "redis": @inc=http://${CONFIG_SVC_HOST}:6789/apps/redis }