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Cryptoval Trading Technologies 2024-03-06 22:21:28 +00:00
parent 3d5cdaa0f0
commit 0c86192a58
5 changed files with 50 additions and 13 deletions
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9
data/apps/active_instruments.cfg Normal file
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@ -0,0 +1,9 @@
{
"ALPACA_SNDBX": {
"dynamic_stock_list": {
"exchange_id": "ALPACA"
, "redis_settings": "cvtt-prod-02"
, "redis_key": "DAY_STOCK_LIST"
}
}
}

21
data/apps/cvtt_eqt_alpaca.cfg
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@ -4,6 +4,7 @@
{ {
"refdata": @inc=http://${CONFIG_SVC_HOST}:6789/refdata/refdata "refdata": @inc=http://${CONFIG_SVC_HOST}:6789/refdata/refdata
, "redis": @inc=http://${CONFIG_SVC_HOST}:6789/apps/redis , "redis": @inc=http://${CONFIG_SVC_HOST}:6789/apps/redis
, "active_instruments": @inc=http://${CONFIG_SVC_HOST}:6789/apps/active_instruments
, "cvttcomm": { , "cvttcomm": {
"type": "redis" "type": "redis"
, "redis_settings": "cvtt-prod-02" , "redis_settings": "cvtt-prod-02"
@ -60,7 +61,7 @@
, "trade": "COINBASE_ADV_TRD" , "trade": "COINBASE_ADV_TRD"
} }
} }
"ALPACA_SNDBX": { , "ALPACA_SNDBX": {
"order_entry": { "order_entry": {
"enabled": true "enabled": true
, "streaming": true , "streaming": true
@ -84,7 +85,8 @@
, "quant": { , "quant": {
"app_channel": "QUANT" "app_channel": "QUANT"
# , "strategy": "CVTT_QST001" # , "strategy": "CVTT_QST001"
, "strategy": "VWAP001" # , "strategy": "VWAP001"
, "strategy": "DAILY_STOCK_001"
, "strategies": { , "strategies": {
"CVTT_QST001": { "CVTT_QST001": {
"class": "cvttpy.trading.strategies.test_strat.SeesawTestStrategy" "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": { , "exchanges_settings": {
"COINBASE_AT": { "*": {
"mkt_data": {
"enabled": true
, "streaming": true
},
}
, "COINBASE_AT": {
"mkt_data": { "mkt_data": {
"enabled": true "enabled": true
, "streaming": true , "streaming": true
@ -168,7 +181,7 @@
} }
, "sqlite_settings": { , "sqlite_settings": {
# "file_name": "/tmp/%T.cvtt_backtest.db" # "file_name": "/tmp/%T.cvtt_backtest.db"
"file_name": "/tmp/cvtt_backtest.db" "file_name": "/tmp/%T.cvtt_alpaca_sandbox.db"
} }
} }
} }

19
data/apps/md_recorder.cfg
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@ -3,11 +3,12 @@
{ {
"refdata": @inc=http://${CONFIG_SVC_HOST}:6789/refdata/refdata "refdata": @inc=http://${CONFIG_SVC_HOST}:6789/refdata/refdata
, "redis": @inc=http://${CONFIG_SVC_HOST}:6789/apps/redis , "redis": @inc=http://${CONFIG_SVC_HOST}:6789/apps/redis
, "active_instruments": @inc=http://${CONFIG_SVC_HOST}:6789/apps/active_instruments
, "cvttcomm": { , "cvttcomm": {
"type": "redis" "type": "redis"
, "redis_settings": "cvtt-prod-02" , "redis_settings": "cvtt-prod-02"
# , "redis_settings": "cloud17"
} }
, "md_recorder": { , "md_recorder": {
"db": { "db": {
"class": "cvttpy.tools.db.timescale.tsdb_client.TimescaleDbClient" "class": "cvttpy.tools.db.timescale.tsdb_client.TimescaleDbClient"
@ -67,7 +68,21 @@
# ---------------------------------- # ----------------------------------
, "exchanges_settings": { , "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": { "order_entry": {
"enabled": false "enabled": false
, "streaming": false , "streaming": false

6
data/apps/tests/listen_market_data.cfg
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@ -1,6 +1,8 @@
@var CONFIG_SVC_HOST=cloud16.cvtt.vpn @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://${CONFIG_SVC_HOST}:6789/apps/active_instruments
"exchanges_settings": { "exchanges_settings": {
"*": { "*": {
"mkt_data": { "mkt_data": {
@ -16,7 +18,5 @@
, "md_portal": { , "md_portal": {
"app_channel": "MD_PORTAL" "app_channel": "MD_PORTAL"
} }
, "refdata": @inc=http://${CONFIG_SVC_HOST}:6789/refdata/refdata
, "redis": @inc=http://${CONFIG_SVC_HOST}:6789/apps/redis
} }

8
data/apps/tests/listen_market_data_prod.cfg
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@ -1,7 +1,9 @@
@var CONFIG_SVC_HOST=cloud16.cvtt.vpn @var CONFIG_SVC_HOST=cloud16.cvtt.vpn
{ {
"refdata": @inc=http://${CONFIG_SVC_HOST}:6789/refdata/refdata
"exchanges_settings": { , "redis": @inc=http://${CONFIG_SVC_HOST}:6789/apps/redis
, "active_instruments": @inc=http://${CONFIG_SVC_HOST}:6789/apps/active_instruments
, "exchanges_settings": {
"*": { "*": {
"mkt_data": { "mkt_data": {
"enabled": true "enabled": true
@ -16,7 +18,5 @@
, "md_portal": { , "md_portal": {
"app_channel": "MD_PORTAL" "app_channel": "MD_PORTAL"
} }
, "refdata": @inc=http://${CONFIG_SVC_HOST}:6789/refdata/refdata
, "redis": @inc=http://${CONFIG_SVC_HOST}:6789/apps/redis
} }