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Cryptoval Trading Technologies 2023-11-11 01:53:47 +00:00
commit 236951a811
8 changed files with 166 additions and 26 deletions
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121
data/apps/cvtt.cfg Normal file
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@ -0,0 +1,121 @@
@var CONFIG_SVC_HOST=cloud11.cvtt.vpn
{
"refdata": @inc=http://${CONFIG_SVC_HOST}:6789/refdata/refdata
, "redis": @inc=http://${CONFIG_SVC_HOST}:6789/apps/redis
, "cvttcomm": {
"type": "redis"
, "redis_settings": "localhost"
}
, "books": {
"CVTT_BK01": {}
}
, "backtest": {
# Backtest Placeholder
}
# --------------------------------------------------------------------
, "trader": {
"app_channel": "TRDR"
, "exchanges_settings": {
"COINBASE_AT": {
"mkt_data": {
"enabled": true
, "streaming": true
},
}
}
, "algos": {
"TRDALGO_001": {
"class": "cvttpy.trading.algos.simple.SimpleTradingAlgo"
, "params": {}
}
}
, "trading_pos_diff_pct_trigger": 10.0
}
# --------------------------------------------------------------------
"executor": {
"app_channel": "EXEC"
, "exchanges_settings": {
"COINBASE_AT": {
"order_entry": {
"enabled": true
, "streaming": true
},
"mkt_data": {
"enabled": false
, "streaming": false
},
"accounting": {
"enabled": false
, "streaming": false
}
, "credentials_key": {
"read_only": "COINBASE_ADV_RO"
, "trade": "COINBASE_ADV_TRD"
}
}
}
}
# --------------------------------------------------------------------
, "quant": {
"app_channel": "QUANT"
, "strategies": {
"CVTT_QST001": {
"class": "cvttpy.trading.strategies.test_strat.TestStrategy"
, "params": {
"dummy": "dummy"
}
}
}
, "exchanges_settings": {
"COINBASE_AT": {
"mkt_data": {
"enabled": true
, "streaming": true
},
}
}
}
# --------------------------------------------------------------------
, "risk_manager": {
"app_channel": "RMGR"
, "books": {
"CVTT_BK01": {}
}
"book": "CVTT_BK01"
, "database": {
"positions_table": "cvtt_positions"
, "credentials_key": {
"write": "CVTT_DB_01"
, "read_only": "CVTT_DB_01"
}
}
, "positions": {
"load_interval_sec": 10.0
, "to_store_zero_positions": false
, "to_save_unchanged_positions": false
}
, "publish_value_interval": 10.0
, "exchanges_settings": {
"COINBASE_AT": {
"order_entry": {
"enabled": false
, "streaming": false
},
"mkt_data": {
"enabled": true
, "streaming": true
},
"accounting": {
"enabled": true
, "streaming": false
}
, "credentials_key": {
"trade": "COINBASE_ADV"
"read_only": "COINBASE_ADV_RO"
}
}
}
}
}

1
data/apps/executor_app.cfg
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@ -1,6 +1,7 @@
{
"refdata": @inc=http://cloud11.cvtt.vpn:6789/refdata/refdata
, "redis": @inc=http://cloud11.cvtt.vpn:6789/apps/redis
, "cvttcomm": @inc=http://cloud11.cvtt.vpn:6789/apps/cvttcomm
, "exchanges_settings": {
"COINBASE_AT": {
"order_entry": {

4
data/apps/md_recorder.cfg
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@ -3,8 +3,6 @@
{
"md_recorder": {
"db": {
#"module": "cvttpy.tools.db.timescale.tsdb_client"
#, "class": "TimescaleDbClient"
"class": "cvttpy.tools.db.timescale.tsdb_client.TimescaleDbClient"
, "connect": {
"host": "cryptoval1.cvtt.vpn"
@ -68,7 +66,7 @@
}
}
}
# ----------------------------------
, "refdata": @inc=http://cloud11.cvtt.vpn:6789/refdata/refdata
, "exchanges_settings": {

21
data/apps/redis.cfg
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@ -1,23 +1,16 @@
{
"localhost": {
"*": {
"url": "redis://localhost"
, "app_channels": {
"executor": "EXEC"
, "risk_manager": "RMGR"
, "trader": "TRDR"
, "quant": "QANT"
}
, "read_timeout" : 0.01
, "ping_timeout_secs": 1.0
, "ping_timeout_secs": 2.0
}
, "localhost": {
"url": "redis://localhost"
, "read_timeout" : 0.01
, "ping_timeout_secs": 2.0
}
, "cloud17": {
"url": "redis://cloud17.cvtt.vpn"
, "app_channels": {
"executor": "EXEC"
, "risk_manager": "RMGR"
, "trader": "TRDR"
, "quant": "QANT"
}
, "read_timeout" : 0.01
, "ping_timeout_secs": 2.0
}

2
data/apps/risk_manager_app.cfg
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@ -2,6 +2,7 @@
{
"refdata": @inc=http://cloud11.cvtt.vpn:6789/refdata/refdata
, "cvttcomm": @inc=http://cloud11.cvtt.vpn:6789/apps/cvttcomm
, "redis": @inc=http://cloud11.cvtt.vpn:6789/apps/redis
, "risk_manager": {
"book": "CVTT_BK01"
@ -16,7 +17,6 @@
"load_interval_sec": 10.0
, "to_store_zero_positions": false
, "to_save_unchanged_positions": false
, "to_save_unchanged_positions": false
}
, "publish_value_interval": 10.0
}

5
data/apps/tests/send_order_cvtt.cfg
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@ -1,5 +1,7 @@
{
"__DUMMY__": null
"refdata": @inc=http://cloud11.cvtt.vpn:6789/refdata/refdata
, "redis": @inc=http://cloud11.cvtt.vpn:6789/apps/redis
, "cvttcomm": @inc=http://cloud11.cvtt.vpn:6789/apps/cvttcomm
, "exchanges_settings": {
"CVTT_COINBASE": {
@ -18,6 +20,5 @@
# }
}
}
, "refdata": @inc=http://cloud11.cvtt.vpn:6789/refdata/refdata
}

11
data/apps/trader_app.cfg
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@ -1,5 +1,6 @@
{
"refdata": @inc=http://cloud11.cvtt.vpn:6789/refdata/refdata
, "cvttcomm": @inc=http://cloud11.cvtt.vpn:6789/apps/cvttcomm
, "redis": @inc=http://cloud11.cvtt.vpn:6789/apps/redis
, "exchanges_settings": {
"COINBASE_AT": {
@ -10,6 +11,16 @@
}
}
, "trader": {
"books": {
"CVTT_BK01": {}
}
, "algos": {
"TRDALGO_001": {
"class": "cvttpy.trading.algos.simple.SimpleTradingAlgo"
, "params": {}
}
}
, "trading_pos_diff_pct_trigger": 10.0
}
}

27
data/refdata/exchanges.cfg
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@ -1,3 +1,5 @@
@var DatabaseHost=cryptoval1.cvtt.vpn
# @var DatabaseHost=cryptoval1.sheynin.home
{
"__DUMMY__": {}
# ---------------------- C
@ -13,6 +15,10 @@
, "ws_url": ["WSS", "wss://stream.binance.com/ws"]
, "REST": {
# https://api.binance.com/api/v3/depth?symbol=BNBBTC&limit=1000
"depth_snapshot_url": ["GET", "https://api.binance.com/api/v3/depth"],
}
}
}
, "BNBFUT": {
@ -26,6 +32,11 @@
, "reconnect_secs": 2.0
, "ws_url": ["WSS", "wss://fstream.binance.com/ws"]
, "REST": {
# https://fapi.binance.com/fapi/v1/depth?symbol=BNBBTC&limit=1000
"depth_snapshot_url": ["GET", "https://fapi.binance.com/fapi/v1/depth"],
}
}
}
, "BNBFUT-2": {
@ -63,6 +74,11 @@
, "reconnect_secs": 10
, "ws_url": ["WSS", "wss://stream.binance.us:9443/ws"]
, "REST": {
# https://api.binance.com/api/v3/depth?symbol=BNBBTC&limit=1000
"depth_snapshot_url": ["GET", "https://api.binance.com/api/v3/depth"],
}
}
}
# ---------------------- C
@ -75,12 +91,11 @@
"class": "cvttpy.exchanges.proxies.cvtt.connector.CvttExecutorClient"
}
, "redis": {
"url": "redis://cloud17.cvtt.vpn"
,"listen_channel_prefix": "CVTT_CLNT"
, "executor_channel": "EXEC"
, "ping_timeout_secs": 2.0
, "accounting": {
"class": "cvttpy.exchanges.proxies.cvtt.connector.CvttExecutorClient"
}
,"listen_channel_prefix": "CVTT_CLNT"
, "executor_channel": "EXEC"
}
, "CVTT_COINBASE_LOCAL": {
"exchange_id": "CVTT_COINBS"
@ -162,7 +177,7 @@
"module": "cvttpy.tools.db.timescale.tsdb_client"
, "class": "TimescaleDbClient"
, "connect": {
"host": "cryptoval1.cvtt.vpn"
"host": ${DatabaseHost}
, "port": 5432
, "database": "coinbase"
}