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Cryptoval Trading Technologies
2023-11-11 01:53:47 +00:00
parent 2c3aa1c01e f73d4e4432
commit 236951a811
8 changed files with 166 additions and 26 deletions
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data/apps/cvtt.cfg
+121
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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"
}
}
}
}
}
data/apps/executor_app.cfg
+1
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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": {
data/apps/md_recorder.cfg
+1 -3
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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": {
data/apps/redis.cfg
+7 -14
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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
}
data/apps/risk_manager_app.cfg
+1 -1
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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
}
data/apps/tests/send_order_cvtt.cfg
+3 -2
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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
}
data/apps/trader_app.cfg
+11
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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
}
}