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Cryptoval Trading Technologies 2024-06-13 03:37:12 +01:00
parent 5b7680f25a
commit 3086a300b7
4 changed files with 0 additions and 147 deletions
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47
data/apps/deprecated/algos.cfg.__DELETE__
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@ -1,47 +0,0 @@
{
"TRDALGO_001": {
"class": "cvttpy.trading.algos.simple.SimpleTradingAlgo"
, "params": {}
}
, "TRDALGO_MOOMOC_01": {
"class": "cvttpy.trading.algos.moo_moc.MooMocTradingAlgo"
, "params": {
},
}
, "TRDALGO_TWAP01": {
"class": "cvttpy.trading.algos.twap.TwapAlgo"
, "params": {
"num_slices": 5
, "duration_sec": 1500 # 25 min
, "max_order_usd": 100
, "passive_stage_t1": 0.4 # join BBO, the rest is aggressive
, "aggressive_stage_t2": 0.4
, "aggressivity_scale": [0.5, 1.0] # 0.5 = mid, 1.0= BBO-1 tick
, "marketable_stage_added_ticks": 0
},
}
, "TRDALGO_ICEBERG01_COINBS": {
"class": "cvttpy.trading.algos.twap.TwapAlgo"
, "params": {
"num_slices": 5
, "duration_sec": 1500 # 25 min
, "max_order_usd": 100.
, "passive_stage_t1": 0
, "aggressive_stage_t2": 0
, "aggressivity_scale": [0.5, 1.0] # 0.5 = mid, 1.0= BBO-1 tick
, "marketable_stage_added_ticks": 0
},
}
, "TRDALGO_ICEBERG01_ALPACA": {
"class": "cvttpy.trading.algos.twap.TwapAlgo"
, "params": {
"num_slices": 5
, "duration_sec": 1500 # 25 min
, "max_order_usd": 1000.
, "passive_stage_t1": 0
, "aggressive_stage_t2": 0
# , "aggressivity_scale": [0.5, 1.0] # 0.5 = mid, 1.0= BBO-1 tick
, "marketable_stage_added_ticks": 0
},
}
}

32
data/apps/deprecated/redis.cfg.__DELETE__
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@ -1,32 +0,0 @@
{
"localhost": {
"url": "redis://localhost"
, "read_timeout" : 0.01
, "ping_timeout_secs": 2.0
}
, "cloud17": {
"url": "redis://cloud17.cvtt.vpn"
, "read_timeout" : 0.01
, "ping_timeout_secs": 2.0
}
, "cvttdata": {
"url": "redis://cvttdata.cvtt.vpn"
, "read_timeout" : 0.01
, "ping_timeout_secs": 2.0
}
, "cvtt-prod-01": {
"url": "redis://cvtt-prod-01.cvtt.vpn"
, "read_timeout" : 0.01
, "ping_timeout_secs": 2.0
}
, "cvtt-prod-02": {
"url": "redis://cvtt-prod-02.cvtt.vpn"
, "read_timeout" : 0.01
, "ping_timeout_secs": 2.0
}
, "cvtt-prod-03": {
"url": "redis://cvtt-prod-03.cvtt.vpn"
, "read_timeout" : 0.01
, "ping_timeout_secs": 2.0
}
}

25
data/apps/deprecated/strategies.cfg.__DELETE__
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@ -1,25 +0,0 @@
{
"CVTT_QST001": {
"class": "cvttpy.trading.strategies.test_strat.SeesawTestStrategy"
, "params": {
"dummy": "dummy"
}
}
, "VWAP001": {
"class": "cvttpy.trading.strategies.vwap_strat.VWAP001"
, "params": {
"vwap_interval": "1 hour"
, "hist_md_source": {
"class": "cvttpy.tools.db.timescale.tsdb_client.TimescaleDbClient"
, "cred_key": "TSDB_MD_CVTTDATA_RO"
, "data_type": "OHLCV"
}
}
}
, "DAILY_STOCK_001": {
"class": "cvttpy.trading.strategies.daily_stocks_strat.DailyStocksStrategy"
, "params": {
"liquidate_at": "15:45" # EDT Time
}
}
}

43
data/refdata/exchanges.cfg
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@ -248,49 +248,6 @@
}
}
}
# ---------------------------- C
# , "CVTT": {
# "exchange_id": "CVTT"
# , "name": "CVTT Executor (proxy)"
# , "type": "PROXY"
# , "order_entry": {
# "class": "cvttpy.exchanges.proxies.cvtt.connector.CvttExecutorClient"
# }
# , "accounting": {
# "class": "cvttpy.exchanges.proxies.cvtt.connector.CvttExecutorClient"
# }
# ,"listen_channel_prefix": "CVTT_CLNT"
# # , "executor_channel": "EXEC"
# }
# , "CVTT_COINBASE": {
# "exchange_id": "CVTT_COINBS"
# , "name": "CVTT Trader (proxy)"
# , "type": "PROXY"
# , "order_entry": {
# "class": "cvttpy.exchanges.proxies.cvtt.connector.CvttExecutorClient"
# }
# , "accounting": {
# "class": "cvttpy.exchanges.proxies.cvtt.connector.CvttExecutorClient"
# }
# ,"listen_channel_prefix": "CVTT_CLNT"
# , "executor_channel": "EXEC"
# }
# , "CVTT_COINBASE_LOCAL": {
# "exchange_id": "CVTT_COINBS"
# , "name": "CVTT Trader (proxy)"
# , "type": "PROXY"
# , "order_entry": {
# "class": "cvttpy.exchanges.proxies.cvtt.connector.CvttExecutorClient"
# }
# ,"listen_channel_prefix": "CVTT_CLNT"
# , "executor_channel": "EXEC"
# }
, "COINBASE_AT": {
"exchange_id": "COINBASE"
, "name": "Coinbase Advanced Trade"