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Cryptoval Trading Technologies
2024-02-09 23:37:26 +00:00
parent 60c520f803
commit 312aa0b227
11 changed files with 408 additions and 53 deletions
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data/refdata/exchange_instruments.cfg
+15 -7
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@@ -1,11 +1,19 @@
{
"__DUMMY__": {}
# ---------------------------------------------
, "ALPACA": {
"instruments": {
"STOCK-AAPL": {
"md_symbol": "AAPL",
"trade_symbol": "AAPL"
}
, "STOCK-IBM": {
"md_symbol": "IBM",
"trade_symbol": "IBM"
}
}
}
, "BNBSPOT": {
# "aliases": [
# "BNBSPOT-MD",
# "BNBS-TST"
# ],
"instruments": {
"PAIR-AAVE-BUSD": {
"md_symbol": "AAVEBUSD",
@@ -91,9 +99,9 @@
"md_symbol": "UNIBUSD",
"trade_symbol": "UNIBUSD"
},
"PAIR-USDT-USD": {
"md_symbol": "USDTUSD",
"trade_symbol": "USDTUSD"
"PAIR-USDC-USDT": {
"md_symbol": "USDCUSDT",
"trade_symbol": "USDCUSDT"
},
"PAIR-XRP-BTC": {
"md_symbol": "XRPBTC",
data/refdata/exchanges.cfg
+31 -1
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@@ -2,7 +2,37 @@
# @var DatabaseHost=cryptoval1.sheynin.home
{
"__DUMMY__": {}
# ---------------------- C
# ---------------------- A
, "ALPACA_SNDBX": {
"exchange_id": "ALPACA"
, "name": "Alpaca Trading"
, "type": "EQUITY"
, "cred_key": "ALPACA_SANDBOX"
, "order_entry": {
"class": "cvttpy.exchanges.alpaca.connector.AlpacaOrderEntryClient"
}
, "mktdata" : {
"class": "cvttpy.exchanges.alpaca.mkt_data.AlpacaStockFeed"
, "reconnect_secs": 2.0
# , "ws_url": ["WSS", "wss://stream.data.alpaca.markets/v2/sip"]
, "ws_url": ["WSS", "wss://stream.data.alpaca.markets/v2/iex"]
, "REST": {
}
}
, "accounting": {
"class": "cvttpy.exchanges.alpaca.account.AlpacaAccounting"
, "REST": {
"balances_url": ["GET", "https://paper-api.alpaca.markets/v2/positions"]
, "account_info": ["GET", "https://paper-api.alpaca.markets/v2/account"]
}
}
}
# ---------------------- B
, "BNBSPOT": {
"exchange_id": "BNBSPOT"
, "name": "Binance Spot"
data/refdata/instruments.cfg
+31 -17
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@@ -247,7 +247,7 @@
"PAIR-USDC-USDT": {
"base_asset": "USDC",
"quote_asset": "USDT",
"quantity_precision": "1",
"quantity_precision": "0.01",
"price_tick": 0.0001
},
"PAIR-USDT-USD": {
@@ -409,63 +409,77 @@
"quote_asset": "USDT",
"quantity_precision": "1",
"price_tick": 0.00001
},
}
# --- PERP-S
"PERP-SOL-BUSD": {
, "PERP-SOL-BUSD": {
"base_asset": "SOL",
"quote_asset": "BUSD",
"quantity_precision": "0.01",
"price_tick": 0.01
},
}
# --- PERP-U
"PERP-UNI-BUSD": {
, "PERP-UNI-BUSD": {
"base_asset": "UNI",
"quote_asset": "BUSD",
"quantity_precision": "0.01",
"price_tick": 0.01
},
}
# ****************************************************
# PERPCs (coin-margined)
# ****************************************************
# --- PERPC-B
"PERPC-BTC-USD": {
, "PERPC-BTC-USD": {
"base_asset": "BTC",
"quote_asset": "USD",
"quantity_precision": "1",
"price_tick": 0.1
},
}
# --- PERPC-D
"PERPC-DOGE-USD": {
, "PERPC-DOGE-USD": {
"base_asset": "DOGE",
"quote_asset": "USDT",
"quantity_precision": "1",
"price_tick": 0.000001
},
}
# --- PERPC-E
"PERPC-ETH-USD": {
, "PERPC-ETH-USD": {
"base_asset": "ETH",
"quote_asset": "USD",
"quantity_precision": "1",
"price_tick": 0.01
},
}
# --- PERPC-L
"PERPC-LINK-USD": {
, "PERPC-LINK-USD": {
"base_asset": "LINK",
"quote_asset": "USDT",
"quantity_precision": "1",
"price_tick": 0.001
},
"PERPC-LTC-USD": {
}
, "PERPC-LTC-USD": {
"base_asset": "LTC",
"quote_asset": "USDT",
"quantity_precision": "1",
"price_tick": 0.01
},
}
# --- PERPC-M
"PERPC-MATIC-USD": {
, "PERPC-MATIC-USD": {
"base_asset": "MATIC",
"quote_asset": "USDT",
"quantity_precision": "1",
"price_tick": 0.0001
}
# ------------------- STOCKS
, "STOCK-AAPL": {
"base_asset": "EQT.AAPL"
, "quote_asset": "USD"
, "quantity_precision": "1"
, "price_tick": 0.01
}
, "STOCK-IBM": {
"base_asset": "EQT.IBM"
, "quote_asset": "USD"
, "quantity_precision": "1"
, "price_tick": 0.01
}
}