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Cryptoval Trading Technologies 2025-10-19 14:00:01 +00:00
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commit 33d6ea6da3
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63
data/apps/utils/mktdata/md_rec_monitor.cfg Normal file
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# ========================
# FOR REFERENCE ONLY
# MD Recorder Container (on ops-server) is using local configuration files
# ========================
#
{
"check_interval_sec": 10.0
, "status_report_interval_sec": 3600.0
, "after_alert_interval_sec": 120.0 #
, "db": {
"CVTTDATA": {
"class": "cvttpy.tools.db.timescale.tsdb_client.TimescaleDbClient"
, "cred_key": "TSDB_MD_CVTTDATA_RO"
}
"CLD21": {
"class": "cvttpy.tools.db.timescale.tsdb_client.TimescaleDbClient"
, "cred_key": "TSDB_MD_CLD21_RO"
}
}
, "mmost": {
"cred_key": "MATTERMOST"
, "alert_channel": "Alerts-CVTT"
, "status_channel": "Status-CVTT"
}
, "data_checks": {
# "BNBFUT-1": {
# "tables": ["bnbfut.md_booktops"]
# , "exchange_id": "BNBFUT"
# , "instruments": ["PERP-BTC-USDT"]
# , "threshold_sec": 3600.0
# }
# , "BNBFUT-2": {
# "tables": ["bnbfut.md_trades"]
# , "exchange_id": "BNBFUT"
# , "instruments": ["PERP-BTC-USDT"]
# , "threshold_sec": 3600.0
# }
"BNBSPOT-1": {
"tables": ["bnbspot.md_booktops"]
, "exchange_id": "BNBSPOT"
, "instruments": ["PAIR-BTC-USDT"]
, "threshold_sec": 30.0
}
, "BNBSPOT-2": {
"tables": ["bnbspot.md_trades"]
, "exchange_id": "BNBSPOT"
, "instruments": ["PAIR-BTC-USDT"]
, "threshold_sec": 30.0
}
, "COINBASE-1": {
"tables": ["coinbase.md_booktops"]
, "exchange_id": "COINBASE"
, "instruments": ["PAIR-BTC-USD"]
, "threshold_sec": 30.0
}
, "COINBASE-2": {
"tables": ["coinbase.md_trades"]
, "exchange_id": "COINBASE"
, "instruments": ["PAIR-BTC-USD"]
, "threshold_sec": 30.0
}
}
}

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data/apps/utils/mktdata/md_recorder.cfg Normal file
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# ========================
# FOR REFERENCE ONLY
# MD Recorder Containers (on cloud28 and cloud29) are using local configuration files
# ========================
#
{
"refdata": @inc=http://@env{CONFIG_SERVICE}/refdata/refdata
, "comm": @inc=http://@env{CONFIG_SERVICE}/apps/common/comm
, "md_recorder": {
"instrument_groups": {
"BNBFUT_CLD21": [
"BNBFUT:PERP-BTC-USDT"
, "BNBFUT:PERP-ETH-USDT"
]
"BNBFUT_CVTTDATA": [
"BNBFUT:PERP-BTC-USDT"
, "BNBFUT:PERP-ETH-USDT"
]
, "BNBSPOT_CLD21": [
"BNBSPOT:PAIR-ADA-USDT"
, "BNBSPOT:PAIR-BCH-USDT"
, "BNBSPOT:PAIR-BTC-USDT"
, "BNBSPOT:PAIR-DOT-USDT"
, "BNBSPOT:PAIR-ETH-USDT"
, "BNBSPOT:PAIR-LTC-USDT"
, "BNBSPOT:PAIR-SOL-USDT"
, "BNBSPOT:PAIR-USDC-USDT"
, "BNBSPOT:PAIR-XRP-USDT"
]
, "BNBSPOT_CVTTDATA": [
"BNBSPOT:PAIR-ADA-USDT"
, "BNBSPOT:PAIR-BCH-USDT"
, "BNBSPOT:PAIR-BTC-USDT"
, "BNBSPOT:PAIR-DOT-USDT"
, "BNBSPOT:PAIR-ETH-USDT"
, "BNBSPOT:PAIR-LTC-USDT"
, "BNBSPOT:PAIR-SOL-USDT"
, "BNBSPOT:PAIR-USDC-USDT"
, "BNBSPOT:PAIR-XRP-USDT"
]
, "COINBASE_CLD21": [
"COINBASE:PAIR-ADA-USD"
, "COINBASE:PAIR-BCH-USD"
, "COINBASE:PAIR-BTC-USD"
, "COINBASE:PAIR-DOT-USD"
, "COINBASE:PAIR-ETH-USD"
, "COINBASE:PAIR-LTC-USD"
, "COINBASE:PAIR-SOL-USD"
, "COINBASE:PAIR-XRP-USD"
]
, "COINBASE_CVTTDATA": [
"COINBASE:PAIR-ADA-USD"
, "COINBASE:PAIR-BCH-USD"
, "COINBASE:PAIR-BTC-USD"
, "COINBASE:PAIR-DOT-USD"
, "COINBASE:PAIR-ETH-USD"
, "COINBASE:PAIR-LTC-USD"
, "COINBASE:PAIR-SOL-USD"
, "COINBASE:PAIR-XRP-USD"
]
}
, "db": {
"class": "cvttpy.tools.db.timescale.tsdb_client.TimescaleDbClient"
}
, "flush_interval_sec": 0.5
, "collections": {
"__dummy__": null
, "ALPACA": {
# dynamic instruments names
"tables": {
"trades": "alpaca_iex.md_trades"
, "booktops": "alpaca_iex.md_booktops"
, "booksnaps": "alpaca_iex.md_booksnaps"
}
}
, "BNBSPOT": {
"instruments": {
"PAIR-ADA-USDT": ["TRADES", "BOOK_TOP"]
, "PAIR-BCH-USDT": ["TRADES", "BOOK_TOP"]
, "PAIR-BTC-USDT": ["TRADES", "BOOK_TOP"]
, "PAIR-DOT-USDT": ["TRADES", "BOOK_TOP"]
, "PAIR-ETH-USDT": ["TRADES", "BOOK_TOP"]
, "PAIR-LTC-USDT": ["TRADES", "BOOK_TOP"]
, "PAIR-SOL-USDT": ["TRADES", "BOOK_TOP"]
, "PAIR-USDC-USDT": ["TRADES", "BOOK_TOP"]
, "PAIR-XRP-USDT": ["TRADES", "BOOK_TOP"]
}
, "tables": {
"trades": "bnbspot.md_trades"
, "booktops": "bnbspot.md_booktops"
, "booksnaps": "bnbspot.md_booksnaps"
}
}
, "BNBFUT": {
"instruments": {
"PERP-BTC-USDT": ["TRADES", "BOOK_TOP"]
, "PERP-ETH-USDT": ["TRADES", "BOOK_TOP"]
}
, "tables": {
"trades": "bnbfut.md_trades"
, "booktops": "bnbfut.md_booktops"
, "booksnaps": "bnbfut.md_booksnaps"
}
}
, "COINBASE": {
"instruments": {
"PAIR-ADA-USD": ["TRADES", "BOOK_TOP"]
, "PAIR-BCH-USD": ["TRADES", "BOOK_TOP"]
, "PAIR-BTC-USD": ["TRADES", "BOOK_TOP"]
, "PAIR-DOT-USD": ["TRADES", "BOOK_TOP"]
, "PAIR-ETH-USD": ["TRADES", "BOOK_TOP"]
, "PAIR-LTC-USD": ["TRADES", "BOOK_TOP"]
, "PAIR-SOL-USD": ["TRADES", "BOOK_TOP"]
, "PAIR-XRP-USD": ["TRADES", "BOOK_TOP"]
}
, "tables": {
"trades": "coinbase.md_trades"
, "booktops": "coinbase.md_booktops"
, "booksnaps": "coinbase.md_booksnaps"
}
}
}
}
# ----------------------------------
, "exchanges_settings": {
"*": {
"order_entry": {
"enabled": false
, "streaming": false
},
"mkt_data": {
"enabled": true
, "streaming": true
},
"accounting": {
"enabled": false
, "streaming": false
}
}
, "ALPACA_SNDBX": {
"order_entry": {
"enabled": false
, "streaming": false
},
"mkt_data": {
"enabled": true
, "streaming": true
},
"accounting": {
"enabled": false
, "streaming": false
}
}
, "BNBSPOT": {
"order_entry": {
"enabled": false
, "streaming": false
},
"mkt_data": {
"enabled": true
, "streaming": true
},
"accounting": {
"enabled": false
, "streaming": false
}
}
, "BNBFUT": {
"order_entry": {
"enabled": false
, "streaming": false
},
"mkt_data": {
"enabled": true
, "streaming": true
},
"accounting": {
"enabled": false
, "streaming": false
}
}
"COINBASE_AT": {
"order_entry": {
"enabled": false
, "streaming": false
},
"mkt_data": {
"enabled": true
, "streaming": true
},
"accounting": {
"enabled": false
, "streaming": false
}
}
}
}