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Cryptoval Trading Technologies 2024-03-01 18:56:39 +00:00
parent 58c1a5c7bd
commit 3d5cdaa0f0
4 changed files with 70 additions and 32 deletions
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21
data/apps/cvtt_prod.cfg → data/apps/cvtt_eqt_alpaca.cfg
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@ -6,8 +6,7 @@
, "redis": @inc=http://${CONFIG_SVC_HOST}:6789/apps/redis
, "cvttcomm": {
"type": "redis"
# , "redis_settings": "localhost"
, "redis_settings": "cvtt-prod"
, "redis_settings": "cvtt-prod-02"
}
, "books": {
@ -20,7 +19,7 @@
, "is_short_allowed": false
, "algo": "TRDALGO_001"
, "exchanges_settings": {
"COINBASE_AT": {
"*": {
"mkt_data": {
"enabled": true
, "streaming": true
@ -134,21 +133,7 @@
}
, "publish_value_interval": 10.0
, "exchanges_settings": {
"COINBASE_AT": {
"mkt_data": {
"enabled": true
, "streaming": true
},
"accounting": {
"enabled": true
, "streaming": false
}
, "credentials_key": {
"trade": "COINBASE_ADV"
, "read_only": "COINBASE_ADV_RO"
}
}
, "ALPACA_SNDBX": {
"*": {
"mkt_data": {
"enabled": true
, "streaming": true

8
data/apps/md_portal.cfg
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@ -1,16 +1,10 @@
@var CONFIG_SVC_HOST=cloud16.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": "cvtt-prod-02"
# , "redis_settings": "cloud17"
}
"md_portal": {
, "md_portal": {
"app_channel": "MD_PORTAL"
, "exchanges_settings": {
"ALPACA_SNDBX": {

9
data/apps/redis.cfg
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@ -1,10 +1,5 @@
{
"*": {
"url": "redis://localhost"
, "read_timeout" : 0.01
, "ping_timeout_secs": 2.0
}
, "localhost": {
"localhost": {
"url": "redis://localhost"
, "read_timeout" : 0.01
, "ping_timeout_secs": 2.0
@ -19,7 +14,7 @@
, "read_timeout" : 0.01
, "ping_timeout_secs": 2.0
}
, "cvtt-prod": {
, "cvtt-prod-01": {
"url": "redis://cvtt-prod-01.cvtt.vpn"
, "read_timeout" : 0.01
, "ping_timeout_secs": 2.0

64
data/refdata/exchanges.cfg
View File

@ -42,6 +42,39 @@
}
}
}
, "ALPACA_SNDBX-MDPORTAL": {
# https://docs.alpaca.markets/reference/
"exchange_id": "ALPACA"
, "name": "Alpaca Trading"
, "type": "EQUITY"
, "cred_key": "ALPACA_SANDBOX"
, "order_entry": {
"class": "cvttpy.exchanges.alpaca.connector.AlpacaOrderEntryClient"
, "REST": {
"submit_order_url": ["POST", "https://paper-api.alpaca.markets/v2/orders"]
, "orders_url": ["GET", "https://paper-api.alpaca.markets/v2/orders"]
, "order_status": ["GET", "https://paper-api.alpaca.markets/v2/orders/{order_id}"]
, "cancel_order_url": ["DELETE", "https://paper-api.alpaca.markets/v2/orders/{order_id}"]
, "cancel_all_url": ["DELETE", "https://paper-api.alpaca.markets/v2/orders"]
}
, "ws_url": ["WSS", "wss://paper-api.alpaca.markets/stream"]
}
, "mktdata" : {
"class": "cvttpy.exchanges.proxies.md_portal_clnt.mkt_data.MktDataPortalFeed"
}
, "accounting": {
"class": "cvttpy.exchanges.alpaca.account.AlpacaAccounting"
, "REST": {
"balances_url": ["GET", "https://paper-api.alpaca.markets/v2/positions"]
, "account_info_url": ["GET", "https://paper-api.alpaca.markets/v2/account"]
, "trades_url": ["GET", "https://paper-api.alpaca.markets/v2/account/activities/FILL"]
}
}
}
# ---------------------- B
, "BNBSPOT": {
"exchange_id": "BNBSPOT"
@ -200,6 +233,37 @@
, "ws_url": ["WSS", "wss://ws-feed.pro.coinbase.com"]
}
}
, "COINBASE_AT-MDPORTAL": {
"exchange_id": "COINBASE"
, "name": "Coinbase Advanced Trade"
, "type": "SPOT"
, "order_entry": {
"class": "cvttpy.exchanges.coinbase.spot.connector.CoinbaseSpotRestExchConnector"
, "REST": {
"open_orders_url": ["GET", "https://api.coinbase.com/api/v3/brokerage/orders/historical/batch"]
, "submit_order_url": ["POST", "https://api.coinbase.com/api/v3/brokerage/orders"]
, "cancel_order_url": ["POST", "https://api.coinbase.com/api/v3/brokerage/orders/batch_cancel"]
},
"ws_url": ["WSS", "wss://advanced-trade-ws.coinbase.com"]
}
, "accounting": {
"class": "cvttpy.exchanges.coinbase.spot.account.CoinbaseSpotAccounting"
, "REST": {
"balances_url": ["GET", "https://api.coinbase.com/api/v3/brokerage/accounts"]
, "get_trades_url": ["GET", "https://api.coinbase.com/api/v3/brokerage/orders/historical/fills"]
, "get_transactions_url": ["GET", "https://api.coinbase.com/api/v3/brokerage/transaction_summary"]
}
}
, "mktdata" : {
"class": "cvttpy.exchanges.proxies.md_portal_clnt.mkt_data.MktDataPortalFeed"
}
}
, "BACKTEST_001": {
"exchange_id": "COINBASE"
, "name": "Coinbase Backtest"