progress

data/apps/cvtt_eqt_alpaca.cfg

@@ -6,8 +6,7 @@
     , "redis": @inc=http://${CONFIG_SVC_HOST}:6789/apps/redis
     , "cvttcomm": {
         "type": "redis"
-        # , "redis_settings": "localhost"
+        , "redis_settings": "cvtt-prod-02"
-        , "redis_settings": "cvtt-prod"
     }
 
     , "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

data/apps/md_portal.cfg

@@ -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": {
+    , "md_portal": {
-        "type": "redis"
-        , "redis_settings": "cvtt-prod-02"
-        # , "redis_settings": "cloud17"
-    }
-    "md_portal": {
         "app_channel": "MD_PORTAL"
         , "exchanges_settings": {
             "ALPACA_SNDBX": {

data/apps/redis.cfg

@@ -1,10 +1,5 @@
 {
-    "*": {
+    "localhost": {
-        "url": "redis://localhost"
-        , "read_timeout" : 0.01
-        , "ping_timeout_secs": 2.0
-    }
-    , "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

data/refdata/exchanges.cfg

@@ -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"