.

2024-04-16 16:53:55 +01:00
parent 3aea35f424
commit 4724505fdf
6 changed files with 287 additions and 80 deletions
@@ -10,7 +10,7 @@
        , "redis_settings": "cvtt-prod-02"
    }
    , "session_type": "CALENDAR"
-    , "calendar": {
+    , "calendar_session": {
        "trading_hours_url": [
            "GET"
            , "http://cloud16.cvtt.vpn:8000/api/v1/markets/hours?mic=XNYS&start={start}&end={end}"
@@ -32,41 +32,7 @@
                },
            }
        }
-        , "algos": {
-            "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.BasicTwapAlgo"
-                , "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": {
-                "class": "cvttpy.trading.algos.twap.BasicTwapAlgo"
-                , "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
-                },
-            }
-        }
+        , "algos": @inc=http://${CONFIG_SVC_HOST}:6789/apps/algos
        , "trading_pos_diff_pct_trigger": 10.0
        , "trading_depth": {
            "USD": 1000.0,
@@ -135,34 +101,7 @@
    # --------------------------------------------------------------------
    , "quant": {
        "app_channel": "QUANT"
-        # , "strategy": "CVTT_QST001"
-        # , "strategy": "VWAP001"
-        , "strategy": "DAILY_STOCK_001"
-        , "strategies": {
-            "CVTT_QST001": {
-                "class": "cvttpy.trading.strategies.test_strat.SeesawTestStrategy"
-                , "params": {
-                    "dummy": "dummy"
-                }
-            }
-            , "VWAP001": {
-                "class": "cvttpy.trading.strategies.vwap_strat.VWAP001"
-                , "params": {
-                    "vwap_interval": "1 hour"
-                    , "hist_md_database": {
-                        "class": "cvttpy.tools.db.timescale.tsdb_client.TimescaleDbClient"
-                        , "cred_key":  "TSDB_MD_CVTTDATA_RO"
-                        , "data_type": "OHLCV"
-                    }
-                }
-            }
-            , "DAILY_STOCK_001": {
-                "class": "cvttpy.trading.strategies.daily_stocks_strat.DailyStocksStrategy"
-                , "params": {
-                    "liquidate_at": "15:45" # EDT Time
-                }
-            }
-        }
+        , "strategies": @inc=http://${CONFIG_SVC_HOST}:6789/apps/strategies
        , "exchanges_settings": {
            "*": {
                "mkt_data": {
@@ -170,12 +109,12 @@
                    , "streaming": true
                },
            }
-            , "COINBASE_AT": {
-                "mkt_data": {
-                    "enabled": true
-                    , "streaming": true
-                },
-            }
+            # , "COINBASE_AT": {
+            #     "mkt_data": {
+            #         "enabled": true
+            #         , "streaming": true
+            #     },
+            # }
        }
    }
    # --------------------------------------------------------------------