progress
This commit is contained in:
Cryptoval Trading Technologies
parent
5796504377
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4d12329f0b
57
data/apps/exchange_accounts.cfg
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57
data/apps/exchange_accounts.cfg
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@ -0,0 +1,57 @@
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@var DatabaseHost=cryptoval1.cvtt.vpn
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# @var DatabaseHost=cryptoval1.sheynin.home
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{
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"__DUMMY__": {}
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# ----------------------------- A
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, "ALPACA_PROD01": {
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"exchange": "ALPACA_PROD",
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"credentials_key": "ALPACA_PROD"
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}
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, "ALPACA_SIM": {
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"exchange": "ALPACA_SIM",
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"credentials_key": "ALPACA_PROD"
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}
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, "ALPACA_SNDBX01": {
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"exchange": "ALPACA_SNDBX",
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"credentials_key": "ALPACA_SANDBOX"
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}
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# ---------------------------- B
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, "BITSTAMP_ACCT": {
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"exchange": "BITSTAMP",
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}
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, "BNBSPOT_ACCT": {
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"exchange": "BNBSPOT"
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}
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, "BNBFUT01": {
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"exchange": "BNBFUT"
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}
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, "BNBFUT02": {
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"exchange": "BNBFUT-2"
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}
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, "BNBSPOT_US01": {
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"exchange": "BNBSPOT_US"
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}
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, "COINBASE_PROD01": {
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"exchange": "COINBASE_AT"
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}
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, "COINBASE_SIM": {
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"exchange_id": "COINBASE_SIM"
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}
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# ---------------------------- G
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, "GEMINI01": {
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"exchange": "GEMINI"
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}
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, "GEMINI-SNDBX01": {
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"exchange": "GEMINI-SNDBX"
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}
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# ---------------------------- K
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, "KRAKEN01": {
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"exchange": "KRAKEN"
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}
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# ---------------------------- O
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, "OKX01": {
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"exchange": "OKX"
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}
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}
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@ -2,6 +2,7 @@
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"__DUMMY__": null
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, "exchanges_settings": {
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"COINBASE_AT": {
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"accounting": {
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"enabled": true
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@ -125,112 +125,6 @@
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}
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}
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}
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, "ALPACA_SNDBX-MDPORTAL": {
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# https://docs.alpaca.markets/reference/
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"exchange_id": "ALPACA"
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, "name": "Alpaca Trading"
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, "type": "EQUITY"
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, "cred_key": "ALPACA_SANDBOX"
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, "order_entry": {
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"class": "cvttpy.exchanges.alpaca.oe_client.AlpacaOrderEntryClient"
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, "REST": {
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"submit_order_url": ["POST", "https://paper-api.alpaca.markets/v2/orders"]
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, "orders_url": ["GET", "https://paper-api.alpaca.markets/v2/orders"]
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, "order_status": ["GET", "https://paper-api.alpaca.markets/v2/orders/{order_id}"]
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, "cancel_order_url": ["DELETE", "https://paper-api.alpaca.markets/v2/orders/{order_id}"]
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, "cancel_all_url": ["DELETE", "https://paper-api.alpaca.markets/v2/orders"]
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}
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, "ws_url": ["WSS", "wss://paper-api.alpaca.markets/stream"]
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}
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, "mktdata" : {
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"class": "cvttpy.exchanges.proxies.md_portal_clnt.mkt_data.MktDataPortalFeed"
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, "portal_name": "MD_PORTAL_ALPACA_SNDBX"
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# allow direct REST requests
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, "REST": {
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"hist_md_bars": ["GET", "https://data.alpaca.markets/v2/stocks/bars"]
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, "latest_trade": ["GET", "https://data.alpaca.markets/v2/stocks/{symbol}/trades/latest"]
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, "hist_md_quotes": ["GET", "https://data.alpaca.markets/v2/stocks/quotes"]
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, "hist_md_trades": ["GET", "https://data.alpaca.markets/v2/stocks/trades"]
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}
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}
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, "accounting": {
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"class": "cvttpy.exchanges.alpaca.account.AlpacaAccounting"
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, "REST": {
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"balances_url": ["GET", "https://paper-api.alpaca.markets/v2/positions"]
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, "account_info_url": ["GET", "https://paper-api.alpaca.markets/v2/account"]
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, "trades_url": ["GET", "https://paper-api.alpaca.markets/v2/account/activities/FILL"]
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}
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}
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}
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, "ALPACA-MD-REST-ONLY": {
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# https://docs.alpaca.markets/reference/
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"exchange_id": "ALPACA"
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, "name": "Alpaca Trading"
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, "type": "EQUITY"
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, "cred_key": "ALPACA_SANDBOX"
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, "order_entry": {
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}
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, "mktdata" : {
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"class": "cvttpy.exchanges.alpaca.mkt_data.AlpacaStockFeed"
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, "REST": {
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"hist_md_bars": ["GET", "https://data.alpaca.markets/v2/stocks/bars"]
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, "latest_trade": ["GET", "https://data.alpaca.markets/v2/stocks/{symbol}/trades/latest"]
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, "hist_md_quotes": ["GET", "https://data.alpaca.markets/v2/stocks/quotes"]
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, "hist_md_trades": ["GET", "https://data.alpaca.markets/v2/stocks/trades"]
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}
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}
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, "accounting": {
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}
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}
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, "ALPACA_SNDBX-MDP-03": {
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# https://docs.alpaca.markets/reference/
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"exchange_id": "ALPACA"
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, "name": "Alpaca Trading"
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, "type": "EQUITY"
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, "cred_key": "ALPACA_SANDBOX"
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, "order_entry": {
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"class": "cvttpy.exchanges.alpaca.oe_client.AlpacaOrderEntryClient"
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, "REST": {
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"submit_order_url": ["POST", "https://paper-api.alpaca.markets/v2/orders"]
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, "orders_url": ["GET", "https://paper-api.alpaca.markets/v2/orders"]
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, "order_status": ["GET", "https://paper-api.alpaca.markets/v2/orders/{order_id}"]
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, "cancel_order_url": ["DELETE", "https://paper-api.alpaca.markets/v2/orders/{order_id}"]
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, "cancel_all_url": ["DELETE", "https://paper-api.alpaca.markets/v2/orders"]
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}
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, "ws_url": ["WSS", "wss://paper-api.alpaca.markets/stream"]
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}
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, "mktdata" : {
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"class": "cvttpy.exchanges.proxies.md_portal_clnt.mkt_data.MktDataPortalFeed"
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, "portal_name": "MD_PORTAL_ALPACA_03"
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, "REST": {
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"hist_md_bars": ["GET", "https://data.alpaca.markets/v2/stocks/bars"]
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, "latest_trade": ["GET", "https://data.alpaca.markets/v2/stocks/{symbol}/trades/latest"]
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, "hist_md_quotes": ["GET", "https://data.alpaca.markets/v2/stocks/quotes"]
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, "hist_md_trades": ["GET", "https://data.alpaca.markets/v2/stocks/trades"]
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}
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}
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, "accounting": {
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"class": "cvttpy.exchanges.alpaca.account.AlpacaAccounting"
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, "REST": {
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"balances_url": ["GET", "https://paper-api.alpaca.markets/v2/positions"]
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, "account_info_url": ["GET", "https://paper-api.alpaca.markets/v2/account"]
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, "trades_url": ["GET", "https://paper-api.alpaca.markets/v2/account/activities/FILL"]
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}
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}
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}
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# ---------------------------- B
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, "BITSTAMP": {
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"exchange_id": "BITSTAMP"
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@ -298,16 +192,6 @@
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}
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}
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, "BNBFUT-BT-FEED": {
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"exchange_id": "BNBFUT"
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, "name": "Binance Futures USD-M"
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, "type": "FUTURES"
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, "mktdata" : {
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"class": "cvttpy.exchanges.book_top_feed.mkt_data.BookTopFeedClient"
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, "mmap_file": "/tmp/BNBFUT.MD.dat"
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}
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}
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, "BNBSPOT_US": {
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"exchange_id": "BNBSPOT_US"
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, "name": "Binance.US"
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@ -361,38 +245,6 @@
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, "ws_url": ["WSS", "wss://ws-feed.exchange.coinbase.com"]
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}
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}
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, "COINBASE_AT-MDPORTAL": {
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"exchange_id": "COINBASE"
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, "name": "Coinbase Advanced Trade"
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, "type": "SPOT"
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, "order_entry": {
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"class": "cvttpy.exchanges.coinbase.spot.oe_client.CoinbaseSpotOEClient"
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, "REST": {
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"open_orders_url": ["GET", "https://api.coinbase.com/api/v3/brokerage/orders/historical/batch"]
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, "submit_order_url": ["POST", "https://api.coinbase.com/api/v3/brokerage/orders"]
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, "cancel_order_url": ["POST", "https://api.coinbase.com/api/v3/brokerage/orders/batch_cancel"]
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},
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"ws_url": ["WSS", "wss://advanced-trade-ws.coinbase.com"]
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}
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, "accounting": {
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"class": "cvttpy.exchanges.coinbase.spot.account.CoinbaseSpotAccounting"
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, "REST": {
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"balances_url": ["GET", "https://api.coinbase.com/api/v3/brokerage/accounts"]
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, "get_trades_url": ["GET", "https://api.coinbase.com/api/v3/brokerage/orders/historical/fills"]
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, "get_transactions_url": ["GET", "https://api.coinbase.com/api/v3/brokerage/transaction_summary"]
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}
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}
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, "mktdata" : {
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"class": "cvttpy.exchanges.proxies.md_portal_clnt.mkt_data.MktDataPortalFeed"
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, "portal_name": "MD_PORTAL_COINBS_01"
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}
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}
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, "COINBASE_SIM": {
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"exchange_id": "COINBASE"
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, "name": "Coinbase Advanced Trade (Simulation)"
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@ -504,48 +356,6 @@
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, "REST": {}
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}
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}
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# ---------------------------- M
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, "MD_PORTAL_ALPACA_SNDBX": {
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"exchange_id": "MD_PORTAL"
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, "name": "MD Portal (proxy)"
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, "type": "PROXY"
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, "mktdata" : {
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"class": "cvttpy.exchanges.proxies.md_portal_clnt.mkt_data.MktDataPortalFeed"
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, "comm_settings": "/comm/pubsub/redis/cvtt-prod-eqty-01"
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, "channel_prefix": "MD_ALPACA_SNDBX"
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}
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}
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# , "MD_GATEWAY": {
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# "exchange_id": "MD_GATEWAY"
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# , "name": "MD Portal (proxy)"
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# , "type": "PROXY"
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# , "mktdata" : {
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# "class": "cvttpy.exchanges.proxies.md_gateway_clnt.mkt_data.MktDataGatewayFeed"
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# }
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# }
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, "MD_PORTAL_ALPACA_03": {
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"exchange_id": "MD_PORTAL"
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, "name": "MD Portal (proxy)"
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, "type": "PROXY"
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, "mktdata" : {
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"class": "cvttpy.exchanges.proxies.md_portal_clnt.mkt_data.MktDataPortalFeed"
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, "comm_settings": "/comm/pubsub/redis/cvtt-prod-03"
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, "channel_prefix": "MD_ALPACA_03"
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}
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}
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# , "MARKET_SIMULATOR": {
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# "exchange_id": "MARKET_SIMULATOR"
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# , "name": "Market Simulator"
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# , "type": "SIM"
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# , "mktdata" : {
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# "class": "cvttpy.exchanges.mkt_simulator.md_client.MktSimMdClientFeed"
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# "ws_url": ["WS", "ws://localhost:8080/ws"]
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# }
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# }
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# ---------------------------- O
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, "OKX": {
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"exchange_id": "OKX"
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@ -564,3 +374,192 @@
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}
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}
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# , "BNBFUT-BT-FEED": {
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# "exchange_id": "BNBFUT"
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# , "name": "Binance Futures USD-M"
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# , "type": "FUTURES"
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# , "mktdata" : {
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# "class": "cvttpy.exchanges.book_top_feed.mkt_data.BookTopFeedClient"
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# , "mmap_file": "/tmp/BNBFUT.MD.dat"
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# }
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# }
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# , "COINBASE_AT-MDPORTAL": {
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# "exchange_id": "COINBASE"
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# , "name": "Coinbase Advanced Trade"
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# , "type": "SPOT"
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# , "order_entry": {
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# "class": "cvttpy.exchanges.coinbase.spot.oe_client.CoinbaseSpotOEClient"
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# , "REST": {
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# "open_orders_url": ["GET", "https://api.coinbase.com/api/v3/brokerage/orders/historical/batch"]
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# , "submit_order_url": ["POST", "https://api.coinbase.com/api/v3/brokerage/orders"]
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# , "cancel_order_url": ["POST", "https://api.coinbase.com/api/v3/brokerage/orders/batch_cancel"]
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# },
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# "ws_url": ["WSS", "wss://advanced-trade-ws.coinbase.com"]
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# }
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# , "accounting": {
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# "class": "cvttpy.exchanges.coinbase.spot.account.CoinbaseSpotAccounting"
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# , "REST": {
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# "balances_url": ["GET", "https://api.coinbase.com/api/v3/brokerage/accounts"]
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# , "get_trades_url": ["GET", "https://api.coinbase.com/api/v3/brokerage/orders/historical/fills"]
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# , "get_transactions_url": ["GET", "https://api.coinbase.com/api/v3/brokerage/transaction_summary"]
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# }
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# }
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# , "mktdata" : {
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# "class": "cvttpy.exchanges.proxies.md_portal_clnt.mkt_data.MktDataPortalFeed"
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# , "portal_name": "MD_PORTAL_COINBS_01"
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# }
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# }
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# , "ALPACA_SNDBX-MDPORTAL": {
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# # https://docs.alpaca.markets/reference/
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# "exchange_id": "ALPACA"
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# , "name": "Alpaca Trading"
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# , "type": "EQUITY"
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# , "cred_key": "ALPACA_SANDBOX"
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# , "order_entry": {
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# "class": "cvttpy.exchanges.alpaca.oe_client.AlpacaOrderEntryClient"
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||||
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# , "REST": {
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# "submit_order_url": ["POST", "https://paper-api.alpaca.markets/v2/orders"]
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# , "orders_url": ["GET", "https://paper-api.alpaca.markets/v2/orders"]
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# , "order_status": ["GET", "https://paper-api.alpaca.markets/v2/orders/{order_id}"]
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# , "cancel_order_url": ["DELETE", "https://paper-api.alpaca.markets/v2/orders/{order_id}"]
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# , "cancel_all_url": ["DELETE", "https://paper-api.alpaca.markets/v2/orders"]
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# }
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||||
# , "ws_url": ["WSS", "wss://paper-api.alpaca.markets/stream"]
|
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# }
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||||
# , "mktdata" : {
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||||
# "class": "cvttpy.exchanges.proxies.md_portal_clnt.mkt_data.MktDataPortalFeed"
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||||
# , "portal_name": "MD_PORTAL_ALPACA_SNDBX"
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# # allow direct REST requests
|
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# , "REST": {
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# "hist_md_bars": ["GET", "https://data.alpaca.markets/v2/stocks/bars"]
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# , "latest_trade": ["GET", "https://data.alpaca.markets/v2/stocks/{symbol}/trades/latest"]
|
||||
# , "hist_md_quotes": ["GET", "https://data.alpaca.markets/v2/stocks/quotes"]
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||||
# , "hist_md_trades": ["GET", "https://data.alpaca.markets/v2/stocks/trades"]
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# }
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||||
# }
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||||
# , "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"]
|
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# , "trades_url": ["GET", "https://paper-api.alpaca.markets/v2/account/activities/FILL"]
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# }
|
||||
# }
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||||
# }
|
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# , "ALPACA-MD-REST-ONLY": {
|
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# # https://docs.alpaca.markets/reference/
|
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# "exchange_id": "ALPACA"
|
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# , "name": "Alpaca Trading"
|
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# , "type": "EQUITY"
|
||||
|
||||
# , "cred_key": "ALPACA_SANDBOX"
|
||||
|
||||
# , "order_entry": {
|
||||
# }
|
||||
# , "mktdata" : {
|
||||
# "class": "cvttpy.exchanges.alpaca.mkt_data.AlpacaStockFeed"
|
||||
|
||||
# , "REST": {
|
||||
# "hist_md_bars": ["GET", "https://data.alpaca.markets/v2/stocks/bars"]
|
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# , "latest_trade": ["GET", "https://data.alpaca.markets/v2/stocks/{symbol}/trades/latest"]
|
||||
# , "hist_md_quotes": ["GET", "https://data.alpaca.markets/v2/stocks/quotes"]
|
||||
# , "hist_md_trades": ["GET", "https://data.alpaca.markets/v2/stocks/trades"]
|
||||
# }
|
||||
# }
|
||||
# , "accounting": {
|
||||
# }
|
||||
# }
|
||||
# , "ALPACA_SNDBX-MDP-03": {
|
||||
# # https://docs.alpaca.markets/reference/
|
||||
# "exchange_id": "ALPACA"
|
||||
# , "name": "Alpaca Trading"
|
||||
# , "type": "EQUITY"
|
||||
|
||||
# , "cred_key": "ALPACA_SANDBOX"
|
||||
|
||||
# , "order_entry": {
|
||||
# "class": "cvttpy.exchanges.alpaca.oe_client.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"
|
||||
# , "portal_name": "MD_PORTAL_ALPACA_03"
|
||||
|
||||
# , "REST": {
|
||||
# "hist_md_bars": ["GET", "https://data.alpaca.markets/v2/stocks/bars"]
|
||||
# , "latest_trade": ["GET", "https://data.alpaca.markets/v2/stocks/{symbol}/trades/latest"]
|
||||
# , "hist_md_quotes": ["GET", "https://data.alpaca.markets/v2/stocks/quotes"]
|
||||
# , "hist_md_trades": ["GET", "https://data.alpaca.markets/v2/stocks/trades"]
|
||||
# }
|
||||
# }
|
||||
# , "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"]
|
||||
# }
|
||||
# }
|
||||
# }
|
||||
# ---------------------------- M
|
||||
# , "MD_PORTAL_ALPACA_SNDBX": {
|
||||
# "exchange_id": "MD_PORTAL"
|
||||
# , "name": "MD Portal (proxy)"
|
||||
# , "type": "PROXY"
|
||||
|
||||
# , "mktdata" : {
|
||||
# "class": "cvttpy.exchanges.proxies.md_portal_clnt.mkt_data.MktDataPortalFeed"
|
||||
# , "comm_settings": "/comm/pubsub/redis/cvtt-prod-eqty-01"
|
||||
# , "channel_prefix": "MD_ALPACA_SNDBX"
|
||||
# }
|
||||
# }
|
||||
# , "MD_GATEWAY": {
|
||||
# "exchange_id": "MD_GATEWAY"
|
||||
# , "name": "MD Portal (proxy)"
|
||||
# , "type": "PROXY"
|
||||
|
||||
# , "mktdata" : {
|
||||
# "class": "cvttpy.exchanges.proxies.md_gateway_clnt.mkt_data.MktDataGatewayFeed"
|
||||
# }
|
||||
# }
|
||||
# , "MD_PORTAL_ALPACA_03": {
|
||||
# "exchange_id": "MD_PORTAL"
|
||||
# , "name": "MD Portal (proxy)"
|
||||
# , "type": "PROXY"
|
||||
|
||||
# , "mktdata" : {
|
||||
# "class": "cvttpy.exchanges.proxies.md_portal_clnt.mkt_data.MktDataPortalFeed"
|
||||
# , "comm_settings": "/comm/pubsub/redis/cvtt-prod-03"
|
||||
# , "channel_prefix": "MD_ALPACA_03"
|
||||
# }
|
||||
# }
|
||||
# , "MARKET_SIMULATOR": {
|
||||
# "exchange_id": "MARKET_SIMULATOR"
|
||||
# , "name": "Market Simulator"
|
||||
# , "type": "SIM"
|
||||
|
||||
# , "mktdata" : {
|
||||
# "class": "cvttpy.exchanges.mkt_simulator.md_client.MktSimMdClientFeed"
|
||||
# "ws_url": ["WS", "ws://localhost:8080/ws"]
|
||||
# }
|
||||
# }
|
||||
|
||||
Loading…
x
Reference in New Issue
Block a user