progress

.vscode/settings.json

@@ -0,0 +1,3 @@
+{
+    "workbench.colorTheme": "Noctis Bordo"
+}

data/apps/cvtt_prod.cfg

@@ -11,54 +11,8 @@
     }
 
     , "books": {
-        "CVTT_BK01": {}
+        "ALPACA_BK02": {}
     }
-    # , "backtest": {
-    #     "exchanges_settings": {
-    #         "*": {
-    #             "mkt_data": {
-    #                 "enabled": true
-    #                 , "streaming": true
-    #             }
-    #             ,"order_entry": {
-    #                 "enabled": true
-    #                 , "streaming": true
-    #             }
-    #             ,"accounting": {
-    #                 "enabled": true
-    #                 , "streaming": false
-    #             }
-    #         }
-    #     }
-    #     , "source": {
-    #         "database": {
-    #             "class": "cvttpy.tools.db.timescale.tsdb_client.TimescaleDbClient"
-    #             , "credentials_key": "TSDB_MD_CVTTDATA_RO"
-    #         }
-    #         # , "interval": "4 hours"
-    #         , "interval": "3 hours"
-    #         , "from_time": "2023-12-28 03:00:00"
-    #     }
-    #     , "initial_positions": {
-    #         "COINBASE": {
-    #             "BTC": 0
-    #             , "USD": 1000.0
-    #         }
-    #     }
-    #     , "simulation": {
-    #         "speed_factor": 0.0
-    #     }
-    #     , "execution": {
-    #         "top_only": true
-    #         ,"min_order_age_sec": 0.1
-    #         , "pricing_method": "BY_MKT_TRD_PRICE_BY_ORDER"
-    #         # , "presubscribe_md_types": ["BOOK_TOP", "TRADES"]
-    #     }
-    #     , "result": {
-    #         "repository": "${ResultPath}/backtest_results.json"
-    #         , "db_file": "${ResultPath}/%T.backtest.db"
-    #     }
-    # }
     # --------------------------------------------------------------------
     , "trader": {
         "app_channel": "TRDR"    active_exchanges_: str
@@ -107,6 +61,24 @@
                     , "trade": "COINBASE_ADV_TRD"
                 }
             }
+            "ALPACA_SNDBX": {
+                "order_entry": {
+                    "enabled": true
+                    , "streaming": true
+                },
+                "mkt_data": {
+                    "enabled": false
+                    , "streaming": false
+                },
+                "accounting": {
+                    "enabled": false
+                    , "streaming": false
+                }
+                , "credentials_key": {
+                    "read_only": "ALPACA_SANDBOX"
+                    , "trade": "ALPACA_SANDBOX"
+                }
+            }
         }
     }
     # --------------------------------------------------------------------
@@ -176,6 +148,20 @@
                     , "read_only": "COINBASE_ADV_RO"
                 }
             }
+            , "ALPACA_SNDBX": {
+                "mkt_data": {
+                    "enabled": true
+                    , "streaming": true
+                },
+                "accounting": {
+                    "enabled": true
+                    , "streaming": false
+                }
+                , "credentials_key": {
+                    "trade": "ALPACA_SANDBOX"
+                    , "read_only": "ALPACA_SANDBOX"
+                }
+            }
         }
     }
     , "trading_recorder": {

data/apps/md_portal.cfg

@@ -0,0 +1,75 @@
+@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": {
+        "app_channel": "MD_PORTAL"
+        , "exchanges_settings": {
+            "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
+                }
+            }
+        }
+    }
+}
+

data/apps/md_recorder.cfg

@@ -1,7 +1,14 @@
 @var CONFIG_SVC_HOST=cloud16.cvtt.vpn
 
 {
-    "md_recorder": {
+    "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_recorder": {
         "db": {
             "class": "cvttpy.tools.db.timescale.tsdb_client.TimescaleDbClient"
         }
@@ -59,8 +66,6 @@
     }
 
     # ----------------------------------
-    , "refdata": @inc=http://${CONFIG_SVC_HOST}:6789/refdata/refdata
-    , "redis": @inc=http://${CONFIG_SVC_HOST}:6789/apps/redis
     , "exchanges_settings": {
         "ALPACA_SNDBX": {
             "order_entry": {

data/apps/redis.cfg

@@ -24,4 +24,9 @@
         , "read_timeout" : 0.01
         , "ping_timeout_secs": 2.0
     }
+    , "cvtt-prod-02": {
+        "url": "redis://cvtt-prod-02.cvtt.vpn"
+        , "read_timeout" : 0.01
+        , "ping_timeout_secs": 2.0
+    }
 }

data/apps/tests/listen_market_data.cfg

@@ -1,4 +1,3 @@
-@var CONFIG_DIR=/home/oleg/develop/cvtt2/cvttpy/config_examples
 @var CONFIG_SVC_HOST=cloud16.cvtt.vpn
 {
 
@@ -10,6 +9,13 @@
             },
         }
     }
+    , "cvttcomm": {
+        "type": "redis"
+        , "redis_settings": "localhost"
+    }
+    , "md_portal": {
+        "app_channel": "MD_PORTAL"
+    }
     , "refdata": @inc=http://${CONFIG_SVC_HOST}:6789/refdata/refdata
     , "redis": @inc=http://${CONFIG_SVC_HOST}:6789/apps/redis
 }

data/apps/tests/listen_market_data_prod.cfg

@@ -0,0 +1,22 @@
+@var CONFIG_SVC_HOST=cloud16.cvtt.vpn
+{
+
+    "exchanges_settings": {
+        "*": {
+            "mkt_data": {
+                "enabled": true
+                , "streaming": true
+            },
+        }
+    }
+    , "cvttcomm": {
+        "type": "redis"
+        , "redis_settings": "cvtt-prod-02"
+    }
+    , "md_portal": {
+        "app_channel": "MD_PORTAL"
+    }
+    , "refdata": @inc=http://${CONFIG_SVC_HOST}:6789/refdata/refdata
+    , "redis": @inc=http://${CONFIG_SVC_HOST}:6789/apps/redis
+}
+

data/apps/tests/send_order_cvtt.cfg

@@ -1,9 +1,23 @@
+@var CVTT_CONFIG_HOST=cloud16.cvtt.vpn
 {
-    "refdata": @inc=http://cloud11.cvtt.vpn:6789/refdata/refdata
+    "refdata": @inc=http://${CVTT_CONFIG_HOST}:6789/refdata/refdata
-    , "redis": @inc=http://cloud11.cvtt.vpn:6789/apps/redis
+    , "redis": @inc=http://${CVTT_CONFIG_HOST}:6789/apps/redis
-    , "cvttcomm": @inc=http://cloud11.cvtt.vpn:6789/apps/cvttcomm
 
+    , "cvttcomm": {
+        "type": "redis"
+        # , "redis_settings": "localhost"
+        , "redis_settings": "cvtt-prod"
+    }
+    , "executor": {
+        "app_channel": "EXEC"
+    }
     , "exchanges_settings": {
+        "CVTT": {
+            "order_entry": {
+                "enabled": true
+                , "streaming": true
+            }
+        }
         "CVTT_COINBASE": {
             "order_entry": {
                 "enabled": true

data/refdata/exchange_instruments.cfg

@@ -7,10 +7,10 @@
             #     "md_symbol": "AAPL",
             #     "trade_symbol": "AAPL"
             # }
-            "STOCK-IBM": {
+            # "STOCK-IBM": {
-                "md_symbol": "IBM",
+            #     "md_symbol": "IBM",
-                "trade_symbol": "IBM"
+            #     "trade_symbol": "IBM"
-            }
+            # }
         }
     }
     , "BNBSPOT": {

data/refdata/exchanges.cfg

@@ -122,6 +122,21 @@
         }
     }
     # ---------------------- C
+    , "CVTT": {
+        "exchange_id":          "CVTT"
+        , "name":               "CVTT Executor (proxy)"
+        , "type":               "PROXY"
+
+        , "order_entry": {
+            "class":  "cvttpy.exchanges.proxies.cvtt.connector.CvttExecutorClient"
+
+        }
+        , "accounting": {
+            "class":  "cvttpy.exchanges.proxies.cvtt.connector.CvttExecutorClient"
+        }
+        ,"listen_channel_prefix": "CVTT_CLNT"
+        # , "executor_channel": "EXEC"
+    }
     , "CVTT_COINBASE": {
         "exchange_id":          "CVTT_COINBS"
         , "name":               "CVTT Trader (proxy)"
@@ -239,5 +254,14 @@
 
         }
     }
+    , "MD_PORTAL": {
+        "exchange_id":          "MD_PORTAL"
+        , "name":               "MD Portal (proxy)"
+        , "type":               "PROXY"
+
+        , "mktdata" : {
+            "class":           "cvttpy.exchanges.proxies.md_portal_clnt.mkt_data.MktDataPortalFeed"
+        }
+    }
 }
 

data/refdata/instruments.cfg

@@ -67,7 +67,7 @@
         "base_asset": "BTC",
         "quote_asset": "USD",
         "quantity_precision": "0.00000001",
-        "price_tick": 0.1
+        "price_tick": 0.01
     },
     "PAIR-BTC-USDT": {
         "base_asset": "BTC",