using env for CONFIG_SERVICE

This commit is contained in:
Cryptoval Trading Technologies 2025-01-24 04:23:56 +00:00
parent 50dee15642
commit 5e7cf812aa
31 changed files with 104 additions and 99 deletions

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@ -4,6 +4,7 @@
"docker_dev_path": "market_data/alpaca_hbar", "docker_dev_path": "market_data/alpaca_hbar",
"based_on_project": "cvtt-rust" "based_on_project": "cvtt-rust"
# "additional_projects": [] # "additional_projects": []
# "test_script": "alpacka_hbar_test.sh"
} }
, "Alpaca QAT Loader": { , "Alpaca QAT Loader": {
"image_name": "alpaca_qat", "image_name": "alpaca_qat",

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@ -1,7 +1,6 @@
@var CONFIG_SERVICE=cloud23.cvtt.vpn:6789
{ {
"refdata": @inc=http://${CONFIG_SERVICE}/refdata/refdata "refdata": @inc=http://@env{CONFIG_SERVICE}/refdata/refdata
, "comm": @inc=http://${CONFIG_SERVICE}/apps/common/comm , "comm": @inc=http://@env{CONFIG_SERVICE}/apps/common/comm
, "exchanges_settings": { , "exchanges_settings": {
"COINBASE_AT": { "COINBASE_AT": {
"order_entry": { "order_entry": {

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@ -1,5 +1,4 @@
@var WINDOW_SIZE_SEC=2592000 # 30 days @var WINDOW_SIZE_SEC=2592000 # 30 days
@var CONFIG_SERVICE=cloud23.cvtt.vpn:6789
{ {
"md_recorder": { "md_recorder": {
"db": { "db": {
@ -68,7 +67,7 @@
} }
# ---------------------------------- # ----------------------------------
, "refdata": @inc=http://${CONFIG_SERVICE}/refdata/refdata , "refdata": @inc=http://@env{CONFIG_SERVICE}/refdata/refdata
, "exchanges_settings": { , "exchanges_settings": {
"COINBASE_AT": { "COINBASE_AT": {
"order_entry": { "order_entry": {

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@ -1,8 +1,7 @@
@var CONFIG_SERVICE=cloud23.cvtt.vpn:6789
{ {
"refdata": @inc=http://${CONFIG_SERVICE}/refdata/refdata "refdata": @inc=http://@env{CONFIG_SERVICE}/refdata/refdata
, "comm": @inc=http://${CONFIG_SERVICE}/apps/common/comm , "comm": @inc=http://@env{CONFIG_SERVICE}/apps/common/comm
, "quant": { , "quant": {
"books": { "books": {
"CVTT_BK01": {} "CVTT_BK01": {}

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@ -1,7 +1,6 @@
@var CONFIG_SERVICE=cloud23.cvtt.vpn:6789
{ {
"refdata": @inc=http://${CONFIG_SERVICE}/refdata/refdata "refdata": @inc=http://@env{CONFIG_SERVICE}/refdata/refdata
, "comm": @inc=http://${CONFIG_SERVICE}/apps/common/comm , "comm": @inc=http://@env{CONFIG_SERVICE}/apps/common/comm
, "risk_manager": { , "risk_manager": {
"book": "CVTT_BK01" "book": "CVTT_BK01"
, "database": { , "database": {

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@ -1,7 +1,6 @@
@var CONFIG_SERVICE=cloud23.cvtt.vpn:6789
{ {
"refdata": @inc=http://${CONFIG_SERVICE}/refdata/refdata "refdata": @inc=http://@env{CONFIG_SERVICE}/refdata/refdata
, "comm": @inc=http://${CONFIG_SERVICE}/apps/common/comm , "comm": @inc=http://@env{CONFIG_SERVICE}/apps/common/comm
, "exchanges_settings": { , "exchanges_settings": {
"COINBASE_AT": { "COINBASE_AT": {
"mkt_data": { "mkt_data": {

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@ -1,10 +1,9 @@
@var CONFIG_SERVICE=cloud23.cvtt.vpn:6789
@var ResultPath=/tmp @var ResultPath=/tmp
@var SourcePath=/home/oleg/develop/cvtt2/tmp @var SourcePath=/home/oleg/develop/cvtt2/tmp
{ {
"refdata": @inc=http://${CONFIG_SERVICE}/refdata/refdata "refdata": @inc=http://@env{CONFIG_SERVICE}/refdata/refdata
, "comm": @inc=http://${CONFIG_SERVICE}/apps/common/comm , "comm": @inc=http://@env{CONFIG_SERVICE}/apps/common/comm
, "algos": @inc=http://${CONFIG_SERVICE}/apps/common/algos , "algos": @inc=http://@env{CONFIG_SERVICE}/apps/common/algos
, "session_type": "CALENDAR" , "session_type": "CALENDAR"
, "calendar_session": { , "calendar_session": {

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@ -0,0 +1,32 @@
{
"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_source": {
"loader_class": "cvttpy.research.time_series.loaders.tsdb_loader.TsMdLoader"
, "credentials_key": "TSDB_MD_CVTTDATA_RO"
, "interval": "2 hours"
#, "from_time" is calculated
}
}
}
, "DAILY_STOCK_001": {
"class": "cvttpy.trading.strategies.daily_stocks_strat.DailyStocksStrategy"
, "params": {
"liquidate_at": "15:45" # EDT Time
}
}
, "MAN-TPOS-BY-REDIS": {
"class": "cvttpy.trading.strategies.manual_strat.TgtPosByRedisStrategy"
, "params": {
"redis_subject": "MAN_TGT_POS"
}
}
}

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@ -0,0 +1,6 @@
{
"TimescaleMktDataLoader" : {
"loader_class": "cvttpy.research.time_series.loaders.tsdb_loader.TsMdLoader",
"credentials_key": "TSDB_MD_CVTTDATA_RO"
}
}

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@ -1,4 +1,5 @@
{ {
"hist_md_loaders": @inc=http:://@env{CONFIG_SERVER}/apps/common/hist_md_loaders
"CVTT_QST001": { "CVTT_QST001": {
"class": "cvttpy.trading.strategies.test_strat.SeesawTestStrategy" "class": "cvttpy.trading.strategies.test_strat.SeesawTestStrategy"
, "params": { , "params": {
@ -7,11 +8,10 @@
} }
, "VWAP001": { , "VWAP001": {
"class": "cvttpy.trading.strategies.vwap_strat.VWAP001" "class": "cvttpy.trading.strategies.vwap_strat.VWAP001"
, "params": { , "default_params": {
"vwap_interval": "1 hour" "vwap_interval": "1 hour"
, "hist_md_source": { , "hist_md_source": {
"loader_class": "cvttpy.research.time_series.loaders.tsdb_loader.TsMdLoader" "loader": "TimescaleMktDataLoader"
, "credentials_key": "TSDB_MD_CVTTDATA_RO"
, "interval": "2 hours" , "interval": "2 hours"
#, "from_time" is calculated #, "from_time" is calculated
} }

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@ -1,9 +1,8 @@
@var CONFIG_SERVICE=cloud23.cvtt.vpn:6789
@var ResultPath=/tmp @var ResultPath=/tmp
{ {
"refdata": @inc=http://${CONFIG_SERVICE}/refdata/refdata "refdata": @inc=http://@env{CONFIG_SERVICE}/refdata/refdata
, "comm": @inc=http://${CONFIG_SERVICE}/apps/common/comm , "comm": @inc=http://@env{CONFIG_SERVICE}/apps/common/comm
, "comm_settings": "/comm/pubsub/redis/cloud17" , "comm_settings": "/comm/pubsub/redis/cloud17"
# , "cvttcomm": { # , "cvttcomm": {
# "type": "redis" # "type": "redis"
@ -180,7 +179,7 @@
# -------------------------------------------------------------------- # --------------------------------------------------------------------
, "quant": { , "quant": {
"app_channel": "QUANT" "app_channel": "QUANT"
, "strategies": @inc=http://${CONFIG_SERVICE}/apps/common/strategies , "strategies": @inc=http://@env{CONFIG_SERVICE}/apps/common/strategies
, "exchanges_settings": { , "exchanges_settings": {
"COINBASE_AT": { "COINBASE_AT": {
"mkt_data": { "mkt_data": {

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@ -1,9 +1,8 @@
@var CONFIG_SERVICE=cloud23.cvtt.vpn:6789
@var ResultPath=/tmp @var ResultPath=/tmp
{ {
"refdata": @inc=http://${CONFIG_SERVICE}/refdata/refdata "refdata": @inc=http://@env{CONFIG_SERVICE}/refdata/refdata
, "comm": @inc=http://${CONFIG_SERVICE}/apps/common/comm , "comm": @inc=http://@env{CONFIG_SERVICE}/apps/common/comm
, "comm_settings": "/comm/pubsub/redis/cloud17" , "comm_settings": "/comm/pubsub/redis/cloud17"
# , "cvttcomm": { # , "cvttcomm": {
# "type": "redis" # "type": "redis"
@ -108,7 +107,7 @@
}, },
} }
} }
, "algos": @inc=http://${CONFIG_SERVICE}/apps/common/algos , "algos": @inc=http://@env{CONFIG_SERVICE}/apps/common/algos
, "trading_pos_diff_pct_trigger": 10.0 , "trading_pos_diff_pct_trigger": 10.0
, "trading_depth": { , "trading_depth": {
"BTC": 0.001 "BTC": 0.001
@ -143,7 +142,7 @@
, "quant": { , "quant": {
"app_channel": "QUANT" "app_channel": "QUANT"
, "strategies": @inc=http://${CONFIG_SERVICE}/apps/common/strategies , "strategies": @inc=http://@env{CONFIG_SERVICE}/apps/common/strategies
, "exchanges_settings": { , "exchanges_settings": {
"COINBASE_AT": { "COINBASE_AT": {
"mkt_data": { "mkt_data": {

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@ -1,10 +1,9 @@
@var CONFIG_SERVICE=cloud23.cvtt.vpn:6789
@var ResultPath=/tmp @var ResultPath=/tmp
{ "___dummy___": null { "___dummy___": null
, "refdata": @inc=http://${CONFIG_SERVICE}/refdata/refdata , "refdata": @inc=http://@env{CONFIG_SERVICE}/refdata/refdata
, "comm": @inc=http://${CONFIG_SERVICE}/apps/common/comm , "comm": @inc=http://@env{CONFIG_SERVICE}/apps/common/comm
, "active_instruments": @inc=http://${CONFIG_SERVICE}/apps/active_instruments , "active_instruments": @inc=http://@env{CONFIG_SERVICE}/apps/active_instruments
, "comm_settings": "/comm/pubsub/redis/cvtt-prod-eqty-01" , "comm_settings": "/comm/pubsub/redis/cvtt-prod-eqty-01"
, "session_type": "CALENDAR" , "session_type": "CALENDAR"
, "calendar_session": { , "calendar_session": {
@ -42,7 +41,7 @@
}, },
} }
} }
, "algos": @inc=http://${CONFIG_SERVICE}/apps/common/algos , "algos": @inc=http://@env{CONFIG_SERVICE}/apps/common/algos
, "trading_pos_diff_pct_trigger": 10.0 , "trading_pos_diff_pct_trigger": 10.0
, "trading_depth": { , "trading_depth": {
"USD": 1000.0, "USD": 1000.0,
@ -111,7 +110,7 @@
# -------------------------------------------------------------------- # --------------------------------------------------------------------
, "quant": { , "quant": {
"app_channel": "QUANT" "app_channel": "QUANT"
, "strategies": @inc=http://${CONFIG_SERVICE}/apps/common/strategies , "strategies": @inc=http://@env{CONFIG_SERVICE}/apps/common/strategies
, "exchanges_settings": { , "exchanges_settings": {
"*": { "*": {
"mkt_data": { "mkt_data": {

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@ -1,7 +1,5 @@
@var CONFIG_SERVICE=cloud23.cvtt.vpn:6789
{ {
# ---------------------------------- # ----------------------------------
"refdata": @inc=http://${CONFIG_SERVICE}/refdata/refdata "refdata": @inc=http://@env{CONFIG_SERVICE}/refdata/refdata
, "comm": @inc=http://${CONFIG_SERVICE}/apps/common/comm , "comm": @inc=http://@env{CONFIG_SERVICE}/apps/common/comm
} }

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@ -1,12 +1,10 @@
@var CONFIG_SERVICE=cloud23.cvtt.vpn:6789
{ {
"refdata": @inc=http://${CONFIG_SERVICE}/refdata/refdata "refdata": @inc=http://@env{CONFIG_SERVICE}/refdata/refdata
, "comm": @inc=http://${CONFIG_SERVICE}/apps/common/comm , "comm": @inc=http://@env{CONFIG_SERVICE}/apps/common/comm
// ------------------------------------------------------------------------- // -------------------------------------------------------------------------
// This is used only for dynamically loaded instrument lists (as for Alpaca) // This is used only for dynamically loaded instrument lists (as for Alpaca)
, "active_instruments": @inc=http://${CONFIG_SERVICE}/apps/active_instruments , "active_instruments": @inc=http://@env{CONFIG_SERVICE}/apps/active_instruments
, "comm_settings": "/comm/pubsub/redis/cvtt-prod-eqty-01" , "comm_settings": "/comm/pubsub/redis/cvtt-prod-eqty-01"
# , "cvttcomm": { # , "cvttcomm": {
# "type": "redis" # "type": "redis"

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@ -1,6 +1,5 @@
@var CONFIG_SERVICE=cloud23.cvtt.vpn:6789
{ {
"refdata": @inc=http://${CONFIG_SERVICE}/refdata/refdata "refdata": @inc=http://@env{CONFIG_SERVICE}/refdata/refdata
"exchanges_settings": { "exchanges_settings": {
"*": { "*": {
"mkt_data": { "mkt_data": {

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@ -1,6 +1,5 @@
@var CONFIG_SERVICE=cloud23.cvtt.vpn:6789
{ {
"refdata": @inc=http://${CONFIG_SERVICE}/refdata/refdata "refdata": @inc=http://@env{CONFIG_SERVICE}/refdata/refdata
, "calendar_session": { , "calendar_session": {
"trading_hours_url": [ "trading_hours_url": [
"GET" "GET"

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@ -1,8 +1,7 @@
@var CONFIG_SERVICE=cloud23.cvtt.vpn:6789
{ {
"refdata": @inc=http://${CONFIG_SERVICE}/refdata/refdata "refdata": @inc=http://@env{CONFIG_SERVICE}/refdata/refdata
, "comm": @inc=http://${CONFIG_SERVICE}/apps/common/comm , "comm": @inc=http://@env{CONFIG_SERVICE}/apps/common/comm
, "algos": @inc=http://${CONFIG_SERVICE}/apps/common/algos , "algos": @inc=http://@env{CONFIG_SERVICE}/apps/common/algos
, "exchanges_settings": { , "exchanges_settings": {
"ALPACA_SIM": { "ALPACA_SIM": {
"mkt_data": { "mkt_data": {

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@ -1,8 +1,7 @@
@var CONFIG_SERVICE=cloud23.cvtt.vpn:6789
{ {
"refdata": @inc=http://${CONFIG_SERVICE}/refdata/refdata "refdata": @inc=http://@env{CONFIG_SERVICE}/refdata/refdata
, "comm": @inc=http://${CONFIG_SERVICE}/apps/common/comm , "comm": @inc=http://@env{CONFIG_SERVICE}/apps/common/comm
, "algos": @inc=http://${CONFIG_SERVICE}/apps/common/algos , "algos": @inc=http://@env{CONFIG_SERVICE}/apps/common/algos
"exchanges_settings": { "exchanges_settings": {
"*": { "*": {
"mkt_data": { "mkt_data": {

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@ -1,4 +1,3 @@
@var CONFIG_SERVICE=cloud23.cvtt.vpn:6789
@var SQLITE_DIR=/home/oleg/tmp/sqlite @var SQLITE_DIR=/home/oleg/tmp/sqlite
@var FROM_TIME="2024-11-14 13:30:00" @var FROM_TIME="2024-11-14 13:30:00"
@ -6,9 +5,9 @@
# @var INTERVAL="5 minutes" # @var INTERVAL="5 minutes"
{ {
"refdata": @inc=http://${CONFIG_SERVICE}/refdata/refdata "refdata": @inc=http://@env{CONFIG_SERVICE}/refdata/refdata
, "comm": @inc=http://${CONFIG_SERVICE}/apps/common/comm , "comm": @inc=http://@env{CONFIG_SERVICE}/apps/common/comm
, "comm": @inc=http://${CONFIG_SERVICE}/apps/common/comm , "comm": @inc=http://@env{CONFIG_SERVICE}/apps/common/comm
, "comm_settings": "/comm/pubsub/redis/localhost" , "comm_settings": "/comm/pubsub/redis/localhost"
, "simulation": { , "simulation": {
# "speed_factor": 1.0, # "speed_factor": 1.0,

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@ -1,5 +1,3 @@
@var CONFIG_SERVICE=cloud23.cvtt.vpn:6789
@var DATA_DIR=/home/coder/project/data @var DATA_DIR=/home/coder/project/data
@var MD_WS_PORT=10180 @var MD_WS_PORT=10180
@ -12,9 +10,9 @@
@var TO_TIME=20:00 @var TO_TIME=20:00
{ {
"refdata": @inc=http://${CONFIG_SERVICE}/refdata/refdata "refdata": @inc=http://@env{CONFIG_SERVICE}/refdata/refdata
, "comm": @inc=http://${CONFIG_SERVICE}/apps/common/comm , "comm": @inc=http://@env{CONFIG_SERVICE}/apps/common/comm
, "comm": @inc=http://${CONFIG_SERVICE}/apps/common/comm , "comm": @inc=http://@env{CONFIG_SERVICE}/apps/common/comm
, "comm_settings": "/comm/pubsub/redis/localhost" , "comm_settings": "/comm/pubsub/redis/localhost"
, "simulation": { , "simulation": {
"speed_factor": 0.0, "speed_factor": 0.0,

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@ -1,5 +1,3 @@
@var CONFIG_SERVICE=cloud23.cvtt.vpn:6789
{ {
"__DUMMY__": null "__DUMMY__": null
@ -24,6 +22,6 @@
} }
} }
} }
, "refdata": @inc=http://${CONFIG_SERVICE}/refdata/refdata , "refdata": @inc=http://@env{CONFIG_SERVICE}/refdata/refdata
} }

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@ -1,5 +1,3 @@
@var CONFIG_SERVICE=cloud23.cvtt.vpn:6789
{ {
"__DUMMY__": null "__DUMMY__": null
@ -24,6 +22,6 @@
} }
} }
} }
, "refdata": @inc=http://${CONFIG_SERVICE}/refdata/refdata , "refdata": @inc=http://@env{CONFIG_SERVICE}/refdata/refdata
} }

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@ -1,5 +1,3 @@
@var CONFIG_SERVICE=cloud23.cvtt.vpn:6789
{ {
"__DUMMY__": null "__DUMMY__": null
@ -29,6 +27,6 @@
} }
} }
} }
, "refdata": @inc=http://${CONFIG_SERVICE}/refdata/refdata , "refdata": @inc=http://@env{CONFIG_SERVICE}/refdata/refdata
} }

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@ -1,4 +1,3 @@
@var CONFIG_SERVICE=cloud23.cvtt.vpn:6789
{ {
"__DUMMY__": null "__DUMMY__": null
@ -40,7 +39,7 @@
} }
} }
} }
, "refdata": @inc=http://${CONFIG_SERVICE}/refdata/refdata , "refdata": @inc=http://@env{CONFIG_SERVICE}/refdata/refdata
, "comm": @inc=http://${CONFIG_SERVICE}/apps/common/comm , "comm": @inc=http://@env{CONFIG_SERVICE}/apps/common/comm
} }

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@ -1,4 +1,3 @@
@var CONFIG_SERVICE=cloud23.cvtt.vpn:6789
{ {
"__DUMMY__": null "__DUMMY__": null
@ -31,6 +30,6 @@
} }
} }
} }
, "refdata": @inc=http://${CONFIG_SERVICE}/refdata/refdata , "refdata": @inc=http://@env{CONFIG_SERVICE}/refdata/refdata
} }

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@ -1,8 +1,7 @@
@var CONFIG_SERVICE=cloud23.cvtt.vpn:6789
{ {
"refdata": @inc=http://${CONFIG_SERVICE}/refdata/refdata "refdata": @inc=http://@env{CONFIG_SERVICE}/refdata/refdata
, "comm": @inc=http://${CONFIG_SERVICE}/apps/common/comm , "comm": @inc=http://@env{CONFIG_SERVICE}/apps/common/comm
, "active_instruments": @inc=http://${CONFIG_SERVICE}/apps/active_instruments , "active_instruments": @inc=http://@env{CONFIG_SERVICE}/apps/active_instruments
"exchanges_settings": { "exchanges_settings": {
"*": { "*": {
"mkt_data": { "mkt_data": {

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@ -1,8 +1,7 @@
@var CONFIG_SERVICE=cloud23.cvtt.vpn:6789
{ {
"refdata": @inc=http://${CONFIG_SERVICE}/refdata/refdata "refdata": @inc=http://@env{CONFIG_SERVICE}/refdata/refdata
, "comm": @inc=http://${CONFIG_SERVICE}/apps/common/comm , "comm": @inc=http://@env{CONFIG_SERVICE}/apps/common/comm
, "active_instruments": @inc=http://${CONFIG_SERVICE}/apps/active_instruments , "active_instruments": @inc=http://@env{CONFIG_SERVICE}/apps/active_instruments
, "exchanges_settings": { , "exchanges_settings": {
"*": { "*": {
"mkt_data": { "mkt_data": {

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@ -1,5 +1,3 @@
@var CONFIG_SERVICE=cloud23.cvtt.vpn:6789
{ {
"__DUMMY__": null "__DUMMY__": null
@ -23,6 +21,6 @@
} }
} }
} }
, "refdata": @inc=http://${CONFIG_SERVICE}/refdata/refdata , "refdata": @inc=http://@env{CONFIG_SERVICE}/refdata/refdata
} }

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@ -1,7 +1,6 @@
@var CONFIG_SERVICE=cloud23.cvtt.vpn:6789
{ {
"refdata": @inc=http://${CONFIG_SERVICE}/refdata/refdata "refdata": @inc=http://@env{CONFIG_SERVICE}/refdata/refdata
, "comm": @inc=http://${CONFIG_SERVICE}/apps/common/comm , "comm": @inc=http://@env{CONFIG_SERVICE}/apps/common/comm
, "comm_settings": "/comm/pubsub/redis/cvtt-prod" , "comm_settings": "/comm/pubsub/redis/cvtt-prod"
# , "cvttcomm": { # , "cvttcomm": {

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@ -1,8 +1,7 @@
@var CONFIG_SERVICE=cloud23.cvtt.vpn:6789
{ {
"assets": @inc=http://${CONFIG_SERVICE}/refdata/assets "assets": @inc=http://@env{CONFIG_SERVICE}/refdata/assets
, "instruments": @inc=http://${CONFIG_SERVICE}/refdata/instruments , "instruments": @inc=http://@env{CONFIG_SERVICE}/refdata/instruments
, "exchanges": @inc=http://${CONFIG_SERVICE}/refdata/exchanges , "exchanges": @inc=http://@env{CONFIG_SERVICE}/refdata/exchanges
, "exchange_instruments": @inc=http://${CONFIG_SERVICE}/refdata/exchange_instruments , "exchange_instruments": @inc=http://@env{CONFIG_SERVICE}/refdata/exchange_instruments
, "dynamic_instrument_exchanges": ["ALPACA"] , "dynamic_instrument_exchanges": ["ALPACA"]
} }