progress

data/apps/research/mkt_sim_client.cfg

@@ -0,0 +1,35 @@
+@var CONFIG_SERVICE=cloud23.cvtt.vpn:6789
+{
+    "refdata": @inc=http://${CONFIG_SERVICE}/refdata/refdata
+    , "comm": @inc=http://${CONFIG_SERVICE}/apps/common/comm
+    , "algos": @inc=http://${CONFIG_SERVICE}/apps/common/algos
+    "exchanges_settings": {
+        "*": {
+            "mkt_data": {
+                "enabled": true
+                , "streaming": true
+            },
+        },
+        "ALPACA-MD-REST-ONLY": {
+            "mkt_data": {
+                "enabled": true
+                , "streaming": false
+            },
+        },
+        "COINBASE_SIM": {
+            "mkt_data": {
+                "enabled": true
+                , "streaming": true
+            },
+            "order_entry": {
+                "enabled": true
+                , "streaming": true
+            },
+            "accounting": {
+                "enabled": true
+                , "streaming": false
+            },
+        }
+    }
+}
+

data/apps/research/mkt_simulator.cfg

@@ -3,22 +3,25 @@
 
 @var FROM_TIME="2024-10-03 13:30:00"
 @var INTERVAL="18 minutes"
+# @var INTERVAL="5 minutes"
 
 {
     "refdata": @inc=http://${CONFIG_SERVICE}/refdata/refdata
     , "redis": @inc=http://${CONFIG_SERVICE}/apps/common/redis
+    , "comm": @inc=http://${CONFIG_SERVICE}/apps/common/comm
     , "redis_settings": "localhost"
     , "simulation": {
-        "speed_factor": 100.0,
+        # "speed_factor": 1.0,
+        "speed_factor": 0.0,
         "time_events_interval_ms": 0
     }
     , "market_simulator" : {
         "initial_positions": {
             "exchange": "COINBASE",
             "assets": {
-                "BTC": 0.0
+                "BTC": 0.5
                 , "ETH": 0.0
-                , "USD": 10000
+                , "USD": 10_000.0
             }
         }
         , "market_data": {
@@ -102,7 +105,7 @@
                 "execute_on": ["BOOK_TOP", "TRADES"]
                 "top_only": true
                 ,"min_order_age_sec": 0.1
-                , "pricing_method": "BY_MKT_TRD_PRICE_BY_ORDER"
+                , "pricing_method": "BY_MKT_TRD_PRICE_BY_TRADE"
 
                 , "short_sale_allowed": false
                 , "fee_schedule": {