progress

data/apps/common/algos.cfg

@@ -3,10 +3,13 @@
         "class": "cvttpy.trading.algos.simple.SimpleTradingAlgo"
         , "params": {}
     }
+    , "TRDALGO_SIMPLE_BO": {
+        "class": "cvttpy.trading.algos.bid_and_offer.SimpleBidAndOfferTradingAlgo"
+        , "params": {}
+    }
     , "TRDALGO_MOOMOC_01": {
         "class": "cvttpy.trading.algos.moo_moc.MooMocTradingAlgo"
-        , "params": {
+        , "params": {}
-        },
     }
     , "TRDALGO_TWAP01": {
         "class": "cvttpy.trading.algos.twap.TwapAlgo"

data/apps/common/comm.cfg

@@ -0,0 +1,35 @@
+# INTENDED TO REPLACE redis.cfg
+{
+    "redis": {
+        "localhost": {
+            "url": "redis://localhost"
+            , "read_timeout" : 0.01
+            , "ping_timeout_secs": 2.0
+        }
+        , "cvttdata": {
+            "url": "redis://cvttdata.cvtt.vpn"
+            , "read_timeout" : 0.01
+            , "ping_timeout_secs": 2.0
+        }
+        , "cvtt-testserver": {
+            "url": "redis://cvtt-testserver.cvtt.vpn"
+            , "read_timeout" : 0.01
+            , "ping_timeout_secs": 2.0
+        }
+        , "cvtt-prod-eqty-01": {
+            "url": "redis://cvtt-prod-eqty-01.cvtt.vpn"
+            , "read_timeout" : 0.01
+            , "ping_timeout_secs": 2.0
+        }
+        , "cvtt-prod-03": {
+            "url": "redis://cvtt-prod-03.cvtt.vpn"
+            , "read_timeout" : 0.01
+            , "ping_timeout_secs": 2.0
+        }
+        , "cvtt-prod-eqty-01": {
+            "url": "redis://cvtt-prod-eqty-01.cvtt.vpn"
+            , "read_timeout" : 0.01
+            , "ping_timeout_secs": 2.0
+        }
+    }
+}

data/apps/md_rec_monitor.cfg

@@ -18,19 +18,19 @@
         , "status_channel": "Status-CVTT"
     }
     , "data_checks": {
-        "BNBFUT-1": {
+        # "BNBFUT-1": {
-            "tables": ["bnbfut.md_booktops"]
+        #     "tables": ["bnbfut.md_booktops"]
-            , "exchange_id": "BNBFUT"
+        #     , "exchange_id": "BNBFUT"
-            , "instruments": ["PERP-BTC-USDT"]
+        #     , "instruments": ["PERP-BTC-USDT"]
-            , "threshold_sec": 3600.0
+        #     , "threshold_sec": 3600.0
-        }
+        # }
-        , "BNBFUT-2": {
+        # , "BNBFUT-2": {
-            "tables": ["bnbfut.md_trades"]
+        #     "tables": ["bnbfut.md_trades"]
-            , "exchange_id": "BNBFUT"
+        #     , "exchange_id": "BNBFUT"
-            , "instruments": ["PERP-BTC-USDT"]
+        #     , "instruments": ["PERP-BTC-USDT"]
-            , "threshold_sec": 3600.0
+        #     , "threshold_sec": 3600.0
-        }
+        # }
-        , "BNBSPOT-1": {
+        "BNBSPOT-1": {
             "tables": ["bnbspot.md_booktops"]
             , "exchange_id": "BNBSPOT"
             , "instruments": ["PAIR-BTC-USDT"]

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": {