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Cryptoval Trading Technologies 2024-10-25 21:07:31 +00:00
parent f512abe271
commit 641b083a49
5 changed files with 95 additions and 19 deletions
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7
data/apps/common/algos.cfg
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@ -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"

35
data/apps/common/comm.cfg Normal file
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@ -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
}
}
}

26
data/apps/md_rec_monitor.cfg
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@ -18,19 +18,19 @@
, "status_channel": "Status-CVTT"
}
, "data_checks": {
"BNBFUT-1": {
"tables": ["bnbfut.md_booktops"]
, "exchange_id": "BNBFUT"
, "instruments": ["PERP-BTC-USDT"]
, "threshold_sec": 3600.0
}
, "BNBFUT-2": {
"tables": ["bnbfut.md_trades"]
, "exchange_id": "BNBFUT"
, "instruments": ["PERP-BTC-USDT"]
, "threshold_sec": 3600.0
}
, "BNBSPOT-1": {
# "BNBFUT-1": {
# "tables": ["bnbfut.md_booktops"]
# , "exchange_id": "BNBFUT"
# , "instruments": ["PERP-BTC-USDT"]
# , "threshold_sec": 3600.0
# }
# , "BNBFUT-2": {
# "tables": ["bnbfut.md_trades"]
# , "exchange_id": "BNBFUT"
# , "instruments": ["PERP-BTC-USDT"]
# , "threshold_sec": 3600.0
# }
"BNBSPOT-1": {
"tables": ["bnbspot.md_booktops"]
, "exchange_id": "BNBSPOT"
, "instruments": ["PAIR-BTC-USDT"]

35
data/apps/research/mkt_sim_client.cfg Normal file
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@ -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
},
}
}
}

11
data/apps/research/mkt_simulator.cfg
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@ -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": {