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Cryptoval Trading Technologies
2026-03-12 00:38:01 +00:00
parent cf487995ca
commit 755d0a1e80
25 changed files with 1057 additions and 865 deletions
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data/apps/md/ohlcv_recorder/archive_ohlcv.cfg
+9
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{
"refdata": @inc=http://@env{CONFIG_SERVICE}/refdata/refdata
, "comm": @inc=http://@env{CONFIG_SERVICE}/apps/common/comm
, "db": {
"class": "cvttpy_tools.db.timescale.tsdb_client.TimescaleDbClient",
"cred_key": "TSDB-CLD32-PROD-OHLCV-DIRECT-RO"
}
}
data/apps/md/ohlcv_recorder/ohlcv_monitor.cfg
+145
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{
"refdata": @inc=http://@env{CONFIG_SERVICE}/refdata/refdata
, "comm": @inc=http://@env{CONFIG_SERVICE}/apps/common/comm
, "db": {
"cred_key": "TSDB-CLD32-PROD-OHLCV-DIRECT-RO"
}
, "instruments": [
# ------------- BINANCE
{
"exch_acct": "BNBSPOT"
, "instrument_id": "PAIR-ADA-USDT"
}
, {
"exch_acct": "BNBSPOT"
, "instrument_id": "PAIR-AVAX-USDT"
}
, {
"exch_acct": "BNBSPOT"
, "instrument_id": "PAIR-BCH-USDT"
}
, {
"exch_acct": "BNBSPOT"
, "instrument_id": "PAIR-BNB-USDT"
}
, {
"exch_acct": "BNBSPOT"
, "instrument_id": "PAIR-BTC-USDT"
}
, {
"exch_acct": "BNBSPOT"
, "instrument_id": "PAIR-DOGE-USDT"
}
, {
"exch_acct": "BNBSPOT"
, "instrument_id": "PAIR-DOT-USDT"
}
, {
"exch_acct": "BNBSPOT"
, "instrument_id": "PAIR-ETH-USDT"
}
, {
"exch_acct": "BNBSPOT"
, "instrument_id": "PAIR-HBAR-USDT"
}
, {
"exch_acct": "BNBSPOT"
, "instrument_id": "PAIR-LINK-USDT"
}
, {
"exch_acct": "BNBSPOT"
, "instrument_id": "PAIR-LTC-USDT"
}
, {
"exch_acct": "BNBSPOT"
, "instrument_id": "PAIR-SHIB-USDT"
}
, {
"exch_acct": "BNBSPOT"
, "instrument_id": "PAIR-SOL-USDT"
}
, {
"exch_acct": "BNBSPOT"
, "instrument_id": "PAIR-SUI-USDT"
}
, {
"exch_acct": "BNBSPOT"
, "instrument_id": "PAIR-XLM-USDT"
}
, {
"exch_acct": "BNBSPOT"
, "instrument_id": "PAIR-XRP-USDT"
}
# ------------- COINBASE
, {
"exch_acct": "COINBASE_AT"
, "instrument_id": "PAIR-ADA-USD"
}
, {
"exch_acct": "COINBASE_AT"
, "instrument_id": "PAIR-AVAX-USD"
}
, {
"exch_acct": "COINBASE_AT"
, "instrument_id": "PAIR-BCH-USD"
}
, {
"exch_acct": "COINBASE_AT"
, "instrument_id": "PAIR-BNB-USD"
}
, {
"exch_acct": "COINBASE_AT"
, "instrument_id": "PAIR-BTC-USD"
}
, {
"exch_acct": "COINBASE_AT"
, "instrument_id": "PAIR-DOGE-USD"
}
, {
"exch_acct": "COINBASE_AT"
, "instrument_id": "PAIR-DOT-USD"
}
, {
"exch_acct": "COINBASE_AT"
, "instrument_id": "PAIR-ETH-USD"
}
, {
"exch_acct": "COINBASE_AT"
, "instrument_id": "PAIR-HBAR-USD"
}
, {
"exch_acct": "COINBASE_AT"
, "instrument_id": "PAIR-LINK-USD"
}
, {
"exch_acct": "COINBASE_AT"
, "instrument_id": "PAIR-LTC-USD"
}
, {
"exch_acct": "COINBASE_AT"
, "instrument_id": "PAIR-SHIB-USD"
}
, {
"exch_acct": "COINBASE_AT"
, "instrument_id": "PAIR-SOL-USD"
}
, {
"exch_acct": "COINBASE_AT"
, "instrument_id": "PAIR-SUI-USD"
}
, {
"exch_acct": "COINBASE_AT"
, "instrument_id": "PAIR-XLM-USD"
}
, {
"exch_acct": "COINBASE_AT"
, "instrument_id": "PAIR-XRP-USD"
}
]
, "mmost": {
"cred_key": "MATTERMOST"
, "alert_channel": "Alerts-CVTT"
, "status_channel": "Status-CVTT"
}
}
data/apps/md/ohlcv_recorder/ohlcv_rec_bnbspot.cfg
+115
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@var GLOBAL_CHANNEL_PREFIX=BNBS_OHLCV_REC
{
"refdata": @inc=http://@env{CONFIG_SERVICE}/refdata/refdata
, "comm": @inc=http://@env{CONFIG_SERVICE}/apps/common/comm
, "algos": @inc=http://@env{CONFIG_SERVICE}/apps/common/algos
, "strategies": @inc=http://@env{CONFIG_SERVICE}/apps/common/strategies
, "risk_strategies": @inc=http://@env{CONFIG_SERVICE}/apps/common/risk_strategies
, "pubsub_settings": "@env{PUBSUB_SETTINGS_CONFIG_KEY}"
, "cache_settings": "@env{CACHE_SETTINGS_CONFIG_KEY}"
, "global_channel_prefix": ${GLOBAL_CHANNEL_PREFIX}
, "market_data_gateway": {
"exchanges_settings": {
"*": {
"mkt_data": {
"enabled": true
, "streaming": true
},
"order_entry": {
"enabled": false
, "streaming": false
},
"accounting": {
"enabled": false
, "streaming": false
},
},
}
, "channel_prefix": "${GLOBAL_CHANNEL_PREFIX}.MD_GW"
, "app_status_channel": "${GLOBAL_CHANNEL_PREFIX}.MD_GW_APP_STATUS"
, "exchanges": [
"BNBSPOT"
]
}
, "ohlcv_recorder": {
"app_status_channel": "${GLOBAL_CHANNEL_PREFIX}.OHLCV_RECORDER_STATUS"
, "historical_md": {
"db": {
"cred_key": "TSDB-CLD32-PROD-OHLCV-DCKR"
}
, "trades_recording": { # unconditional trades recording for 1min aggregates
"flush_interval_sec": 5.0
"instruments": [
{
"exch_acct": "BNBSPOT"
, "instrument_id": "PAIR-ADA-USDT"
}
, {
"exch_acct": "BNBSPOT"
, "instrument_id": "PAIR-AVAX-USDT"
}
, {
"exch_acct": "BNBSPOT"
, "instrument_id": "PAIR-BCH-USDT"
}
, {
"exch_acct": "BNBSPOT"
, "instrument_id": "PAIR-BNB-USDT"
}
, {
"exch_acct": "BNBSPOT"
, "instrument_id": "PAIR-BTC-USDT"
}
, {
"exch_acct": "BNBSPOT"
, "instrument_id": "PAIR-DOGE-USDT"
}
, {
"exch_acct": "BNBSPOT"
, "instrument_id": "PAIR-DOT-USDT"
}
, {
"exch_acct": "BNBSPOT"
, "instrument_id": "PAIR-ETH-USDT"
}
, {
"exch_acct": "BNBSPOT"
, "instrument_id": "PAIR-HBAR-USDT"
}
, {
"exch_acct": "BNBSPOT"
, "instrument_id": "PAIR-LINK-USDT"
}
, {
"exch_acct": "BNBSPOT"
, "instrument_id": "PAIR-LTC-USDT"
}
, {
"exch_acct": "BNBSPOT"
, "instrument_id": "PAIR-SHIB-USDT"
}
, {
"exch_acct": "BNBSPOT"
, "instrument_id": "PAIR-SOL-USDT"
}
, {
"exch_acct": "BNBSPOT"
, "instrument_id": "PAIR-SUI-USDT"
}
, {
"exch_acct": "BNBSPOT"
, "instrument_id": "PAIR-XLM-USDT"
}
, {
"exch_acct": "BNBSPOT"
, "instrument_id": "PAIR-XRP-USDT"
}
]
}
}
}
}
data/apps/md/ohlcv_recorder/ohlcv_rec_coinbase.cfg
+116
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@var GLOBAL_CHANNEL_PREFIX=CBASE_OHLCV_REC
{
"refdata": @inc=http://@env{CONFIG_SERVICE}/refdata/refdata
, "comm": @inc=http://@env{CONFIG_SERVICE}/apps/common/comm
, "algos": @inc=http://@env{CONFIG_SERVICE}/apps/common/algos
, "strategies": @inc=http://@env{CONFIG_SERVICE}/apps/common/strategies
, "risk_strategies": @inc=http://@env{CONFIG_SERVICE}/apps/common/risk_strategies
# new communication settings
, "pubsub_settings": "@env{PUBSUB_SETTINGS_CONFIG_KEY}"
, "cache_settings": "@env{CACHE_SETTINGS_CONFIG_KEY}"
, "global_channel_prefix": ${GLOBAL_CHANNEL_PREFIX}
, "market_data_gateway": {
"exchanges_settings": {
"*": {
"mkt_data": {
"enabled": true
, "streaming": true
},
"order_entry": {
"enabled": false
, "streaming": false
},
"accounting": {
"enabled": false
, "streaming": false
},
},
}
, "channel_prefix": "${GLOBAL_CHANNEL_PREFIX}.MD_GW"
, "app_status_channel": "${GLOBAL_CHANNEL_PREFIX}.MD_GW_APP_STATUS"
, "exchanges": [
"COINBASE_AT"
]
}
, "ohlcv_recorder": {
"app_status_channel": "${GLOBAL_CHANNEL_PREFIX}.OHLCV_RECORDER_STATUS"
, "historical_md": {
"db": {
"cred_key": "TSDB-CLD32-PROD-OHLCV-DCKR"
}
, "trades_recording": { # unconditional trades recording for 1min aggregates
"flush_interval_sec": 5.0
"instruments": [
{
"exch_acct": "COINBASE_AT"
, "instrument_id": "PAIR-ADA-USD"
}
, {
"exch_acct": "COINBASE_AT"
, "instrument_id": "PAIR-AVAX-USD"
}
, {
"exch_acct": "COINBASE_AT"
, "instrument_id": "PAIR-BCH-USD"
}
, {
"exch_acct": "COINBASE_AT"
, "instrument_id": "PAIR-BNB-USD"
}
, {
"exch_acct": "COINBASE_AT"
, "instrument_id": "PAIR-BTC-USD"
}
, {
"exch_acct": "COINBASE_AT"
, "instrument_id": "PAIR-DOGE-USD"
}
, {
"exch_acct": "COINBASE_AT"
, "instrument_id": "PAIR-DOT-USD"
}
, {
"exch_acct": "COINBASE_AT"
, "instrument_id": "PAIR-ETH-USD"
}
, {
"exch_acct": "COINBASE_AT"
, "instrument_id": "PAIR-HBAR-USD"
}
, {
"exch_acct": "COINBASE_AT"
, "instrument_id": "PAIR-LINK-USD"
}
, {
"exch_acct": "COINBASE_AT"
, "instrument_id": "PAIR-LTC-USD"
}
, {
"exch_acct": "COINBASE_AT"
, "instrument_id": "PAIR-SHIB-USD"
}
, {
"exch_acct": "COINBASE_AT"
, "instrument_id": "PAIR-SOL-USD"
}
, {
"exch_acct": "COINBASE_AT"
, "instrument_id": "PAIR-SUI-USD"
}
, {
"exch_acct": "COINBASE_AT"
, "instrument_id": "PAIR-XLM-USD"
}
, {
"exch_acct": "COINBASE_AT"
, "instrument_id": "PAIR-XRP-USD"
}
]
}
}
}
}