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Cryptoval Trading Technologies 2023-12-25 21:19:07 +00:00
parent 0f3a5bc38d
commit 78e07fca9a
7 changed files with 116 additions and 15 deletions
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55
data/apps/cvtt.cfg
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@ -11,8 +11,7 @@
"CVTT_BK01": {}
}
, "backtest": {
# Backtest Placeholder
"__dummy__": null
"__dummy__": null"total_value"
, "exchanges_settings": {
"*": {
"mkt_data": {
@ -32,10 +31,11 @@
, "source": {
"database": {
"class": "cvttpy.tools.db.timescale.tsdb_client.TimescaleDbClient"
, "credentials_key": "TSDB_MD_CV1"
, "credentials_key": "TSDB_MD_CVTTDATA_RO"
}
"interval": "1 hour"
, "from_time": "2023-11-19 01:00:00"
# , "interval": "4 hours"
, "interval": "1 hour"
, "from_time": "2023-12-19 02:00:00"
}
, "initial_positions": {
"COINBASE": {
@ -56,6 +56,7 @@
# --------------------------------------------------------------------
, "trader": {
"app_channel": "TRDR"
, "is_short_allowed": false
, "algo": "TRDALGO_001"
, "exchanges_settings": {
"COINBASE_AT": {
@ -74,6 +75,7 @@
, "trading_pos_diff_pct_trigger": 10.0
, "trading_depth": {
"BTC": 0.001
# "BTC": 0.1
}
}
# --------------------------------------------------------------------
@ -103,15 +105,26 @@
# --------------------------------------------------------------------
, "quant": {
"app_channel": "QUANT"
, "strategy": "CVTT_QST001"
# , "strategy": "CVTT_QST001"
, "strategy": "VWAP001"
, "strategies": {
"CVTT_QST001": {
# "class": "cvttpy.trading.strategies.test_strat.RandomTestStrategy"
"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_database": {
"class": "cvttpy.tools.db.timescale.tsdb_client.TimescaleDbClient"
, "cred_key": "TSDB_MD_CVTTDATA_RO"
, "data_type": "OHLCV"
}
}
}
}
, "exchanges_settings": {
"COINBASE_AT": {
@ -128,11 +141,11 @@
, "books": {
"CVTT_BK01": {}
}
, "database": {
, "db": {
"positions_table": "prod.cvtt_positions"
, "credentials_key": {
"write": "CVTT_TRD_DB_02"
, "read_only": "CVTT_TRD_DB_02"
, "cred_key": {
"write": "TSDB_TRD_CVTTDATA"
, "read_only": "TSDB_TRD_CVTTDATA"
}
}
, "positions": {
@ -153,10 +166,28 @@
}
, "credentials_key": {
"trade": "COINBASE_ADV"
"read_only": "COINBASE_ADV_RO"
, "read_only": "COINBASE_ADV_RO"
}
}
}
}
, "trading_recorder": {
# "format": "CSV"
"format": "TSDB"
, "csv_settings": {
"order_events_file_path": "%T.order_events.csv"
"position_events_file_path": "%T.position_events.csv"
}
, "tsdb_settings": {
"db": {
"class": "cvttpy.tools.db.timescale.tsdb_client.TimescaleDbClient"
, "cred_key": "TSDB_TRD_CVTTDATA_DB_TEST"
}
, "order_events_table": "backtest.trading_orders"
, "trade_events_table": "backtest.trading_trades"
, "trading_md_summary_table": "backtest.trading_md"
}
}
}

0
data/apps/md_recorder_old.cfg → data/apps/deprecated/md_recorder_old.cfg
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56
data/apps/md_rec_monitor.cfg Normal file
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@ -0,0 +1,56 @@
{
"check_interval_sec": 10.0
, "after_alert_interval_sec": 120.0 #
, "db": {
"CVTTDATA": {
"class": "cvttpy.tools.db.timescale.tsdb_client.TimescaleDbClient"
, "cred_key": "TSDB_MD_CVTTDATA_RO"
}
"CLD19": {
"class": "cvttpy.tools.db.timescale.tsdb_client.TimescaleDbClient"
, "cred_key": "TSDB_MD_CLD19_RO"
}
}
, "mmost": {
"cred_key": "MATTERMOST"
, "alert_channel": "Alerts-CVTT"
}
, "data_checks": {
# "BNBFUT-1": {
# "tables": ["bnbfut.md_booktops"]
# , "exchange_id": "BNBFUT"
# , "instruments": ["PERP-BTC-USDT"]
# , "threshold_sec": 15.0
# }
# , "BNBFUT-2": {
# "tables": ["bnbfut.md_trades"]
# , "exchange_id": "BNBFUT"
# , "instruments": ["PERP-BTC-USDT"]
# , "threshold_sec": 15.0
# }
"BNBSPOT-1": {
"tables": ["bnbspot.md_booktops"]
, "exchange_id": "BNBSPOT"
, "instruments": ["PAIR-BTC-USDT"]
, "threshold_sec": 15.0
}
, "BNBSPOT-2": {
"tables": ["bnbspot.md_trades"]
, "exchange_id": "BNBSPOT"
, "instruments": ["PAIR-BTC-USDT"]
, "threshold_sec": 15.0
}
, "COINBASE-1": {
"tables": ["coinbase.md_booktops"]
, "exchange_id": "COINBASE"
, "instruments": ["PAIR-BTC-USD"]
, "threshold_sec": 15.0
}
, "COINBASE-2": {
"tables": ["coinbase.md_trades"]
, "exchange_id": "COINBASE"
, "instruments": ["PAIR-BTC-USD"]
, "threshold_sec": 15.0
}
}
}

2
data/apps/md_recorder.cfg
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@ -5,7 +5,7 @@
"db": {
"class": "cvttpy.tools.db.timescale.tsdb_client.TimescaleDbClient"
, "connect": {
"host": "cryptoval1.cvtt.vpn"
"host": "cvttdata.cvtt.vpn"
, "port": 5432
, "database": "coinbase"
}

7
data/config_service.code-workspace Normal file
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@ -0,0 +1,7 @@
{
"folders": [
{
"path": ".."
}
]
}

7
data/db/config_service.code-workspace Normal file
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@ -0,0 +1,7 @@
{
"folders": [
{
"path": "../.."
}
]
}

4
data/db/hist_md.cfg
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@ -2,8 +2,8 @@
"hist_md_database": {
"class": "cvttpy.tools.db.timescale.tsdb_client.TimescaleDbClient",
"connect": {
"host": "cryptoval1.cvtt.vpn",
"port": 5432,
"host": "cvttdata.cvtt.vpn",
"port": 5432,
"database": "coinbase"
}
}