From 78e07fca9a3fa79fdf29b68c6750ac862e0b6ba9 Mon Sep 17 00:00:00 2001 From: Cryptoval Trading Technologies Date: Mon, 25 Dec 2023 21:19:07 +0000 Subject: [PATCH] . --- data/apps/cvtt.cfg | 55 ++++++++++++++---- .../apps/{ => deprecated}/md_recorder_old.cfg | 0 data/apps/md_rec_monitor.cfg | 56 +++++++++++++++++++ data/apps/md_recorder.cfg | 2 +- data/config_service.code-workspace | 7 +++ data/db/config_service.code-workspace | 7 +++ data/db/hist_md.cfg | 4 +- 7 files changed, 116 insertions(+), 15 deletions(-) rename data/apps/{ => deprecated}/md_recorder_old.cfg (100%) create mode 100644 data/apps/md_rec_monitor.cfg create mode 100644 data/config_service.code-workspace create mode 100644 data/db/config_service.code-workspace diff --git a/data/apps/cvtt.cfg b/data/apps/cvtt.cfg index 55bd498..7bd010e 100644 --- a/data/apps/cvtt.cfg +++ b/data/apps/cvtt.cfg @@ -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" + } + + } } diff --git a/data/apps/md_recorder_old.cfg b/data/apps/deprecated/md_recorder_old.cfg similarity index 100% rename from data/apps/md_recorder_old.cfg rename to data/apps/deprecated/md_recorder_old.cfg diff --git a/data/apps/md_rec_monitor.cfg b/data/apps/md_rec_monitor.cfg new file mode 100644 index 0000000..d792c15 --- /dev/null +++ b/data/apps/md_rec_monitor.cfg @@ -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 + } + } +} diff --git a/data/apps/md_recorder.cfg b/data/apps/md_recorder.cfg index f403bb1..3afdd69 100644 --- a/data/apps/md_recorder.cfg +++ b/data/apps/md_recorder.cfg @@ -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" } diff --git a/data/config_service.code-workspace b/data/config_service.code-workspace new file mode 100644 index 0000000..2a0ed79 --- /dev/null +++ b/data/config_service.code-workspace @@ -0,0 +1,7 @@ +{ + "folders": [ + { + "path": ".." + } + ] +} \ No newline at end of file diff --git a/data/db/config_service.code-workspace b/data/db/config_service.code-workspace new file mode 100644 index 0000000..e4e7c68 --- /dev/null +++ b/data/db/config_service.code-workspace @@ -0,0 +1,7 @@ +{ + "folders": [ + { + "path": "../.." + } + ] +} \ No newline at end of file diff --git a/data/db/hist_md.cfg b/data/db/hist_md.cfg index 671a5ac..4b00dad 100644 --- a/data/db/hist_md.cfg +++ b/data/db/hist_md.cfg @@ -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" } }