.

data/apps/cvtt.cfg

@@ -11,8 +11,7 @@
         "CVTT_BK01": {}
     }
     , "backtest": {
-        # Backtest Placeholder
+        "__dummy__": null"total_value"
-        "__dummy__": null
         , "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"
+            # , "interval": "4 hours"
-            , "from_time": "2023-11-19 01:00:00"
+            , "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": {
+            , "cred_key": {
-                "write": "CVTT_TRD_DB_02"
+                "write": "TSDB_TRD_CVTTDATA"
-                , "read_only": "CVTT_TRD_DB_02"
+                , "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"
+        }
+
+    }
 }
 

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
+        }
+    }
+}

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"
             }

data/config_service.code-workspace

@@ -0,0 +1,7 @@
+{
+	"folders": [
+		{
+			"path": ".."
+		}
+	]
+}

data/db/config_service.code-workspace

@@ -0,0 +1,7 @@
+{
+	"folders": [
+		{
+			"path": "../.."
+		}
+	]
+}

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", 
+            "host": "cvttdata.cvtt.vpn",
-            "port": 5432, 
+            "port": 5432,
             "database": "coinbase"
         }
     }