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Cryptoval Trading Technologies
2024-05-01 19:22:21 +01:00
parent 920831523a
commit 7a173c54fb
27 changed files with 475 additions and 232 deletions
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data/apps/algo_trade.cfg
+85 -49
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@@ -3,13 +3,9 @@
{
"refdata": @inc=http://${CONFIG_SVC_HOST}:6789/refdata/refdata
, "redis": @inc=http://${CONFIG_SVC_HOST}:6789/apps/redis
, "algos": @inc=http://${CONFIG_SVC_HOST}:6789/apps/algos
, "redis": @inc=http://${CONFIG_SVC_HOST}:6789/apps/common/redis
, "algos": @inc=http://${CONFIG_SVC_HOST}:6789/apps/common/algos
# , "cvttcomm": {
# "type": "redis"
# , "redis_settings": "cvtt-prod-02"
# }
, "session_type": "CALENDAR"
, "calendar_session": {
"trading_hours_url": [
@@ -17,8 +13,90 @@
, "http://cloud16.cvtt.vpn:8000/api/v1/markets/hours?mic=XNYS&start={start}&end={end}"
]
}
, "backtest": {
"exchanges_settings": {
"*": {
"mkt_data": {
"enabled": true
, "streaming": true
}
,"order_entry": {
"enabled": true
, "streaming": true
}
,"accounting": {
"enabled": true
, "streaming": false
}
}
}
, "source": {
"database": {
"class": "cvttpy.tools.db.sqlite.sqlite_client.SqliteClient"
, "file_name": "aaa"
}
, "from_time": {
"BUY": "09:29"
"SELL": "15:30"
}
}
# , "initial_positions": {
# "COINBASE": {
# "BTC": 0
# , "USD": 1000.0
# }
# }
, "simulation": {
"speed_factor": 0.0
}
, "execution": {
"top_only": true
,"min_order_age_sec": 0.1
, "pricing_method": "BY_MKT_TRD_PRICE_BY_ORDER"
}
, "result": {
"repository": "${ResultPath}/backtest_results.json"
, "db_file": "${ResultPath}/%T.backtest.db"
}
}
, "exchanges_settings": {
"COINBASE_AT-MDPORTAL": {
"ALPACA_SNDBX-MDPORTAL": {
"order_entry": {
"enabled": true
, "streaming": true
},
"mkt_data": {
"enabled": true
, "streaming": true
},
"accounting": {
"enabled": false
, "streaming": false
}
, "credentials_key": {
"read_only": "ALPACA_SANDBOX"
, "trade": "ALPACA_SANDBOX"
}
}
, "ALPACA_SNDBX-MDP-03": {
"order_entry": {
"enabled": true
, "streaming": true
},
"mkt_data": {
"enabled": true
, "streaming": true
},
"accounting": {
"enabled": false
, "streaming": false
}
, "credentials_key": {
"read_only": "ALPACA_SANDBOX"
, "trade": "ALPACA_SANDBOX"
}
}
, "COINBASE_AT-MDPORTAL": {
"order_entry": {
"enabled": true
, "streaming": true
@@ -38,45 +116,3 @@
}
}
}
# , "books": {
# "ALPACA_BK02": {}
# , "ALPACA_BK_ILYA_01": {}
# }
# # --------------------------------------------------------------------
# , "trader": {
# "app_channel": "TRDR" active_exchanges_: str
# , "is_short_allowed": false
# , "exchanges_settings": {
# "*": {
# "mkt_data": {
# "enabled": true
# , "streaming": true
# },
# }
# }
# , "trading_pos_diff_pct_trigger": 10.0
# , "trading_depth": {
# "USD": 1000.0,
# }
# }
# , "quant": {
# "app_channel": "QUANT"
# , "strategies": @inc=http://${CONFIG_SVC_HOST}:6789/apps/strategies
# , "exchanges_settings": {
# "*": {
# "mkt_data": {
# "enabled": true
# , "streaming": true
# },
# }
# # , "COINBASE_AT": {
# # "mkt_data": {
# # "enabled": true
# # , "streaming": true
# # },
# # }
# }
# }
# }