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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/deprecated/algos.cfg.__DELETE__
+47
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@@ -0,0 +1,47 @@
{
"TRDALGO_001": {
"class": "cvttpy.trading.algos.simple.SimpleTradingAlgo"
, "params": {}
}
, "TRDALGO_MOOMOC_01": {
"class": "cvttpy.trading.algos.moo_moc.MooMocTradingAlgo"
, "params": {
},
}
, "TRDALGO_TWAP01": {
"class": "cvttpy.trading.algos.twap.TwapAlgo"
, "params": {
"num_slices": 5
, "duration_sec": 1500 # 25 min
, "max_order_usd": 100
, "passive_stage_t1": 0.4 # join BBO, the rest is aggressive
, "aggressive_stage_t2": 0.4
, "aggressivity_scale": [0.5, 1.0] # 0.5 = mid, 1.0= BBO-1 tick
, "marketable_stage_added_ticks": 0
},
}
, "TRDALGO_ICEBERG01_COINBS": {
"class": "cvttpy.trading.algos.twap.TwapAlgo"
, "params": {
"num_slices": 5
, "duration_sec": 1500 # 25 min
, "max_order_usd": 100.
, "passive_stage_t1": 0
, "aggressive_stage_t2": 0
, "aggressivity_scale": [0.5, 1.0] # 0.5 = mid, 1.0= BBO-1 tick
, "marketable_stage_added_ticks": 0
},
}
, "TRDALGO_ICEBERG01_ALPACA": {
"class": "cvttpy.trading.algos.twap.TwapAlgo"
, "params": {
"num_slices": 5
, "duration_sec": 1500 # 25 min
, "max_order_usd": 1000.
, "passive_stage_t1": 0
, "aggressive_stage_t2": 0
# , "aggressivity_scale": [0.5, 1.0] # 0.5 = mid, 1.0= BBO-1 tick
, "marketable_stage_added_ticks": 0
},
}
}
data/apps/deprecated/executor_app.cfg
+1 -1
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@@ -1,6 +1,6 @@
{
"refdata": @inc=http://cloud11.cvtt.vpn:6789/refdata/refdata
, "redis": @inc=http://cloud11.cvtt.vpn:6789/apps/redis
, "redis": @inc=http://cloud11.cvtt.vpn:6789/apps/common/redis
, "cvttcomm": @inc=http://cloud11.cvtt.vpn:6789/apps/cvttcomm
, "exchanges_settings": {
"COINBASE_AT": {
data/apps/deprecated/quant_app.cfg
+2 -2
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@@ -2,7 +2,7 @@
{
"refdata": @inc=http://${CONFIG_SVC_HOST}:6789/refdata/refdata
, "redis": @inc=http://${CONFIG_SVC_HOST}:6789/apps/redis
, "redis": @inc=http://${CONFIG_SVC_HOST}:6789/apps/common/redis
, "cvttcomm": @inc=http://${CONFIG_SVC_HOST}:6789/apps/cvttcomm
, "quant": {
"books": {
@@ -15,7 +15,7 @@
"dummy": "dummy"
}
}
}
}
}
, "exchanges_settings": {
"COINBASE_AT": {
data/apps/deprecated/redis.cfg.__DELETE__
+32
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{
"localhost": {
"url": "redis://localhost"
, "read_timeout" : 0.01
, "ping_timeout_secs": 2.0
}
, "cloud17": {
"url": "redis://cloud17.cvtt.vpn"
, "read_timeout" : 0.01
, "ping_timeout_secs": 2.0
}
, "cvttdata": {
"url": "redis://cvttdata.cvtt.vpn"
, "read_timeout" : 0.01
, "ping_timeout_secs": 2.0
}
, "cvtt-prod-01": {
"url": "redis://cvtt-prod-01.cvtt.vpn"
, "read_timeout" : 0.01
, "ping_timeout_secs": 2.0
}
, "cvtt-prod-02": {
"url": "redis://cvtt-prod-02.cvtt.vpn"
, "read_timeout" : 0.01
, "ping_timeout_secs": 2.0
}
, "cvtt-prod-03": {
"url": "redis://cvtt-prod-03.cvtt.vpn"
, "read_timeout" : 0.01
, "ping_timeout_secs": 2.0
}
}
data/apps/deprecated/risk_manager_app.cfg
+1 -1
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@@ -3,7 +3,7 @@
"refdata": @inc=http://cloud11.cvtt.vpn:6789/refdata/refdata
, "cvttcomm": @inc=http://cloud11.cvtt.vpn:6789/apps/cvttcomm
, "redis": @inc=http://cloud11.cvtt.vpn:6789/apps/redis
, "redis": @inc=http://cloud11.cvtt.vpn:6789/apps/common/redis
, "risk_manager": {
"book": "CVTT_BK01"
, "database": {
data/apps/deprecated/strategies.cfg.__DELETE__
+25
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@@ -0,0 +1,25 @@
{
"CVTT_QST001": {
"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_source": {
"class": "cvttpy.tools.db.timescale.tsdb_client.TimescaleDbClient"
, "cred_key": "TSDB_MD_CVTTDATA_RO"
, "data_type": "OHLCV"
}
}
}
, "DAILY_STOCK_001": {
"class": "cvttpy.trading.strategies.daily_stocks_strat.DailyStocksStrategy"
, "params": {
"liquidate_at": "15:45" # EDT Time
}
}
}
data/apps/deprecated/trader_app.cfg
+2 -2
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@@ -1,7 +1,7 @@
{
"refdata": @inc=http://cloud11.cvtt.vpn:6789/refdata/refdata
, "cvttcomm": @inc=http://cloud11.cvtt.vpn:6789/apps/cvttcomm
, "redis": @inc=http://cloud11.cvtt.vpn:6789/apps/redis
, "redis": @inc=http://cloud11.cvtt.vpn:6789/apps/common/redis
, "exchanges_settings": {
"COINBASE_AT": {
"mkt_data": {
@@ -10,7 +10,7 @@
},
}
}
, "trader": {
, "trader": {
"books": {
"CVTT_BK01": {}
}