progress
This commit is contained in:
Cryptoval Trading Technologies
+116
-49
@@ -2,7 +2,7 @@
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# @var DatabaseHost=cryptoval1.sheynin.home
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{
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"__DUMMY__": {}
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# ---------------------- A
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# ----------------------------- A
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, "ALPACA_SNDBX": {
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# https://docs.alpaca.markets/reference/
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"exchange_id": "ALPACA"
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@@ -31,9 +31,12 @@
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, "ws_url": ["WSS", "wss://stream.data.alpaca.markets/v2/iex"]
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, "REST": {
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"hist_md_bars": ["GET", "https://data.alpaca.markets/v2/stocks/bars"]
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, "hist_md_quotes": ["GET", "https://data.alpaca.markets/v2/stocks/quotes"]
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, "hist_md_trades": ["GET", "https://data.alpaca.markets/v2/stocks/trades"]
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, "latest_trade": ["GET", "https://data.alpaca.markets/v2/stocks/{symbol}/trades/latest"]
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, "assets": ["GET", "https://paper-api.alpaca.markets/v2/assets"]
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# , "assets": ["GET", "https://data.alpaca.markets/v2/assets"]
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}
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}
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, "accounting": {
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"class": "cvttpy.exchanges.alpaca.account.AlpacaAccounting"
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@@ -73,6 +76,8 @@
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, "REST": {
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"hist_md_bars": ["GET", "https://data.alpaca.markets/v2/stocks/bars"]
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, "latest_trade": ["GET", "https://data.alpaca.markets/v2/stocks/{symbol}/trades/latest"]
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, "hist_md_quotes": ["GET", "https://data.alpaca.markets/v2/stocks/quotes"]
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, "hist_md_trades": ["GET", "https://data.alpaca.markets/v2/stocks/trades"]
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}
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}
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, "accounting": {
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@@ -101,12 +106,55 @@
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, "REST": {
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"hist_md_bars": ["GET", "https://data.alpaca.markets/v2/stocks/bars"]
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, "latest_trade": ["GET", "https://data.alpaca.markets/v2/stocks/{symbol}/trades/latest"]
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, "hist_md_quotes": ["GET", "https://data.alpaca.markets/v2/stocks/quotes"]
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, "hist_md_trades": ["GET", "https://data.alpaca.markets/v2/stocks/trades"]
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}
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}
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, "accounting": {
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}
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}
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# ---------------------- B
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, "ALPACA_SNDBX-MDP-03": {
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# https://docs.alpaca.markets/reference/
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"exchange_id": "ALPACA"
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, "name": "Alpaca Trading"
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, "type": "EQUITY"
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, "cred_key": "ALPACA_SANDBOX"
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, "order_entry": {
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"class": "cvttpy.exchanges.alpaca.connector.AlpacaOrderEntryClient"
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, "REST": {
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"submit_order_url": ["POST", "https://paper-api.alpaca.markets/v2/orders"]
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, "orders_url": ["GET", "https://paper-api.alpaca.markets/v2/orders"]
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, "order_status": ["GET", "https://paper-api.alpaca.markets/v2/orders/{order_id}"]
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, "cancel_order_url": ["DELETE", "https://paper-api.alpaca.markets/v2/orders/{order_id}"]
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, "cancel_all_url": ["DELETE", "https://paper-api.alpaca.markets/v2/orders"]
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}
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, "ws_url": ["WSS", "wss://paper-api.alpaca.markets/stream"]
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}
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, "mktdata" : {
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"class": "cvttpy.exchanges.proxies.md_portal_clnt.mkt_data.MktDataPortalFeed"
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, "portal_name": "MD_PORTAL_ALPACA_03"
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, "REST": {
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"hist_md_bars": ["GET", "https://data.alpaca.markets/v2/stocks/bars"]
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, "latest_trade": ["GET", "https://data.alpaca.markets/v2/stocks/{symbol}/trades/latest"]
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, "hist_md_quotes": ["GET", "https://data.alpaca.markets/v2/stocks/quotes"]
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, "hist_md_trades": ["GET", "https://data.alpaca.markets/v2/stocks/trades"]
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}
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}
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, "accounting": {
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"class": "cvttpy.exchanges.alpaca.account.AlpacaAccounting"
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, "REST": {
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"balances_url": ["GET", "https://paper-api.alpaca.markets/v2/positions"]
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, "account_info_url": ["GET", "https://paper-api.alpaca.markets/v2/account"]
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, "trades_url": ["GET", "https://paper-api.alpaca.markets/v2/account/activities/FILL"]
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}
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}
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}
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# ---------------------------- B
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, "BITSTAMP": {
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"exchange_id": "BITSTAMP"
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, "name": "Bitstamp"
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@@ -122,7 +170,6 @@
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, "ws_url": ["WSS", "wss://ws.bitstamp.net"]
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}
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}
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, "BNBSPOT": {
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"exchange_id": "BNBSPOT"
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, "name": "Binance Spot"
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@@ -201,49 +248,49 @@
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}
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}
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}
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# ---------------------- C
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, "CVTT": {
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"exchange_id": "CVTT"
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, "name": "CVTT Executor (proxy)"
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, "type": "PROXY"
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# ---------------------------- C
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# , "CVTT": {
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# "exchange_id": "CVTT"
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# , "name": "CVTT Executor (proxy)"
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# , "type": "PROXY"
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, "order_entry": {
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"class": "cvttpy.exchanges.proxies.cvtt.connector.CvttExecutorClient"
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# , "order_entry": {
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# "class": "cvttpy.exchanges.proxies.cvtt.connector.CvttExecutorClient"
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}
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, "accounting": {
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"class": "cvttpy.exchanges.proxies.cvtt.connector.CvttExecutorClient"
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}
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,"listen_channel_prefix": "CVTT_CLNT"
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# , "executor_channel": "EXEC"
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}
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, "CVTT_COINBASE": {
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"exchange_id": "CVTT_COINBS"
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, "name": "CVTT Trader (proxy)"
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, "type": "PROXY"
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# }
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# , "accounting": {
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# "class": "cvttpy.exchanges.proxies.cvtt.connector.CvttExecutorClient"
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# }
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# ,"listen_channel_prefix": "CVTT_CLNT"
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# # , "executor_channel": "EXEC"
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# }
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# , "CVTT_COINBASE": {
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# "exchange_id": "CVTT_COINBS"
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# , "name": "CVTT Trader (proxy)"
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# , "type": "PROXY"
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, "order_entry": {
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"class": "cvttpy.exchanges.proxies.cvtt.connector.CvttExecutorClient"
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# , "order_entry": {
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# "class": "cvttpy.exchanges.proxies.cvtt.connector.CvttExecutorClient"
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}
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, "accounting": {
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"class": "cvttpy.exchanges.proxies.cvtt.connector.CvttExecutorClient"
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}
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,"listen_channel_prefix": "CVTT_CLNT"
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, "executor_channel": "EXEC"
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}
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, "CVTT_COINBASE_LOCAL": {
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"exchange_id": "CVTT_COINBS"
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, "name": "CVTT Trader (proxy)"
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, "type": "PROXY"
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# }
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# , "accounting": {
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# "class": "cvttpy.exchanges.proxies.cvtt.connector.CvttExecutorClient"
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# }
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# ,"listen_channel_prefix": "CVTT_CLNT"
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# , "executor_channel": "EXEC"
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# }
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# , "CVTT_COINBASE_LOCAL": {
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# "exchange_id": "CVTT_COINBS"
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# , "name": "CVTT Trader (proxy)"
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# , "type": "PROXY"
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, "order_entry": {
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"class": "cvttpy.exchanges.proxies.cvtt.connector.CvttExecutorClient"
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# , "order_entry": {
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# "class": "cvttpy.exchanges.proxies.cvtt.connector.CvttExecutorClient"
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}
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,"listen_channel_prefix": "CVTT_CLNT"
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, "executor_channel": "EXEC"
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}
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# }
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# ,"listen_channel_prefix": "CVTT_CLNT"
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# , "executor_channel": "EXEC"
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# }
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, "COINBASE_AT": {
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"exchange_id": "COINBASE"
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, "name": "Coinbase Advanced Trade"
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@@ -308,19 +355,28 @@
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, "mktdata" : {
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"class": "cvttpy.exchanges.proxies.md_portal_clnt.mkt_data.MktDataPortalFeed"
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, "portal_name": "MD_PORTAL_COINBS_02"
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, "portal_name": "MD_PORTAL_COINBS_01"
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}
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}
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, "MD_PORTAL": {
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"exchange_id": "MD_PORTAL"
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, "name": "MD Portal (proxy)"
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, "type": "PROXY"
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# ---------------------------- G
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, "GEMINI": {
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"exchange_id": "GEMINI"
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, "name": "Gemini"
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, "type": "SPOT"
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, "module" : "cvttpy.oms.exchange"
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, "connector_class" : "MdOnlyExchangeConnector"
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, "mktdata" : {
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"class": "cvttpy.exchanges.proxies.md_portal_clnt.mkt_data.MktDataPortalFeed"
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"class": "cvttpy.exchanges.gemini.mkt_data.GeminiMdFeed"
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, "reconnect_secs": 1
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, "ws_url": ["WSS" , "wss://api.gemini.com/v2/marketdata"]
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}
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}
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# ---------------------------- M
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, "MD_PORTAL_ALPACA_02": {
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"exchange_id": "MD_PORTAL"
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, "name": "MD Portal (proxy)"
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@@ -332,7 +388,18 @@
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, "channel_prefix": "MD_ALPACA_02"
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}
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}
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, "MD_PORTAL_COINBS_02": {
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, "MD_PORTAL_ALPACA_03": {
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"exchange_id": "MD_PORTAL"
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, "name": "MD Portal (proxy)"
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, "type": "PROXY"
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, "mktdata" : {
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"class": "cvttpy.exchanges.proxies.md_portal_clnt.mkt_data.MktDataPortalFeed"
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, "redis_settings": "cvtt-prod-03"
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, "channel_prefix": "MD_ALPACA_03"
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}
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}
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, "MD_PORTAL_COINBS_01": {
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"exchange_id": "MD_PORTAL"
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, "name": "MD Portal (proxy)"
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, "type": "PROXY"
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@@ -340,7 +407,7 @@
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, "mktdata" : {
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"class": "cvttpy.exchanges.proxies.md_portal_clnt.mkt_data.MktDataPortalFeed"
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, "redis_settings": "cvtt-prod-02"
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, "channel_prefix": "MD_COINBS_02"
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, "channel_prefix": "MD_COINBS_01"
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}
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}
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}
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