progress
This commit is contained in:
Cryptoval Trading Technologies
parent
cf62777b62
commit
8b109e933c
@ -1,153 +1,172 @@
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# ------- I M P O R T A N T
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# -----------------------------------------------------------------
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# ---- DO NOT USE JSON Booleans, jq considers "false" as missing,
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# ---- So it will replace it with default value
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# ---- Instead use strings (case insensitive): "false", "no", "N", "T"
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# -----------------------------------------------------------------
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{
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"cvtt.vpn": {
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// ----------- C l o u d
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"cloud11": {
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"type": "cloud",
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"users": ["oleg", "cvtt"],
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"docker": true,
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"docker": "true",
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},
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"cloud15": {
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"type": "cloud",
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"users": ["oleg"],
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"docker": false,
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"docker": "false",
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},
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"cloud16": {
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"type": "cloud",
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"users": ["oleg", "cvtt"],
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"docker": true,
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"docker": "true",
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},
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"cloud21": {
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"type": "cloud",
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"users": ["oleg", "cvtt"],
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"docker": true,
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"docker": "true",
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},
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"cloud22": {
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"type": "cloud",
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"users": ["oleg"],
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"docker": false,
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"docker": "false",
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},
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"cloud23": {
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"type": "cloud",
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"users": ["oleg", "cvtt"],
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"docker": true,
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"docker": "true",
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},
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"cloud24": {
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"type": "cloud",
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"users": ["oleg", "cvtt"],
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"docker": true,
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"docker": "true",
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},
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// ----------- B a r e M e t a l
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"homestore": {
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"type": "metal",
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"users": ["oleg"],
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"docker": true,
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"docker": "true",
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},
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"nsbackup": {
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"type": "metal",
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"users": ["oleg"],
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"docker": false,
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"docker": "false",
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},
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"cryptoval2": {
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"type": "metal",
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"users": ["oleg"],
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"docker": false,
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"desktop": true,
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"docker": "false",
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"desktop": "true",
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},
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"cryptoval3": {
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"type": "metal",
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"users": ["oleg", "cvtt"],
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"docker": true,
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"desktop": true,
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"docker": "true",
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"desktop": "true",
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},
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"cryptoval4": {
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"type": "metal",
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"users": ["oleg", "cvtt"],
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"docker": true,
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"desktop": true,
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"docker": "true",
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"desktop": "true",
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},
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"dtvmhost": {
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"type": "metal",
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"users": ["oleg"],
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"docker": false,
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"desktop": true,
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"docker": "false",
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"desktop": "true",
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},
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"gpushnik": {
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"type": "metal",
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"users": ["oleg"],
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"docker": true,
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"docker": "true",
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},
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// ----------- V i r t u a l M a c h i n e s
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// - GUI
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"cvtt-admin": {
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"type": "vm",
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"users": ["oleg"],
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"docker": true,
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"desktop": true,
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},
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"cvtt-build": {
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"type": "vm",
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"users": ["oleg"],
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"docker": true,
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"docker": "true",
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"gui": "true",
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},
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"cvtt-dev": {
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"type": "vm",
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"users": ["oleg"],
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"docker": true,
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"desktop": true,
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"docker": "true",
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"gui": "true",
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},
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"cvtt-edu": {
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"type": "vm",
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"users": ["oleg"],
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"docker": false,
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"desktop": true,
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},
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"cvtt-md": {
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"type": "vm",
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"users": ["oleg", "cvtt"],
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"docker": true,
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},
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"cvtt-prod-03": {
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"type": "vm",
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"users": ["oleg"],
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"docker": false,
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"supervisor": true,
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},
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"cvtt-prod-eqty-01": {
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"type": "vm",
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"users": ["oleg", "cvtt"],
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"docker": true,
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"docker": "false",
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"gui": "true",
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},
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"cvtt-research": {
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"type": "vm",
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"users": ["oleg"],
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"docker": true,
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},
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"cvtt-testserver": {
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"type": "vm",
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"users": ["oleg", "cvtt"],
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"docker": true,
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},
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"cvttdata": {
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"type": "vm",
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"users": ["oleg", "cvtt"],
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"docker": true,
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},
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"cvttdata-testdb": {
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"type": "vm",
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"users": ["oleg", "cvtt"],
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"docker": true,
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"docker": "true",
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"gui": "true",
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},
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"desktop": {
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"type": "vm",
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"users": ["oleg"],
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"docker": false,
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"desktop": true,
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"docker": "false",
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"gui": "true",
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},
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// -- Headless
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"cvtt-build": {
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"type": "vm",
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"users": ["oleg"],
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"docker": "true",
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},
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"cvtt-md": {
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"type": "vm",
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"users": ["oleg", "cvtt"],
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"docker": "true",
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},
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"cvtt-prod-03": {
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"type": "vm",
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"users": ["oleg"],
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"docker": "false",
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"supervisor": "true",
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},
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"cvtt-prod-eqty-01": {
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"type": "vm",
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"users": ["oleg", "cvtt"],
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"docker": "true",
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},
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"cvttdata": {
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"type": "vm",
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"users": ["oleg", "cvtt"],
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"docker": "true",
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},
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"cvtt-testserver": {
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"type": "vm",
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"users": ["oleg", "cvtt"],
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"docker": "true",
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"to_check": "No",
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},
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"cvttdata-testdb": {
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"type": "vm",
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"users": ["oleg", "cvtt"],
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"docker": "true",
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"to_check": "false",
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"timeout_sec": 11,
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},
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"ops-server": {
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"type": "vm",
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"users": ["oleg", "cvtt"],
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"docker": true,
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"docker": "true",
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},
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"cvtt-dev-server": {
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"type": "vm",
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"users": ["oleg", "cvtt"],
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"docker": "true",
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"to_check": "Yes",
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},
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},
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@ -29,7 +29,21 @@
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"enabled": true
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, "streaming": false
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},
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}
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},
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"ALPACA_SIM": {
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"mkt_data": {
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"enabled": true
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, "streaming": true
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},
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"order_entry": {
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"enabled": true
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, "streaming": true
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},
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"accounting": {
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"enabled": true
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, "streaming": false
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},
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},
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}
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}
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@ -1,10 +1,13 @@
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@var CONFIG_SERVICE=cloud23.cvtt.vpn:6789
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@var SQLITE_DIR=/home/oleg/tmp/sqlite
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@var DATE="20241114"
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# @var FROM_TIME="2024-11-14 13:30:00"
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# @var INTERVAL="18 minutes"
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# @var INTERVAL="5 minutes"
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@var DATA_DIR=/home/coder/project/data
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@var MD_WS_PORT=10180
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@var OE_WS_PORT=10181
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@var OE_REST_PORT=10182
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@var ACCT_REST_PORT=10083
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@var DATE=20241114
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{
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"refdata": @inc=http://${CONFIG_SERVICE}/refdata/refdata
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@ -29,75 +32,70 @@
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"sources": [
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{
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"loader_class": "cvttpy.trading.mkt_data.time_series.loaders.sqlite_loader.SqliteMdLoader"
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, "file_name": "${SQLITE_DIR}/20240906.COIN.1min.db"
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, "table_name": "md_1min_bars"
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, "file_name": "${DATA_DIR}/eqty/${DATE}.alpaca_sim_md.db"
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, "exchange_id": "ALPACA"
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, "instruments": ["STOCK-COIN", "STOCK-CAN"]
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, "md_types": {
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"TRADES": {
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"table_name": "md_trades"
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, "columns": [
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"tstamp"
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, "tstamp_ns as tm" # must have tm for DataFrame
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, "tstamp_ns as local_time_ns" # must have for simrunner
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, "tstamp_ns as tm" # required column
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, "tstamp_ns as exchange_ts_ns"
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, "tstamp_ns as local_time_ns"
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, "exchange_id"
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, "instrument_id"
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, "open"
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, "high"
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, "low"
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, "close"
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, "volume"
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, "vwap"
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, "num_trades"
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, "exch as exchange_code"
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, "px as price"
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, "qty as quantity"
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, "'' as taker_side" # get from condition (?)
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, "trade_id"
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, "condition"
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, "tape"
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]
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, "time_column": "tstamp"
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, "exchange_id": "ALPACA"
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, "instruments": ["STOCK-COIN"]
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, "md_type": "HIST_BAR"
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}
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# {
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# "loader_class": "cvttpy.trading.mkt_data.time_series.loaders.tsdb_loader.TimescaleTSLoader"
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# , "credentials_key": "TSDB_MD_CVTTDATA_RO"
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# , "interval": ${INTERVAL}
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# , "from_time": ${FROM_TIME} #"2024-10-03 09:00:00"
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# , "exchange_id": "COINBASE"
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# , "instruments": ["PAIR-BTC-USD"]
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# , "md_type": "TRADES"
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# , "table_name": "coinbase.md_trades"
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, "BOOK_TOP": {
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"table_name": "md_quotes"
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, "columns": [
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"tstamp"
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, "tstamp_ns as tm" # required column
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, "tstamp_ns as local_time_ns"
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, "exchange_id"
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, "instrument_id"
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, "bid_exch as bid_exchange_code"
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, "ask_exch as ask_exchange_code"
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, "bid_px as bid_price"
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, "bid_qty as bid_quantity"
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, "ask_px as ask_price"
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, "ask_qty as ask_quantity"
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]
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, "time_column": "tstamp"
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}
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# , "HIST_BAR": {
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# "table_name": "md_1min_bars"
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# , "columns": [
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# "time",
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# "local_time_ns",
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# "exchange_ts_ns",
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# "exchange_id",
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# "instrument_id",
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# "price",
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# "quantity",
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# "taker_side",
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# "'TRD' as type",
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# "tstamp"
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# , "tstamp_ns as tm" # must have tm for DataFrame
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# , "tstamp_ns as local_time_ns" # must have for simrunner
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# , "exchange_id"
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# , "instrument_id"
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# , "open"
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# , "high"
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# , "low"
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# , "close"
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# , "volume"
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# , "vwap"
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# , "num_trades"
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# ]
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# , "time_column": "time"
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# , "time_column": "tstamp"
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# }
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# , {
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# "loader_class": "cvttpy.trading.mkt_data.time_series.loaders.tsdb_loader.TimescaleTSLoader"
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# , "credentials_key": "TSDB_MD_CVTTDATA_RO"
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# , "interval": ${INTERVAL}
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# , "from_time": ${FROM_TIME} #"2024-10-03 09:00:00"
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# , "exchange_id": "COINBASE"
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# , "instruments": ["PAIR-BTC-USD"]
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# , "md_type": "BOOK_TOP"
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# , "table_name": "coinbase.md_booktops"
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# , "columns": [
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# "time",
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# "local_time_ns",
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# "exchange_id",
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# "instrument_id",
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# "bid_price",
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# "bid_quantity",
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# "ask_price",
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# "ask_quantity",
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# "'BT' as type",
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# ]
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# , "time_column": "time"
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# }
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# ]
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}
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||||
}
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]
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, "api": {
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"web_socket": {
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"url": "ws://localhost:8080/ws"
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"url": "ws://localhost:${MD_WS_PORT}/ws"
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||||
}
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||||
}
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}
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@ -109,32 +107,32 @@
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, "pricing_method": "BY_MKT_TRD_PRICE_BY_TRADE"
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, "short_sale_allowed": false
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, "fee_schedule": {
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"taker_fee_rate": 0.006
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"maker_fee_rate": 0.004
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||||
, "fee_schedule": { # ALPACA -
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||||
"taker_fee_rate": 0.0
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"maker_fee_rate": 0.0
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||||
}
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||||
# , "presubscribe_md_types": ["BOOK_TOP", "TRADES"]
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||||
}
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||||
, "api": {
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||||
"web_socket": {
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||||
"url": "ws://localhost:8180/ws"
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||||
"url": "ws://localhost:${OE_WS_PORT}/ws"
|
||||
}
|
||||
, "REST": {
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||||
"port": 8181
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"new_order_url": ["POST", "http://localhost:8181/order"]
|
||||
, "cancel_order_url": ["POST", "http://localhost:8181/cancel"]
|
||||
, "cancel_all_url": ["POST", "http://localhost:8181/cancel_all"]
|
||||
, "open_orders_url": ["GET", "http://localhost:8181/open_orders"]
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||||
, "order_status_url": ["GET", "http://localhost:8181/order_status"]
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||||
"port": ${OE_REST_PORT}
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"new_order_url": ["POST", "http://localhost:${OE_REST_PORT}/order"]
|
||||
, "cancel_order_url": ["POST", "http://localhost:${OE_REST_PORT}/cancel"]
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||||
, "cancel_all_url": ["POST", "http://localhost:${OE_REST_PORT}/cancel_all"]
|
||||
, "open_orders_url": ["GET", "http://localhost:${OE_REST_PORT}/open_orders"]
|
||||
, "order_status_url": ["GET", "http://localhost:${OE_REST_PORT}/order_status"]
|
||||
}
|
||||
}
|
||||
}
|
||||
, "accounting": {
|
||||
"api": {
|
||||
"REST": {
|
||||
"port": 8182
|
||||
, "positions_url": ["GET", "http://localhost:8182/positions"]
|
||||
, "trades_url": ["GET", "http://localhost:8182/trades"]
|
||||
"port": ${ACCT_REST_PORT}
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||||
, "positions_url": ["GET", "http://localhost:${ACCT_REST_PORT}/positions"]
|
||||
, "trades_url": ["GET", "http://localhost:${ACCT_REST_PORT}/trades"]
|
||||
}
|
||||
}
|
||||
}
|
||||
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@ -3,6 +3,38 @@
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{
|
||||
"__DUMMY__": {}
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||||
# ----------------------------- A
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||||
, "ALPACA_SIM": {
|
||||
# https://docs.alpaca.markets/reference/
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||||
"exchange_id": "ALPACA"
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||||
, "name": "Alpaca Trading"
|
||||
, "type": "EQUITY"
|
||||
|
||||
|
||||
, "mktdata" : {
|
||||
"class": "cvttpy.exchanges.mkt_simulator.md_client.MktSimMdClientFeed"
|
||||
"ws_url": ["WS", "ws://localhost:10180/ws"]
|
||||
}
|
||||
|
||||
, "order_entry": {
|
||||
"class": "cvttpy.exchanges.mkt_simulator.oe_client.MarketSimulatorOEClient"
|
||||
|
||||
, "REST": {
|
||||
"new_order_url": ["POST", "http://localhost:10182/order"]
|
||||
, "cancel_order_url": ["POST", "http://localhost:10182/cancel"]
|
||||
, "cancel_all_url": ["POST", "http://localhost:10182/cancel_all"]
|
||||
, "open_orders_url": ["GET", "http://localhost:10182/open_orders"]
|
||||
, "order_status_url": ["GET", "http://localhost:10182/order_status"]
|
||||
},
|
||||
"ws_url": ["WSS", "ws://localhost:10181/ws"]
|
||||
}
|
||||
, "accounting": {
|
||||
"class": "cvttpy.exchanges.mkt_simulator.acct_client.MktSimAccounting"
|
||||
, "REST": {
|
||||
"positions_url": ["GET", "http://localhost:10083/positions"]
|
||||
, "trades_url": ["GET", "http://localhost:10083/trades"]
|
||||
}
|
||||
}
|
||||
}
|
||||
, "ALPACA_SNDBX": {
|
||||
# https://docs.alpaca.markets/reference/
|
||||
"exchange_id": "ALPACA"
|
||||
|
||||
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Reference in New Issue
Block a user