20260402

2026-04-02 01:57:01 +00:00
parent 6e4937d078
commit 965953fb93
2 changed files with 186 additions and 0 deletions
@@ -0,0 +1,74 @@
+# ===============================================================================
+# REAL TIME SIMULATOR
+# (no Market Data)
+# ===============================================================================
+# Environment setting example
+# SIM_ORDER_ENTRY_WS_PORT=28081
+# SIM_ORDER_ENTRY_REST_PORT=28082
+# SIM_ACCOUNTING_REST_PORT=28083
+
+# simulation/market_simulator -> "" (root)
+{
+    "initial_positions": {
+        "exchange": "COINBASE",
+            "assets": {
+                "BTC": 0.1,
+                "ETH": 5.0,
+                "USD": 10000.0
+            }
+    },
+    "market_data": {
+        # NOT USED HERE. Use Direct Market data via MDGW
+    }
+    "order_entry": {
+        "api": {
+            "web_socket": {
+                "url": "ws://localhost:@env{SIM_ORDER_ENTRY_WS_PORT}/ws"
+            },
+            "REST": {
+            "port": @env{SIM_ORDER_ENTRY_REST_PORT},
+            "base_url": "http://localhost:@env{SIM_ORDER_ENTRY_REST_PORT}",
+            "endpoints": {
+                "new_order": ["POST", "/order"],
+                "cancel_order": ["POST", "/cancel"],
+                "cancel_all": ["POST", "/cancel_all"],
+                "open_orders": ["GET", "/open_orders"],
+                "order_status": ["GET", "/order_status"]
+            }
+            }
+        },
+        "execution": {
+            "fast": { # formerly known as --debug_mode in OEGW;  use --fast_exec_mode in CL
+                "partial_fill_wait_sec": 3600.0,
+                "full_fill_wait_sec": 3600.0,
+                "fee_rate": 0.006
+            },
+            "on_market_data": {  ## DEFAULT METHOD
+                "md_exch_acct": "COINBASE_AT",
+                "execute_on": [
+                    "BOOK_TOP",
+                    "TRADES"
+                ],
+                "top_only": true,
+                "pricing_method": "BY_MKT_TRD_PRICE_BY_TRADE",
+                "min_order_age_sec": 0.1,
+                "fee_schedule": {
+                    "taker_fee_rate": 0.006,
+                    "maker_fee_rate": 0.004
+                }
+            }
+        },
+    },
+    "accounting": {
+        "api": {
+            "REST": {
+                "port": @env{SIM_ACCOUNTING_REST_PORT},
+                "base_url": "http://localhost:@env{SIM_ACCOUNTING_REST_PORT}",
+                "endpoints": {
+                    "positions": ["GET", "/positions"],
+                    "trades": ["GET", "/trades"]
+                }
+            }
+        }
+    }
+}