config_service initial
This commit is contained in:
Cryptoval Trading Technologies
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{
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"__DUMMY__": {}
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# ---------------------- C
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, "BNBSPOT": {
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"exchange_id": "BNBSPOT"
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, "name": "Binance Spot"
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, "type": "SPOT"
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, "mktdata" : {
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"class": "cvttpy.exchanges.binance.spot.mkt_data.BnbSpotMultiWsFeed"
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, "max_connections": 10
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, "reconnect_secs": 2.0
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, "ws_url": ["WSS", "wss://stream.binance.com/ws"]
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}
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}
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, "BNBFUT": {
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"exchange_id": "BNBFUT"
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, "name": "Binance Futures USD-M"
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, "type": "FUTURES"
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, "mktdata" : {
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"class": "cvttpy.exchanges.binance.futures.mkt_data.BnbFutMultiWsFeed"
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, "max_connections": 10
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, "reconnect_secs": 2.0
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, "ws_url": ["WSS", "wss://fstream.binance.com/ws"]
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}
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}
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, "BNBFUT-2": {
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"exchange_id": "BNBFUT"
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, "name": "Binance Futures USD-M"
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, "type": "FUTURES"
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, "mktdata" : {
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"class": "cvttpy.exchanges.binance.futures.mkt_data.BinanceFuturesFeedWs2"
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, "max_connections": 10
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, "reconnect_secs": 2.0
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, "ws_timeout_secs": 0.0001
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, "ws_url": ["WSS", "wss://fstream.binance.com/ws"]
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}
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}
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, "BNBFUT-BT-FEED": {
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"exchange_id": "BNBFUT"
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, "name": "Binance Futures USD-M"
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, "type": "FUTURES"
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, "mktdata" : {
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"class": "cvttpy.exchanges.book_top_feed.mkt_data.BookTopFeedClient"
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, "mmap_file": "/tmp/BNBFUT.MD.dat"
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}
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}
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, "BNBSPOT_US": {
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"exchange_id": "BNBSPOT_US"
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, "name": "Binance.US"
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, "type": "SPOT"
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, "mktdata" : {
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"class": "cvttpy.exchanges.binance.spot.mkt_data.BinanceSpotFeed"
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, "reconnect_secs": 10
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, "ws_url": ["WSS", "wss://stream.binance.us:9443/ws"]
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}
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}
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# ---------------------- C
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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.CvttTraderClient"
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}
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, "redis": {
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"url": "redis://cloud17.cvtt.vpn"
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,"listen_channel_prefix": "CVTT_CLNT"
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, "trader_channel": "TRDR"
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, "ping_timeout_secs": 2.0
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}
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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.CvttTraderClient"
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}
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, "redis": {
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"url": "redis://localhost"
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,"listen_channel_prefix": "CVTT_CLNT"
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, "trader_channel": "TRDR"
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, "ping_timeout_secs": 1.0
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}
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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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, "type": "SPOT"
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, "order_entry": {
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"class": "cvttpy.exchanges.coinbase.spot.connector.CoinbaseSpotRestExchConnector"
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, "REST": {
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"open_orders_url": ["GET", "https://api.coinbase.com/api/v3/brokerage/orders/historical/batch"]
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, "submit_order_url": ["POST", "https://api.coinbase.com/api/v3/brokerage/orders"]
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, "cancel_order_url": ["POST", "https://api.coinbase.com/api/v3/brokerage/orders/batch_cancel"]
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},
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"ws_url": ["WSS", "wss://advanced-trade-ws.coinbase.com"]
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}
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, "accounting": {
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"class": "cvttpy.exchanges.coinbase.spot.account.CoinbaseSpotAccounting"
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, "REST": {
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"balances_url": ["GET", "https://api.coinbase.com/api/v3/brokerage/accounts"]
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, "get_trades_url": ["GET", "https://api.coinbase.com/api/v3/brokerage/orders/historical/fills"]
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, "get_transactions_url": ["GET", "https://api.coinbase.com/api/v3/brokerage/transaction_summary"]
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}
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}
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, "mktdata" : {
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"class": "cvttpy.exchanges.coinbase.spot.mkt_data.CoinbaseMultiWsFeed"
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, "reconnect_secs": 2
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, "max_connections": 10
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, "price_throttle": true
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, "ws_url": ["WSS", "wss://ws-feed.pro.coinbase.com"]
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}
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}
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, "BACKTEST_001": {
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"exchange_id": "COINBASE"
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, "name": "Coinbase Backtest"
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, "type": "BACKTEST"
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# , "order_entry": {
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# "class": "cvttpy.exchanges.coinbase.spot.connector.CoinbaseSpotRestExchConnector"
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# , "REST": {
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# "open_orders_url": ["GET", "https://api.coinbase.com/api/v3/brokerage/orders/historical/batch"]
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# , "submit_order_url": ["POST", "https://api.coinbase.com/api/v3/brokerage/orders"]
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# , "cancel_order_url": ["POST", "https://api.coinbase.com/api/v3/brokerage/orders/batch_cancel"]
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# },
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# "ws_url": ["WSS", "wss://advanced-trade-ws.coinbase.com"]
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# }
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# , "accounting": {
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# "class": "cvttpy.exchanges.coinbase.spot.account.CoinbaseSpotAccounting"
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# , "REST": {
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# "balances_url": ["GET", "https://api.coinbase.com/api/v3/brokerage/accounts"]
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# , "get_trades_url": ["GET", "https://api.coinbase.com/api/v3/brokerage/orders/historical/fills"]
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# , "get_transactions_url": ["GET", "https://api.coinbase.com/api/v3/brokerage/transaction_summary"]
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# }
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# }
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, "mktdata" : {
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"class": "cvttpy.research.backtest.mkt_data.BacktestSimFeed"
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, "db": {
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"module": "cvttpy.tools.db.timescale.tsdb_client"
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, "class": "TimescaleDbClient"
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, "connect": {
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"host": "cryptoval1.cvtt.vpn"
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, "port": 5432
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, "database": "coinbase"
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}
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}
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, "readers": [
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{
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"class": "cvttpy.research.time_series.ts_df_reader"
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, "table": "md_trades"
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, "interval": "12 hours"
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, "from_time": null
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}
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, {
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"class": "cvttpy.research.time_series.ts_df_reader"
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, "table": "md_booktops"
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, "interval": "12 hours"
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, "from_time": null
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}
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]
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}
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}
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}
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