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Cryptoval Trading Technologies
2026-06-23 00:29:01 +00:00
parent cfc9184ab2
commit a53b8bbe38
5 changed files with 617 additions and 0 deletions
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data/apps/stat_pairs/models/vecm.cfg
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{
"model_class": "cvttpy_apps.apps.stat_pairs.lib.models.VECMModel"
, "model_name": "VECM-2H"
, "stat_model_price": "close"
, "training_window_hours": 2
}
data/apps/stat_pairs/stat_pair_quant.cfg
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{
"refdata": @inc=http://@env{CONFIG_SERVICE}/refdata/refdata
"app_name": "@env{APP_NAME}",
"app_type": "STAT_PAIR_QUANT",
# =========== API ============
"api": {
"REST": {
"host": @env{SP_QUANT_REST_HOST}
, "port": @env{SP_QUANT_REST_PORT}
, "proto": "http"
}
},
"interval_sec": 60,
"loop_interval_sec": 60.0,
# ====== Model =======
"model": @inc=http://@env{CONFIG_SERVICE}/apps/stat_pairs/models/vecm
# ====== Instrument Validation =======
, "instrument_validation": {
"market_data_sufficiency": {
"maximum_gap_size": "5.0%",
"maximum_data_missing": "20.0%",
"maximum_latency_sec": 30
}
},
# ====== Trading Analysis =======
"analysis": {
"entry_diseq": 2.0,
"exit_diseq": 0.5,
"full_entry_diseq": 3.0,
"min_target_strength": 0.4,
"mode": "beta-aware"
},
# ====== Front Gateway ==========
"cvtt_fgw": {
"REST": {
"base_url": "@env{FGW_BASE_URL}",
"endpoints": {
"register": ["POST", "/app_register"]
"app_list": ["GET", "/app_list"]
"heartbeat": ["GET", "/app_hb"],
"md_history": ["POST", "/md_summary"],
"trading_instructions": ["POST", "/trading_instructions"],
}
}
}
}
data/apps/stat_pairs/stat_pairs_selector.cfg
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{
"refdata": @inc=http://@env{CONFIG_SERVICE}/refdata/refdata
# "app_name": "STAT_PAIR_SELECTOR-TST",
"app_name": "@env{APP_NAME}"
"app_type": "STAT_PAIRS_SELECTOR"
, "interval_sec": 60
, "history_depth_hours": 26
, "rerun_interval": 300
, "model": @inc=http://@env{CONFIG_SERVICE}/apps/stat_pairs/models/vecm
, "instrument_validation": {
"market_data_sufficiency": {
"maximum_gap_size": "2.0%",
"maximum_data_missing": "20.0%"
}
}
, "mr_evaluation": {
"mr_speed_tau": 60,
"stationarity_pvalue_max": 0.05,
"stability_window": 360,
"stability_step": 60,
"stability_sensitivity": 0.5,
"score_weights": {
"speed": 0.3
, "stationarity": 0.4
, "stability": 0.3
},
"warnings_marks": {
"stationarity": 0.3
"stability": 0.3
},
"total_score_weights": {
"liquidity": 0.5,
"mr_geometric": 0.5,
"mr_arithmetic": 0
}
}
, "cvtt_fgw": {
"REST": {
# "base_url": "http://cld32-tester.cvtt.vpn:23456",
"base_url": "@env{FGW_BASE_URL}",
"endpoints": {
"register": ["POST", "/app_register"]
"heartbeat": ["GET", "/app_hb"],
"md_history": ["POST", "/md_summary"]
},
},
}
, "api": {
"REST": {
"host": @env{PAIR_SELECTOR_REST_HOST}
, "port": @env{PAIR_SELECTOR_REST_PORT}
, "proto": "http"
}
}
# ====== Instruments =======
, "instruments": [
{
"exch_acct": "COINBASE_AT"
, "instrument_id": "PAIR-ADA-USD"
},
{
"exch_acct": "COINBASE_AT"
, "instrument_id": "PAIR-AVAX-USD"
},
{
"exch_acct": "COINBASE_AT"
, "instrument_id": "PAIR-BCH-USD"
},
{
"exch_acct": "COINBASE_AT"
, "instrument_id": "PAIR-BNB-USD"
},
{
"exch_acct": "COINBASE_AT"
, "instrument_id": "PAIR-BTC-USD"
},
{
"exch_acct": "COINBASE_AT"
, "instrument_id": "PAIR-DOGE-USD"
},
{
"exch_acct": "COINBASE_AT"
, "instrument_id": "PAIR-DOT-USD"
},
{
"exch_acct": "COINBASE_AT"
, "instrument_id": "PAIR-ETH-USD"
},
{
"exch_acct": "COINBASE_AT"
, "instrument_id": "PAIR-HBAR-USD"
},
{
"exch_acct": "COINBASE_AT"
, "instrument_id": "PAIR-LINK-USD"
},
{
"exch_acct": "COINBASE_AT"
, "instrument_id": "PAIR-LTC-USD"
},
{
"exch_acct": "COINBASE_AT"
, "instrument_id": "PAIR-SHIB-USD"
},
{
"exch_acct": "COINBASE_AT"
, "instrument_id": "PAIR-SOL-USD"
},
{
"exch_acct": "COINBASE_AT"
, "instrument_id": "PAIR-SUI-USD"
},
{
"exch_acct": "COINBASE_AT"
, "instrument_id": "PAIR-XLM-USD"
},
{
"exch_acct": "COINBASE_AT"
, "instrument_id": "PAIR-XRP-USD"
}
# =====================================================================
# {
# "exch_acct": "BNBSPOT"
# , "instrument_id": "PAIR-ADA-USDT"
# }
# , {
# "exch_acct": "BNBSPOT"
# , "instrument_id": "PAIR-AVAX-USDT"
# }
# , {
# "exch_acct": "BNBSPOT"
# , "instrument_id": "PAIR-BCH-USDT"
# }
# , {
# "exch_acct": "BNBSPOT"
# , "instrument_id": "PAIR-BNB-USDT"
# }
# , {
# "exch_acct": "BNBSPOT"
# , "instrument_id": "PAIR-BTC-USDT"
# }
# , {
# "exch_acct": "BNBSPOT"
# , "instrument_id": "PAIR-DOGE-USDT"
# }
# , {
# "exch_acct": "BNBSPOT"
# , "instrument_id": "PAIR-DOT-USDT"
# }
# , {
# "exch_acct": "BNBSPOT"
# , "instrument_id": "PAIR-ETH-USDT"
# }
# , {
# "exch_acct": "BNBSPOT"
# , "instrument_id": "PAIR-HBAR-USDT"
# }
# , {
# "exch_acct": "BNBSPOT"
# , "instrument_id": "PAIR-LINK-USDT"
# }
# , {
# "exch_acct": "BNBSPOT"
# , "instrument_id": "PAIR-LTC-USDT"
# }
# , {
# "exch_acct": "BNBSPOT"
# , "instrument_id": "PAIR-SHIB-USDT"
# }
# , {
# "exch_acct": "BNBSPOT"
# , "instrument_id": "PAIR-SOL-USDT"
# }
# , {
# "exch_acct": "BNBSPOT"
# , "instrument_id": "PAIR-SUI-USDT"
# }
# , {
# "exch_acct": "BNBSPOT"
# , "instrument_id": "PAIR-XLM-USDT"
# }
# , {
# "exch_acct": "BNBSPOT"
# , "instrument_id": "PAIR-XRP-USDT"
# }
]
}