progress
This commit is contained in:
Cryptoval Trading Technologies
parent
4bc2ee411a
commit
b693b57778
@ -14,7 +14,59 @@
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//------------------------------------------------------------------------------
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, "md_recorder": {
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"db": {
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"instrument_groups": {
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"BNBFUT_CLD21": [
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"BNBFUT:PERP-BTC-USDT"
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, "BNBFUT:PERP-ETH-USDT"
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]
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"BNBFUT_CVTTDATA": [
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"BNBFUT:PERP-BTC-USDT"
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, "BNBFUT:PERP-ETH-USDT"
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]
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, "BNBSPOT_CLD21": [
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"BNBSPOT:PAIR-ADA-USDT"
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, "BNBSPOT:PAIR-BCH-USDT"
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, "BNBSPOT:PAIR-BTC-USDT"
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, "BNBSPOT:PAIR-DOT-USDT"
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, "BNBSPOT:PAIR-ETH-USDT"
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, "BNBSPOT:PAIR-LTC-USDT"
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, "BNBSPOT:PAIR-SOL-USDT"
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, "BNBSPOT:PAIR-USDC-USDT"
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, "BNBSPOT:PAIR-XRP-USDT"
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]
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, "BNBSPOT_CVTTDATA": [
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"BNBSPOT:PAIR-ADA-USDT"
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, "BNBSPOT:PAIR-BCH-USDT"
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, "BNBSPOT:PAIR-BTC-USDT"
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, "BNBSPOT:PAIR-DOT-USDT"
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, "BNBSPOT:PAIR-ETH-USDT"
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, "BNBSPOT:PAIR-LTC-USDT"
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, "BNBSPOT:PAIR-SOL-USDT"
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, "BNBSPOT:PAIR-USDC-USDT"
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, "BNBSPOT:PAIR-XRP-USDT"
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]
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, "COINBASE_CLD21": [
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"COINBASE:PAIR-ADA-USD"
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, "COINBASE:PAIR-BCH-USD"
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, "COINBASE:PAIR-BTC-USD"
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, "COINBASE:PAIR-DOT-USD"
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, "COINBASE:PAIR-ETH-USD"
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, "COINBASE:PAIR-LTC-USD"
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, "COINBASE:PAIR-SOL-USD"
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, "COINBASE:PAIR-XRP-USD"
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]
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, "COINBASE_CVTTDATA": [
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"COINBASE:PAIR-ADA-USD"
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, "COINBASE:PAIR-BCH-USD"
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, "COINBASE:PAIR-BTC-USD"
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, "COINBASE:PAIR-DOT-USD"
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, "COINBASE:PAIR-ETH-USD"
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, "COINBASE:PAIR-LTC-USD"
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, "COINBASE:PAIR-SOL-USD"
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, "COINBASE:PAIR-XRP-USD"
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]
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}
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, "db": {
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"class": "cvttpy.tools.db.timescale.tsdb_client.TimescaleDbClient"
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}
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, "flush_interval_sec": 0.5
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@ -31,11 +83,15 @@
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}
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, "BNBSPOT": {
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"instruments": {
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"PAIR-BTC-USDT": ["TRADES", "BOOK_TOP"]
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"PAIR-ADA-USDT": ["TRADES", "BOOK_TOP"]
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, "PAIR-BCH-USDT": ["TRADES", "BOOK_TOP"]
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, "PAIR-BTC-USDT": ["TRADES", "BOOK_TOP"]
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, "PAIR-DOT-USDT": ["TRADES", "BOOK_TOP"]
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, "PAIR-ETH-USDT": ["TRADES", "BOOK_TOP"]
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, "PAIR-LTC-USDT": ["TRADES", "BOOK_TOP"]
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, "PAIR-XRP-USDT": ["TRADES", "BOOK_TOP"]
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, "PAIR-SOL-USDT": ["TRADES", "BOOK_TOP"]
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, "PAIR-USDC-USDT": ["TRADES", "BOOK_TOP"]
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, "PAIR-XRP-USDT": ["TRADES", "BOOK_TOP"]
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}
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, "tables": {
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"trades": "bnbspot.md_trades"
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@ -56,9 +112,13 @@
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}
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, "COINBASE": {
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"instruments": {
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"PAIR-BTC-USD": ["TRADES", "BOOK_TOP"]
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"PAIR-ADA-USD": ["TRADES", "BOOK_TOP"]
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, "PAIR-BCH-USD": ["TRADES", "BOOK_TOP"]
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, "PAIR-BTC-USD": ["TRADES", "BOOK_TOP"]
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, "PAIR-DOT-USD": ["TRADES", "BOOK_TOP"]
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, "PAIR-ETH-USD": ["TRADES", "BOOK_TOP"]
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, "PAIR-LTC-USD": ["TRADES", "BOOK_TOP"]
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, "PAIR-SOL-USD": ["TRADES", "BOOK_TOP"]
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, "PAIR-XRP-USD": ["TRADES", "BOOK_TOP"]
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}
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, "tables": {
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@ -1,16 +1,27 @@
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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 FROM_TIME="2024-10-03 13:30:00"
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@var INTERVAL="18 minutes"
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{
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"refdata": @inc=http://${CONFIG_SERVICE}/refdata/refdata
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, "redis": @inc=http://${CONFIG_SERVICE}/apps/common/redis
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, "redis_settings": "localhost"
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, "simulation": {
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"speed_factor": 0.0,
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"speed_factor": 100.0,
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"time_events_interval_ms": 0
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}
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, "market_simulator" : {
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"market_data": {
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"initial_positions": {
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"exchange": "COINBASE",
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"assets": {
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"BTC": 0.0
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, "ETH": 0.0
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, "USD": 10000
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}
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}
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, "market_data": {
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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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{
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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": "2 hours"
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, "from_time": "2024-10-03 09:00:00"
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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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@ -60,8 +71,8 @@
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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": "2 hours"
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, "from_time": "2024-10-03 09:00:00"
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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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@ -79,28 +90,49 @@
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]
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, "time_column": "time"
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}
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],
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"api": {
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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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}
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}
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}
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, "accounting": {
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"initial_positions": {
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"COINBASE": {
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"BTC": 0
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, "USD": 1000.0
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}
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}
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}
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, "order_entry": {
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"execution": {
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"execute_on": ["BOOK_TOP", "TRADES"]
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"top_only": true
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,"min_order_age_sec": 0.1
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, "pricing_method": "BY_MKT_TRD_PRICE_BY_ORDER"
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, "short_sale_allowed": false
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, "fee_schedule": {
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"taker_fee": 0.006
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"maker_fee": 0.004
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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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}
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, "REST": {
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"port": 8181
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"new_order_url": ["POST", "http://localhost:8181/order"]
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, "cancel_order_url": ["POST", "http://localhost:8181/cancel"]
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, "cancel_all_url": ["POST", "http://localhost:8181/cancel_all"]
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, "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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}
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}
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}
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, "accounting": {
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"api": {
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"REST": {
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"port": 8182
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, "positions_url": ["GET", "http://localhost:8182/positions"]
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, "trades_url": ["GET", "http://localhost:8182/trades"]
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}
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}
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}
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}
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}
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"md_symbol": "AAVEBUSD",
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"trade_symbol": "AAVEBUSD"
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},
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"PAIR-XRP-BUSD": {
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"md_symbol": "XRPBUSD",
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"trade_symbol": "XRPBUSD"
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"PAIR-ADA-USDT": {
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"md_symbol": "ADAUSDT",
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"trade_symbol": "ADAUSDT"
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},
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"PAIR-AVAX-BUSD": {
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"md_symbol": "AVAXBUSD",
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"md_symbol": "BCHBUSD",
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"trade_symbol": "BCHBUSD"
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},
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"PAIR-BCH-USDT": {
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"md_symbol": "BCHUSDT",
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"trade_symbol": "BCHUSDT"
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},
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"PAIR-BTC-BUSD": {
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"md_symbol": "BTCBUSD",
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"trade_symbol": "BTCBUSD"
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@ -71,6 +75,10 @@
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"md_symbol": "DOGEUSDT",
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"trade_symbol": "DOGEUSDT"
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},
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"PAIR-DOT-USDT": {
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"md_symbol": "DOTUSDT",
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"trade_symbol": "DOTUSDT"
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},
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"PAIR-ETH-BUSD": {
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"md_symbol": "ETHBUSD",
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"trade_symbol": "ETHBUSD"
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@ -111,9 +119,9 @@
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"md_symbol": "MATICUSDT",
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"trade_symbol": "MATICUSDT"
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},
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"PAIR-SOL-BUSD": {
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"md_symbol": "SOLBUSD",
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"trade_symbol": "SOLBUSD"
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"PAIR-SOL-USDT": {
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"md_symbol": "SOLUSDT",
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"trade_symbol": "SOLUSDT"
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},
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"PAIR-UNI-BUSD": {
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"md_symbol": "UNIBUSD",
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@ -235,6 +243,10 @@
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"md_symbol": "AVAX-USD",
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"trade_symbol": "AVAX-USD"
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},
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"PAIR-ADA-USD": {
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"md_symbol": "ADA-USD",
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"trade_symbol": "ADA-USD"
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},
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"PAIR-BCH-USD": {
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"md_symbol": "BCH-USD",
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"trade_symbol": "BCH-USD"
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"md_symbol": "DOGE-USD",
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"trade_symbol": "DOGE-USD"
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},
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"PAIR-DOT-USD": {
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"md_symbol": "DOT-USD",
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"trade_symbol": "DOT-USD"
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},
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"PAIR-ETH-USD": {
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"md_symbol": "ETH-USD",
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"trade_symbol": "ETH-USD"
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@ -316,6 +316,17 @@
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}
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}
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, "COINBASE_SIM": {
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"exchange_id": "COINBASE"
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, "name": "Coinbase Advanced Trade (Simulation)"
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, "type": "SPOT"
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, "mktdata" : {
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"class": "cvttpy.exchanges.mkt_simulator.mkt_data.MktSimMdClientFeed"
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"ws_url": ["WS", "ws://localhost:8080/ws"]
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}
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}
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# ---------------------------- G
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, "GEMINI": {
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# https://docs.gemini.com/rest-api
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@ -426,7 +437,7 @@
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, "mktdata" : {
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"class": "cvttpy.exchanges.mkt_simulator.mkt_data.MktSimMdClientFeed"
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"ws_url": "ws://localhost:8080/ws"
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"ws_url": ["WS", "ws://localhost:8080/ws"]
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}
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}
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# ---------------------------- O
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"quantity_precision": "0.001",
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"price_tick": 0.01
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},
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"PAIR-ADA-USD": {
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"base_asset": "ADA",
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"quote_asset": "USD",
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"quantity_precision": "0.1",
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"price_tick": 0.0001
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},
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"PAIR-ADA-USDT": {
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"base_asset": "ADA",
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"quote_asset": "USDT",
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"quantity_precision": "0.1",
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"price_tick": 0.0001
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},
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"PAIR-ASD-USDT": {
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"base_asset": "ASD",
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"quote_asset": "USDT",
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"quantity_precision": "0.001",
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"price_tick": 0.1
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},
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"PAIR-BCH-USDT": {
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"base_asset": "BCH",
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"quote_asset": "USDT",
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"quantity_precision": "0.001",
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"price_tick": 0.1
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},
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"PAIR-BTC-BUSD": {
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"base_asset": "BTC",
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"quote_asset": "BUSD",
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"quantity_precision": "0.01",
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"price_tick": 0.00001
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},
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"PAIR-DOT-USD": {
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"base_asset": "DOT",
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"quote_asset": "USD",
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"quantity_precision": "0.01",
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"price_tick": 0.001
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},
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"PAIR-DOT-USDT": {
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"base_asset": "DOT",
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"quote_asset": "USDT",
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"quantity_precision": "0.01",
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"price_tick": 0.001
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},
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# --- PAIR-E
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"PAIR-ETH-BUSD": {
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"base_asset": "ETH",
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"PAIR-SOL-USD": {
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"base_asset": "SOL",
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"quote_asset": "USD",
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"quantity_precision": "0.01",
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"quantity_precision": "0.001",
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"price_tick": 0.01
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},
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"PAIR-SOL-USDT": {
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"base_asset": "SOL",
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"quote_asset": "USDT",
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"quantity_precision": "0.001",
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"price_tick": 0.01
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},
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# --- PAIR-U
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