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Cryptoval Trading Technologies
2024-12-14 01:08:13 +00:00
parent 8b109e933c
commit c1c72b7f80
7 changed files with 148 additions and 3 deletions
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data/refdata/exchanges.cfg
+54
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@@ -3,6 +3,51 @@
{
"__DUMMY__": {}
# ----------------------------- A
, "ALPACA_PROD": {
# https://docs.alpaca.markets/reference/
"exchange_id": "ALPACA"
, "name": "Alpaca Trading"
, "type": "EQUITY"
, "cred_key": "ALPACA_PROD"
, "order_entry": {
"class": "cvttpy.exchanges.alpaca.oe_client.AlpacaOrderEntryClient"
, "REST": {
"submit_order_url": ["POST", "https://api.alpaca.markets/v2/orders"]
, "orders_url": ["GET", "https://api.alpaca.markets/v2/orders"]
, "order_status": ["GET", "https://api.alpaca.markets/v2/orders/{order_id}"]
, "cancel_order_url": ["DELETE", "https://api.alpaca.markets/v2/orders/{order_id}"]
, "cancel_all_url": ["DELETE", "https://api.alpaca.markets/v2/orders"]
}
, "ws_url": ["WSS", "wss://api.alpaca.markets/stream"]
}
, "mktdata" : {
"class": "cvttpy.exchanges.alpaca.mkt_data.AlpacaStockFeed"
, "reconnect_secs": 2.0
# , "ws_url": ["WSS", "wss://stream.data.alpaca.markets/v2/sip"]
, "ws_url": ["WSS", "wss://stream.data.alpaca.markets/v2/iex"]
, "REST": {
"hist_md_bars": ["GET", "https://data.alpaca.markets/v2/stocks/bars"]
, "hist_md_quotes": ["GET", "https://data.alpaca.markets/v2/stocks/quotes"]
, "hist_md_trades": ["GET", "https://data.alpaca.markets/v2/stocks/trades"]
, "latest_trade": ["GET", "https://data.alpaca.markets/v2/stocks/{symbol}/trades/latest"]
, "assets": ["GET", "https://api.alpaca.markets/v2/assets"]
# , "assets": ["GET", "https://data.alpaca.markets/v2/assets"]
}
}
, "accounting": {
"class": "cvttpy.exchanges.alpaca.account.AlpacaAccounting"
, "REST": {
"balances_url": ["GET", "https://api.alpaca.markets/v2/positions"]
, "account_info_url": ["GET", "https://api.alpaca.markets/v2/account"]
, "trades_url": ["GET", "https://api.alpaca.markets/v2/account/activities/FILL"]
}
}
}
, "ALPACA_SIM": {
# https://docs.alpaca.markets/reference/
"exchange_id": "ALPACA"
@@ -471,6 +516,15 @@
, "channel_prefix": "MD_ALPACA_SNDBX"
}
}
, "MD_GATEWAY": {
"exchange_id": "MD_GATEWAY"
, "name": "MD Portal (proxy)"
, "type": "PROXY"
, "mktdata" : {
"class": "cvttpy.exchanges.proxies.md_gateway_clnt.mkt_data.MktDataGatewayFeed"
}
}
, "MD_PORTAL_ALPACA_03": {
"exchange_id": "MD_PORTAL"
, "name": "MD Portal (proxy)"