progress

data/admin/cvtt_hosts.cfg

@@ -110,12 +110,24 @@
             "docker": "true",
             "gui": "true",
         },
+        "cvtt-write": {
+            "type": "vm",
+            "users": ["oleg"],
+            "docker": "true",
+            "gui": "true",
+        },
         "desktop": {
             "type": "vm",
             "users": ["oleg"],
             "docker": "false",
             "gui": "true",
         },
+        "home-fin": {
+            "type": "vm",
+            "users": ["oleg"],
+            "docker": "false",
+            "gui": "true",
+        },
 
         // -- Headless
         "cvtt-build": {

data/admin/docker_images.cfg

@@ -17,4 +17,10 @@
         "based_on_project": "cvttpy"
         # "additional_projects": []
     }
+    , "Crypto Daily MD": {
+        "image_name": "crypto_md_day",
+        "docker_dev_path": "market_data/crypto_md_day",
+        "based_on_project": "ops"
+        # "additional_projects": []
+    }
 }

data/apps/research/cointegration_trader.cfg

@@ -0,0 +1,50 @@
+@var CONFIG_SERVICE=cloud23.cvtt.vpn:6789
+{
+    "refdata": @inc=http://${CONFIG_SERVICE}/refdata/refdata
+    , "comm": @inc=http://${CONFIG_SERVICE}/apps/common/comm
+    , "algos": @inc=http://${CONFIG_SERVICE}/apps/common/algos
+    , "exchanges_settings": {
+        "ALPACA_SIM": {
+            "mkt_data": {
+                "enabled": true
+                , "streaming": true
+            },
+            "order_entry": {
+                "enabled": true
+                , "streaming": true
+            },
+            "accounting": {
+                "enabled": true
+                , "streaming": false
+            },
+        },
+        # "ALPACA-MD-REST-ONLY": {
+        #     "mkt_data": {
+        #         "enabled": true
+        #         , "streaming": false
+        #     },
+        # },
+        # "COINBASE_SIM": {
+        #     "mkt_data": {
+        #         "enabled": true
+        #         , "streaming": true
+        #     },
+        #     "order_entry": {
+        #         "enabled": true
+        #         , "streaming": true
+        #     },
+        #     "accounting": {
+        #         "enabled": true
+        #         , "streaming": false
+        #     },
+        # },
+
+    }
+    , "trading": {
+        "book_id": "COINTEGR_BOOK_001"
+        ,"algo": "TRDALGO_SIMPLE_BO"
+        , "usd_amount": 1000.0
+        , "price_offset_bps": 20
+    }
+}
+

data/apps/research/mkt_simulator_eqt.cfg

@@ -8,6 +8,8 @@
 @var ACCT_REST_PORT=10083
 
 @var DATE=20241114
+@var FROM_TIME=13:30
+@var TO_TIME=20:00
 
 {
     "refdata": @inc=http://${CONFIG_SERVICE}/refdata/refdata
@@ -15,8 +17,8 @@
     , "comm": @inc=http://${CONFIG_SERVICE}/apps/common/comm
     , "comm_settings": "/comm/pubsub/redis/localhost"
     , "simulation": {
-        # "speed_factor": 1.0,
         "speed_factor": 0.0,
+        # "speed_factor": 1000.0,
         "time_events_interval_ms": 0
     }
     , "market_simulator" : {
@@ -32,7 +34,7 @@
             "sources": [
                 {
                     "loader_class": "cvttpy.trading.mkt_data.time_series.loaders.sqlite_loader.SqliteMdLoader"
-                    , "file_name": "${DATA_DIR}/eqty/${DATE}.alpaca_sim_md.db"
+                    , "file_name": "${DATA_DIR}/eqt/${DATE}.alpaca_sim_md.db"
                     , "exchange_id": "ALPACA"
                     , "instruments": ["STOCK-COIN", "STOCK-CAN"]
                     , "md_types": {
@@ -54,6 +56,8 @@
                                         , "tape"
                                     ]
                             , "time_column": "tstamp"
+                            , "from_time": "${FROM_TIME}"
+                            , "to_time": "${TO_TIME}"
                         }
                         , "BOOK_TOP": {
                             "table_name": "md_quotes"
@@ -71,6 +75,8 @@
                                         , "ask_qty as ask_quantity"
                                     ]
                             , "time_column": "tstamp"
+                            , "from_time": "${FROM_TIME}"
+                            , "to_time": "${TO_TIME}"
                         }
                         # , "HIST_BAR": {
                         #     "table_name": "md_1min_bars"

data/apps/tests/get_positions.cfg

@@ -21,6 +21,15 @@
                 "read_only": "ALPACA_SANDBOX"
             }
         }
+        , "ALPACA_PROD": {
+            "accounting": {
+                "enabled": true
+                , "streaming": false
+            }
+            , "credentials_key": {
+                "read_only": "ALPACA_PROD"
+            }
+        }
         , "GEMINI-SNDBX": {
             "accounting": {
                 "enabled": true

data/apps/tests/get_trades.cfg

@@ -21,8 +21,16 @@
                 "read_only": "ALPACA_SANDBOX"
             }
         }
+        , "ALPACA_PROD": {
+            "accounting": {
+                "enabled": true
+                , "streaming": false
+            }
+            , "credentials_key": {
+                "read_only": "ALPACA_PROD"
+            }
+        }
     }
     , "refdata": @inc=http://${CONFIG_SERVICE}/refdata/refdata
-    , "comm": @inc=http://${CONFIG_SERVICE}/apps/common/comm
 }
 

data/refdata/exchanges.cfg

@@ -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)"