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Cryptoval Trading Technologies
2024-08-24 18:40:50 +00:00
parent 31a3a06f34
commit c791bff9fe
10 changed files with 4 additions and 4 deletions
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data/apps/__DEPRECATED__/cvttcomm.cfg
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{
"type": "redis",
"redis_settings": "localhost"
, "app_channels": {
"executor": "EXEC"
, "risk_manager": "RMGR"
, "trader": "TRDR"
, "quant": "QUANT"
}
}
data/apps/__DEPRECATED__/executor_app.cfg
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{
"refdata": @inc=http://cloud11.cvtt.vpn:6789/refdata/refdata
, "redis": @inc=http://cloud11.cvtt.vpn:6789/apps/common/redis
, "cvttcomm": @inc=http://cloud11.cvtt.vpn:6789/apps/cvttcomm
, "exchanges_settings": {
"COINBASE_AT": {
"order_entry": {
"enabled": true
, "streaming": true
},
"mkt_data": {
"enabled": false
, "streaming": false
},
"accounting": {
"enabled": false
, "streaming": false
}
, "credentials_key": {
"read_only": "COINBASE_ADV_RO"
, "trade": "COINBASE_ADV_TRD"
}
}
}
}
data/apps/__DEPRECATED__/md_rec_monitor_cld21.cfg
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{
"check_interval_sec": 10.0
, "status_report_interval_sec": 3600.0
, "after_alert_interval_sec": 180.0 #
, "db": {
"CLD21": {
"class": "cvttpy.tools.db.timescale.tsdb_client.TimescaleDbClient"
, "cred_key": "TSDB_MD_CLD21_RO"
}
}
, "mmost": {
"cred_key": "MATTERMOST"
, "alert_channel": "Alerts-CVTT"
, "status_channel": "Status-CVTT"
}
, "data_checks": {
"BNBFUT-1": {
"tables": ["bnbfut.md_booktops"]
, "exchange_id": "BNBFUT"
, "instruments": ["PERP-BTC-USDT"]
, "threshold_sec": 30.0
}
, "BNBFUT-2": {
"tables": ["bnbfut.md_trades"]
, "exchange_id": "BNBFUT"
, "instruments": ["PERP-BTC-USDT"]
, "threshold_sec": 30.0
}
, "BNBSPOT-1": {
"tables": ["bnbspot.md_booktops"]
, "exchange_id": "BNBSPOT"
, "instruments": ["PAIR-BTC-USDT"]
, "threshold_sec": 30.0
}
, "BNBSPOT-2": {
"tables": ["bnbspot.md_trades"]
, "exchange_id": "BNBSPOT"
, "instruments": ["PAIR-BTC-USDT"]
, "threshold_sec": 30.0
}
, "COINBASE-1": {
"tables": ["coinbase.md_booktops"]
, "exchange_id": "COINBASE"
, "instruments": ["PAIR-BTC-USD"]
, "threshold_sec": 30.0
}
, "COINBASE-2": {
"tables": ["coinbase.md_trades"]
, "exchange_id": "COINBASE"
, "instruments": ["PAIR-BTC-USD"]
, "threshold_sec": 30.0
}
}
}
data/apps/__DEPRECATED__/md_recorder_old.cfg
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@var WINDOW_SIZE_SEC=2592000 # 30 days
@var CONFIG_SERVICE=cloud23.cvtt.vpn:6789
{
"md_recorder": {
"db": {
"class": "cvttpy.tools.db.timescale.tsdb_client.TimescaleDbClient"
, "connect": {
"host": "cryptoval1.cvtt.vpn"
, "port": 5432
, "database": "coinbase"
}
}
, "trades_tbl": "md_trades" # D_E_P_R_E_C_A_T_E_D
, "booktop_tbl": "md_booktops" # D_E_P_R_E_C_A_T_E_D
, "booksnap_tbl": "md_booksnaps" # D_E_P_R_E_C_A_T_E_D
, "flush_interval_sec": 0.5
, "prune_interval_sec": 3600
, "collections": {
"__dummy__": null
, "COINBASE": {
"instruments": {
"PAIR-BTC-USD": {
"TRADES": ${WINDOW_SIZE_SEC},
"BOOK_TOP": ${WINDOW_SIZE_SEC},
# "BOOK_DEPTH": 3600
}
, "PAIR-ETH-USD": {
"TRADES": ${WINDOW_SIZE_SEC},
"BOOK_TOP": ${WINDOW_SIZE_SEC},
# "BOOK_DEPTH": null
}
, "PAIR-LTC-USD": {
"TRADES": ${WINDOW_SIZE_SEC},
"BOOK_TOP": ${WINDOW_SIZE_SEC},
}
, "PAIR-XRP-USD": {
"TRADES": ${WINDOW_SIZE_SEC},
"BOOK_TOP": ${WINDOW_SIZE_SEC},
}
}
}
, "BNBSPOT": {
"instruments": {
"PAIR-BTC-USDT": {
"TRADES": ${WINDOW_SIZE_SEC},
"BOOK_TOP": ${WINDOW_SIZE_SEC},
}
, "PAIR-ETH-USDT": {
"TRADES": ${WINDOW_SIZE_SEC},
"BOOK_TOP": ${WINDOW_SIZE_SEC},
}
, "PAIR-LTC-USDT": {
"TRADES": ${WINDOW_SIZE_SEC},
"BOOK_TOP": ${WINDOW_SIZE_SEC},
}
, "PAIR-XRP-USDT": {
"TRADES": ${WINDOW_SIZE_SEC},
"BOOK_TOP": ${WINDOW_SIZE_SEC},
}
, "PAIR-USDT-USD": {
"TRADES": ${WINDOW_SIZE_SEC},
"BOOK_TOP": ${WINDOW_SIZE_SEC},
}
}
}
}
}
# ----------------------------------
, "refdata": @inc=http://${CONFIG_SERVICE}/refdata/refdata
, "exchanges_settings": {
"COINBASE_AT": {
"order_entry": {
"enabled": false
, "streaming": true
},
"mkt_data": {
"enabled": true
, "streaming": true
},
"accounting": {
"enabled": false
, "streaming": false
}
}
"BNBSPOT": {
"order_entry": {
"enabled": false
, "streaming": false
},
"mkt_data": {
"enabled": true
, "streaming": true
},
"accounting": {
"enabled": false
, "streaming": false
}
}
}
}
data/apps/__DEPRECATED__/quant_app.cfg
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@var CONFIG_SERVICE=cloud23.cvtt.vpn:6789
{
"refdata": @inc=http://${CONFIG_SERVICE}/refdata/refdata
, "redis": @inc=http://${CONFIG_SERVICE}/apps/common/redis
, "cvttcomm": @inc=http://${CONFIG_SERVICE}/apps/cvttcomm
, "quant": {
"books": {
"CVTT_BK01": {}
}
, "strategies": {
"CVTT_QST001": {
"class": "cvttpy.trading.strategies.test_strat.TestStrategy"
, "params": {
"dummy": "dummy"
}
}
}
}
, "exchanges_settings": {
"COINBASE_AT": {
"order_entry": {
"enabled": false
, "streaming": false
},
"mkt_data": {
"enabled": true
, "streaming": true
},
"accounting": {
"enabled": true
, "streaming": false
}
, "credentials_key": {
"trade": "COINBASE_ADV"
"read_only": "COINBASE_ADV_RO"
}
}
}
}
data/apps/__DEPRECATED__/risk_manager_app.cfg
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{
"refdata": @inc=http://cloud11.cvtt.vpn:6789/refdata/refdata
, "cvttcomm": @inc=http://cloud11.cvtt.vpn:6789/apps/cvttcomm
, "redis": @inc=http://cloud11.cvtt.vpn:6789/apps/common/redis
, "risk_manager": {
"book": "CVTT_BK01"
, "database": {
"positions_table": "cvtt_positions"
, "credentials_key": {
"write": "CVTT_DB_01"
, "read_only": "CVTT_DB_01"
}
}
, "positions": {
"load_interval_sec": 10.0
, "to_store_zero_positions": false
, "to_save_unchanged_positions": false
}
, "publish_value_interval": 10.0
}
, "exchanges_settings": {
"COINBASE_AT": {
"order_entry": {
"enabled": false
, "streaming": false
},
"mkt_data": {
"enabled": true
, "streaming": true
},
"accounting": {
"enabled": true
, "streaming": false
}
, "credentials_key": {
"trade": "COINBASE_ADV"
"read_only": "COINBASE_ADV_RO"
}
}
}
}
data/apps/__DEPRECATED__/trader_app.cfg
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{
"refdata": @inc=http://cloud11.cvtt.vpn:6789/refdata/refdata
, "cvttcomm": @inc=http://cloud11.cvtt.vpn:6789/apps/cvttcomm
, "redis": @inc=http://cloud11.cvtt.vpn:6789/apps/common/redis
, "exchanges_settings": {
"COINBASE_AT": {
"mkt_data": {
"enabled": true
, "streaming": true
},
}
}
, "trader": {
"books": {
"CVTT_BK01": {}
}
, "algos": {
"TRDALGO_001": {
"class": "cvttpy.trading.algos.simple.SimpleTradingAlgo"
, "params": {}
}
}
, "trading_pos_diff_pct_trigger": 10.0
}
}