progress
This commit is contained in:
Cryptoval Trading Technologies
+19
-223
@@ -83,7 +83,7 @@
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, "ALPACA_SNDBX": {
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# https://docs.alpaca.markets/reference/
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"exchange_id": "ALPACA"
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, "name": "Alpaca Trading"
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, "name": "Alpaca Trading"
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, "type": "EQUITY"
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, "cred_key": "ALPACA_SANDBOX"
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@@ -101,7 +101,7 @@
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, "ws_url": ["WSS", "wss://paper-api.alpaca.markets/stream"]
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}
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, "mktdata" : {
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"class": "cvttpy.exchanges.alpaca.mkt_data.AlpacaStockFeed"
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"class": "cvttpy.exchanges.alpaca.mkt_data.AlpacaMdFeed"
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, "reconnect_secs": 2.0
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# , "ws_url": ["WSS", "wss://stream.data.alpaca.markets/v2/sip"]
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@@ -141,31 +141,13 @@
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, "ws_url": ["WSS", "wss://ws.bitstamp.net"]
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}
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}
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, "BNBSPOT": {
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"exchange_id": "BNBSPOT"
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, "name": "Binance Spot"
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, "type": "SPOT"
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, "mktdata" : {
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"class": "cvttpy.exchanges.binance.spot.mkt_data.BnbSpotMultiWsFeed"
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, "max_connections": 10
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, "reconnect_secs": 2.0
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, "ws_url": ["WSS", "wss://stream.binance.com/ws"]
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, "REST": {
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# https://api.binance.com/api/v3/depth?symbol=BNBBTC&limit=1000
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"depth_snapshot_url": ["GET", "https://api.binance.com/api/v3/depth"],
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}
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}
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}
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, "BNBFUT": {
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"exchange_id": "BNBFUT"
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, "name": "Binance Futures USD-M"
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, "type": "FUTURES"
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, "mktdata" : {
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"class": "cvttpy.exchanges.binance.futures.mkt_data.BnbFutMultiWsFeed"
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"class": "cvttpy.exchanges.binance.futures.mkt_data.BnbFutMktDataFeed"
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, "max_connections": 10
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, "reconnect_secs": 2.0
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@@ -177,28 +159,32 @@
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}
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}
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}
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, "BNBFUT-2": {
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"exchange_id": "BNBFUT"
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, "name": "Binance Futures USD-M"
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, "type": "FUTURES"
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, "BNBSPOT": {
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"exchange_id": "BNBSPOT"
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, "name": "Binance Spot"
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, "type": "SPOT"
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, "mktdata" : {
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"class": "cvttpy.exchanges.binance.futures.mkt_data.BinanceFuturesFeedWs2"
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"class": "cvttpy.exchanges.binance.spot.mkt_data.BnbSpotMktDataFeed"
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, "max_connections": 10
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, "reconnect_secs": 2.0
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, "ws_timeout_secs": 0.0001
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, "ws_url": ["WSS", "wss://fstream.binance.com/ws"]
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, "ws_url": ["WSS", "wss://stream.binance.com/ws"]
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, "REST": {
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# https://api.binance.com/api/v3/depth?symbol=BNBBTC&limit=1000
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"depth_snapshot_url": ["GET", "https://api.binance.com/api/v3/depth"],
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}
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}
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}
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, "BNBSPOT_US": {
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"exchange_id": "BNBSPOT_US"
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, "name": "Binance.US"
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, "type": "SPOT"
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, "mktdata" : {
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"class": "cvttpy.exchanges.binance.spot.mkt_data.BinanceSpotFeed"
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"class": "cvttpy.exchanges.binance.spot.mkt_data.BnbSpotMktDataFeed"
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, "reconnect_secs": 10
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, "ws_url": ["WSS", "wss://stream.binance.us:9443/ws"]
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@@ -236,7 +222,7 @@
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}
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, "mktdata" : {
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"class": "cvttpy.exchanges.coinbase.spot.mkt_data.CoinbaseMultiWsFeed"
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"class": "cvttpy.exchanges.coinbase.spot.mkt_data.CoinbaseMdFeed"
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, "reconnect_secs": 2
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, "max_connections": 10
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@@ -292,7 +278,6 @@
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, "ws_url": ["WSS" , "wss://api.gemini.com/v2/marketdata"]
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}
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# , "REST": {
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# "open_orders_url": ["POST", "https://api.gemini.com/v1/orders"]
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# , "order_status_url": ["POST", "https://api.gemini.com/v1/order/status"]
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@@ -304,6 +289,7 @@
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# , "margin_url": ["POST", "https://api.gemini.com/v1/margin"]
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# }
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}
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, "GEMINI-SNDBX": {
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# https://docs.gemini.com/rest-api
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"exchange_id": "GEMINI"
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@@ -363,7 +349,7 @@
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, "type": "SPOT"
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, "mktdata" : {
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"class": "cvttpy.exchanges.okx.mkt_data.OkxMultiWsFeed"
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"class": "cvttpy.exchanges.okx.mkt_data.OkxMdFeed"
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, "max_connections": 10
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, "reconnect_secs": 2.0
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@@ -373,193 +359,3 @@
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}
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}
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}
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# , "BNBFUT-BT-FEED": {
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# "exchange_id": "BNBFUT"
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# , "name": "Binance Futures USD-M"
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# , "type": "FUTURES"
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# , "mktdata" : {
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# "class": "cvttpy.exchanges.book_top_feed.mkt_data.BookTopFeedClient"
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# , "mmap_file": "/tmp/BNBFUT.MD.dat"
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# }
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# }
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# , "COINBASE_AT-MDPORTAL": {
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# "exchange_id": "COINBASE"
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# , "name": "Coinbase Advanced Trade"
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# , "type": "SPOT"
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# , "order_entry": {
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# "class": "cvttpy.exchanges.coinbase.spot.oe_client.CoinbaseSpotOEClient"
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# , "REST": {
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# "open_orders_url": ["GET", "https://api.coinbase.com/api/v3/brokerage/orders/historical/batch"]
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# , "submit_order_url": ["POST", "https://api.coinbase.com/api/v3/brokerage/orders"]
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# , "cancel_order_url": ["POST", "https://api.coinbase.com/api/v3/brokerage/orders/batch_cancel"]
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# },
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# "ws_url": ["WSS", "wss://advanced-trade-ws.coinbase.com"]
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# }
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# , "accounting": {
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# "class": "cvttpy.exchanges.coinbase.spot.account.CoinbaseSpotAccounting"
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# , "REST": {
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# "balances_url": ["GET", "https://api.coinbase.com/api/v3/brokerage/accounts"]
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# , "get_trades_url": ["GET", "https://api.coinbase.com/api/v3/brokerage/orders/historical/fills"]
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# , "get_transactions_url": ["GET", "https://api.coinbase.com/api/v3/brokerage/transaction_summary"]
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# }
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# }
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# , "mktdata" : {
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# "class": "cvttpy.exchanges.proxies.md_portal_clnt.mkt_data.MktDataPortalFeed"
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# , "portal_name": "MD_PORTAL_COINBS_01"
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# }
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# }
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# , "ALPACA_SNDBX-MDPORTAL": {
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# # https://docs.alpaca.markets/reference/
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# "exchange_id": "ALPACA"
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# , "name": "Alpaca Trading"
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# , "type": "EQUITY"
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# , "cred_key": "ALPACA_SANDBOX"
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# , "order_entry": {
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# "class": "cvttpy.exchanges.alpaca.oe_client.AlpacaOrderEntryClient"
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# , "REST": {
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# "submit_order_url": ["POST", "https://paper-api.alpaca.markets/v2/orders"]
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# , "orders_url": ["GET", "https://paper-api.alpaca.markets/v2/orders"]
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# , "order_status": ["GET", "https://paper-api.alpaca.markets/v2/orders/{order_id}"]
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# , "cancel_order_url": ["DELETE", "https://paper-api.alpaca.markets/v2/orders/{order_id}"]
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# , "cancel_all_url": ["DELETE", "https://paper-api.alpaca.markets/v2/orders"]
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# }
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# , "ws_url": ["WSS", "wss://paper-api.alpaca.markets/stream"]
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# }
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# , "mktdata" : {
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# "class": "cvttpy.exchanges.proxies.md_portal_clnt.mkt_data.MktDataPortalFeed"
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# , "portal_name": "MD_PORTAL_ALPACA_SNDBX"
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# # allow direct REST requests
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# , "REST": {
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# "hist_md_bars": ["GET", "https://data.alpaca.markets/v2/stocks/bars"]
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# , "latest_trade": ["GET", "https://data.alpaca.markets/v2/stocks/{symbol}/trades/latest"]
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# , "hist_md_quotes": ["GET", "https://data.alpaca.markets/v2/stocks/quotes"]
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# , "hist_md_trades": ["GET", "https://data.alpaca.markets/v2/stocks/trades"]
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# }
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# }
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# , "accounting": {
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# "class": "cvttpy.exchanges.alpaca.account.AlpacaAccounting"
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# , "REST": {
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# "balances_url": ["GET", "https://paper-api.alpaca.markets/v2/positions"]
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# , "account_info_url": ["GET", "https://paper-api.alpaca.markets/v2/account"]
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# , "trades_url": ["GET", "https://paper-api.alpaca.markets/v2/account/activities/FILL"]
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# }
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# }
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# }
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# , "ALPACA-MD-REST-ONLY": {
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# # https://docs.alpaca.markets/reference/
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# "exchange_id": "ALPACA"
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# , "name": "Alpaca Trading"
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# , "type": "EQUITY"
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# , "cred_key": "ALPACA_SANDBOX"
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# , "order_entry": {
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# }
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# , "mktdata" : {
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# "class": "cvttpy.exchanges.alpaca.mkt_data.AlpacaStockFeed"
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# , "REST": {
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# "hist_md_bars": ["GET", "https://data.alpaca.markets/v2/stocks/bars"]
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# , "latest_trade": ["GET", "https://data.alpaca.markets/v2/stocks/{symbol}/trades/latest"]
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# , "hist_md_quotes": ["GET", "https://data.alpaca.markets/v2/stocks/quotes"]
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# , "hist_md_trades": ["GET", "https://data.alpaca.markets/v2/stocks/trades"]
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# }
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# }
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# , "accounting": {
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# }
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# }
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# , "ALPACA_SNDBX-MDP-03": {
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# # https://docs.alpaca.markets/reference/
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# "exchange_id": "ALPACA"
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# , "name": "Alpaca Trading"
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# , "type": "EQUITY"
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# , "cred_key": "ALPACA_SANDBOX"
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# , "order_entry": {
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# "class": "cvttpy.exchanges.alpaca.oe_client.AlpacaOrderEntryClient"
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# , "REST": {
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# "submit_order_url": ["POST", "https://paper-api.alpaca.markets/v2/orders"]
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# , "orders_url": ["GET", "https://paper-api.alpaca.markets/v2/orders"]
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# , "order_status": ["GET", "https://paper-api.alpaca.markets/v2/orders/{order_id}"]
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# , "cancel_order_url": ["DELETE", "https://paper-api.alpaca.markets/v2/orders/{order_id}"]
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# , "cancel_all_url": ["DELETE", "https://paper-api.alpaca.markets/v2/orders"]
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# }
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# , "ws_url": ["WSS", "wss://paper-api.alpaca.markets/stream"]
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# }
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# , "mktdata" : {
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# "class": "cvttpy.exchanges.proxies.md_portal_clnt.mkt_data.MktDataPortalFeed"
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# , "portal_name": "MD_PORTAL_ALPACA_03"
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# , "REST": {
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# "hist_md_bars": ["GET", "https://data.alpaca.markets/v2/stocks/bars"]
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# , "latest_trade": ["GET", "https://data.alpaca.markets/v2/stocks/{symbol}/trades/latest"]
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# , "hist_md_quotes": ["GET", "https://data.alpaca.markets/v2/stocks/quotes"]
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# , "hist_md_trades": ["GET", "https://data.alpaca.markets/v2/stocks/trades"]
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# }
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# }
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# , "accounting": {
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# "class": "cvttpy.exchanges.alpaca.account.AlpacaAccounting"
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# , "REST": {
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# "balances_url": ["GET", "https://paper-api.alpaca.markets/v2/positions"]
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# , "account_info_url": ["GET", "https://paper-api.alpaca.markets/v2/account"]
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# , "trades_url": ["GET", "https://paper-api.alpaca.markets/v2/account/activities/FILL"]
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# }
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# }
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# }
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# ---------------------------- M
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# , "MD_PORTAL_ALPACA_SNDBX": {
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# "exchange_id": "MD_PORTAL"
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# , "name": "MD Portal (proxy)"
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# , "type": "PROXY"
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# , "mktdata" : {
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# "class": "cvttpy.exchanges.proxies.md_portal_clnt.mkt_data.MktDataPortalFeed"
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# , "comm_settings": "/comm/pubsub/redis/cvtt-prod-eqty-01"
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# , "channel_prefix": "MD_ALPACA_SNDBX"
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# }
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# }
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# , "MD_GATEWAY": {
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# "exchange_id": "MD_GATEWAY"
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# , "name": "MD Portal (proxy)"
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# , "type": "PROXY"
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# , "mktdata" : {
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# "class": "cvttpy.exchanges.proxies.md_gateway_clnt.mkt_data.MktDataGatewayFeed"
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# }
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# }
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# , "MD_PORTAL_ALPACA_03": {
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# "exchange_id": "MD_PORTAL"
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# , "name": "MD Portal (proxy)"
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# , "type": "PROXY"
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# , "mktdata" : {
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# "class": "cvttpy.exchanges.proxies.md_portal_clnt.mkt_data.MktDataPortalFeed"
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# , "comm_settings": "/comm/pubsub/redis/cvtt-prod-03"
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# , "channel_prefix": "MD_ALPACA_03"
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# }
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# }
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# , "MARKET_SIMULATOR": {
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# "exchange_id": "MARKET_SIMULATOR"
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# , "name": "Market Simulator"
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# , "type": "SIM"
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# , "mktdata" : {
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# "class": "cvttpy.exchanges.mkt_simulator.md_client.MktSimMdClientFeed"
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# "ws_url": ["WS", "ws://localhost:8080/ws"]
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# }
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# }
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