progress
This commit is contained in:
Cryptoval Trading Technologies
parent
6420df5158
commit
ce477ef871
@ -24,12 +24,12 @@
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"based_on_project": "cvttpy"
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"based_on_project": "cvttpy"
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# "additional_projects": []
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# "additional_projects": []
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}
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}
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, "Market Data Recorder": {
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# , "Market Data Recorder": {
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"image_name": "md_recorder",
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# "image_name": "md_recorder",
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"docker_dev_path": "market_data/md_recorder",
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# "docker_dev_path": "market_data/md_recorder",
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"based_on_project": "cvttpy"
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# "based_on_project": "cvttpy"
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"additional_projects": ["ops"]
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# "additional_projects": ["ops"]
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}
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# }
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, "MD Rec MONITOR": {
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, "MD Rec MONITOR": {
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"image_name": "md_recorder_monitor",
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"image_name": "md_recorder_monitor",
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"docker_dev_path": "market_data/md_recorder_monitor",
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"docker_dev_path": "market_data/md_recorder_monitor",
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@ -20,32 +20,8 @@
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, "read_timeout" : 0.01
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, "read_timeout" : 0.01
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, "ping_timeout_secs": 2.0
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, "ping_timeout_secs": 2.0
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}
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}
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, "cvttdata": {
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, "cvtt-prod-01": {
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"url": "redis://cvttdata.cvtt.vpn"
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"url": "redis://cvtt-prod-01.cvtt.vpn:16379"
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, "type": "redis"
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, "read_timeout" : 0.01
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, "ping_timeout_secs": 2.0
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}
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, "cvtt-testserver": {
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"url": "redis://cvtt-testserver.cvtt.vpn"
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, "type": "redis"
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, "read_timeout" : 0.01
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, "ping_timeout_secs": 2.0
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}
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, "cvtt-prod-eqty-01": {
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"url": "redis://cvtt-prod-eqty-01.cvtt.vpn"
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, "type": "redis"
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, "read_timeout" : 0.01
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, "ping_timeout_secs": 2.0
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}
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, "cvtt-prod-03": {
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"url": "redis://cvtt-prod-03.cvtt.vpn"
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, "type": "redis"
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, "read_timeout" : 0.01
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, "ping_timeout_secs": 2.0
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}
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, "cvtt-prod-eqty-01": {
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"url": "redis://cvtt-prod-eqty-01.cvtt.vpn"
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, "type": "redis"
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, "type": "redis"
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, "read_timeout" : 0.01
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, "read_timeout" : 0.01
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, "ping_timeout_secs": 2.0
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, "ping_timeout_secs": 2.0
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153
data/apps/cvtt_musvc.cfg
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153
data/apps/cvtt_musvc.cfg
Normal file
@ -0,0 +1,153 @@
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@var COORDINATOR_REST_PORT=23456
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@var COORDINATOR_WS_PORT=12345
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@var GLOBAL_CHANNEL_PREFIX=CVTT_MU
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{
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"refdata": @inc=http://@env{CONFIG_SERVICE}/refdata/refdata
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, "comm": @inc=http://@env{CONFIG_SERVICE}/apps/common/comm
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, "algos": @inc=http://@env{CONFIG_SERVICE}/apps/common/algos
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, "strategies": @inc=http://@env{CONFIG_SERVICE}/apps/common/strategies
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, "risk_strategies": @inc=http://@env{CONFIG_SERVICE}/apps/common/risk_strategies
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, "comm_settings": @env{CONFIG_COMM_SETTINGS}
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, "global_channel_prefix": ${GLOBAL_CHANNEL_PREFIX}
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, "coordinator": {
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"api": {
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"REST": {
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"port": ${COORDINATOR_REST_PORT},
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"base_url": ["POST", "http://localhost:${COORDINATOR_REST_PORT}"]
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}
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, "WS": {
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"url": "ws://localhost:${COORDINATOR_WS_PORT}/ws"
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}
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}
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}
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, "market_data_gateway": {
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"exchanges_settings": {
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"*": {
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"mkt_data": {
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"enabled": true
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, "streaming": true
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},
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"order_entry": {
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"enabled": false
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, "streaming": false
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},
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"accounting": {
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"enabled": false
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, "streaming": false
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},
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},
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}
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, "channel_prefix": "${GLOBAL_CHANNEL_PREFIX}.MD_GW"
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, "app_status_channel": "${GLOBAL_CHANNEL_PREFIX}.MD_GW_APP_STATUS"
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, "exchanges": [
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"COINBASE_AT"
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, "BNBSPOT"
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, "BNBFUT"
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, "KRAKEN"
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, "BITSTAMP"
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, "OKX"
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, "GEMINI"
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, "ALPACA_SNDBX"
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]
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}
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, "order_entry_gateway": {
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"exchanges_settings": {
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"ALPACA_SNDBX": {
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"mkt_data": {
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"enabled": false
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, "streaming": false
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},
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"order_entry": {
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"enabled": true
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, "streaming": true
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},
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"accounting": {
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"enabled": false
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, "streaming": false
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}
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, "credentials_key": {
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"read_only": "ALPACA_SANDBOX"
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, "trade": "ALPACA_SANDBOX"
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}
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}
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}
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, "channel_prefix": "${GLOBAL_CHANNEL_PREFIX}.OE_GW"
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, "app_status_channel": "${GLOBAL_CHANNEL_PREFIX}.OE_GW_APP_STATUS"
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, "exchanges": [
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"ALPACA_SNDBX"
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]
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}
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, "accounting_gateway": {
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"exchanges_settings": {
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"ALPACA_SNDBX": {
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"mkt_data": {
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"enabled": false
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, "streaming": false
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},
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"order_entry": {
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"enabled": false
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, "streaming": false
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},
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"accounting": {
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"enabled": true
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, "streaming": false
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}
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, "credentials_key": {
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"read_only": "ALPACA_SANDBOX"
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, "trade": "ALPACA_SANDBOX"
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}
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},
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"COINBASE_AT": {
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"mkt_data": {
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"enabled": false
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, "streaming": false
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},
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"order_entry": {
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"enabled": false
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, "streaming": false
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},
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"accounting": {
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"enabled": true
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, "streaming": false
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}
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, "credentials_key": {
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"read_only": "COINBASE_ADV_RO"
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}
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}
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}
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, "channel_prefix": "${GLOBAL_CHANNEL_PREFIX}.ACCT_GW"
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, "app_status_channel": "${GLOBAL_CHANNEL_PREFIX}.ACCT_GW_APP_STATUS"
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, "exchanges": [
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"ALPACA_SNDBX", "COINBASE_AT"
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]
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}
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, "quant": {
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"channel_prefix": "${GLOBAL_CHANNEL_PREFIX}.QUANT"
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, "app_status_channel": "${GLOBAL_CHANNEL_PREFIX}.QUANT_MUSVC_STATUS"
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}
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, "trader": {
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"channel_prefix": "${GLOBAL_CHANNEL_PREFIX}.TRADER"
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, "app_status_channel": "${GLOBAL_CHANNEL_PREFIX}.TRADER_MUSVC_STATUS"
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}
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, "bookkeeper": {
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"channel_prefix": "${GLOBAL_CHANNEL_PREFIX}.BKPR"
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, "app_status_channel": "${GLOBAL_CHANNEL_PREFIX}.BKPR_MUSVC_STATUS"
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, "db": {
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"server_type": "timescale",
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"cred_key": "TSDB_TRADING_CVTT_TESTDB"
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}
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}
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, "risk_manager": {
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"channel_prefix": "${GLOBAL_CHANNEL_PREFIX}.RMGR"
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, "app_status_channel": "${GLOBAL_CHANNEL_PREFIX}.RMGR_MUSVC_STATUS"
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, "revalue_interval_sec": 10.5
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}
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, "pricer": {
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"channel_prefix": "${GLOBAL_CHANNEL_PREFIX}.PXER"
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, "app_status_channel": "${GLOBAL_CHANNEL_PREFIX}.PXER_MUSVC_STATUS"
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}
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}
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, "quantity_precision": "0.00001"
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, "quantity_precision": "0.00001"
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}
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}
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}
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}
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} , "OKX": {
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}
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, "OKX": {
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"instruments": {
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"instruments": {
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# --- PAIRs
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# --- PAIRs
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"PAIR-BTC-USDT": {
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"PAIR-BTC-USDT": {
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, "ALPACA_SNDBX": {
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, "ALPACA_SNDBX": {
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# https://docs.alpaca.markets/reference/
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# https://docs.alpaca.markets/reference/
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"exchange_id": "ALPACA"
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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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, "type": "EQUITY"
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, "cred_key": "ALPACA_SANDBOX"
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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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, "ws_url": ["WSS", "wss://paper-api.alpaca.markets/stream"]
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}
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}
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, "mktdata" : {
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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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, "reconnect_secs": 2.0
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# , "ws_url": ["WSS", "wss://stream.data.alpaca.markets/v2/sip"]
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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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, "ws_url": ["WSS", "wss://ws.bitstamp.net"]
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}
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}
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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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, "BNBFUT": {
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"exchange_id": "BNBFUT"
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"exchange_id": "BNBFUT"
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, "name": "Binance Futures USD-M"
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, "name": "Binance Futures USD-M"
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, "type": "FUTURES"
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, "type": "FUTURES"
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, "mktdata" : {
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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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, "max_connections": 10
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, "reconnect_secs": 2.0
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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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}
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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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, "BNBSPOT": {
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, "name": "Binance Futures USD-M"
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"exchange_id": "BNBSPOT"
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, "type": "FUTURES"
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, "name": "Binance Spot"
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, "type": "SPOT"
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, "mktdata" : {
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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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, "max_connections": 10
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, "reconnect_secs": 2.0
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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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}
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}
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, "BNBSPOT_US": {
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, "BNBSPOT_US": {
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"exchange_id": "BNBSPOT_US"
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"exchange_id": "BNBSPOT_US"
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, "name": "Binance.US"
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, "name": "Binance.US"
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, "type": "SPOT"
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, "type": "SPOT"
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|
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, "mktdata" : {
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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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, "reconnect_secs": 10
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|
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, "ws_url": ["WSS", "wss://stream.binance.us:9443/ws"]
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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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}
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, "mktdata" : {
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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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, "reconnect_secs": 2
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, "max_connections": 10
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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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, "ws_url": ["WSS" , "wss://api.gemini.com/v2/marketdata"]
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}
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}
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# , "REST": {
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# , "REST": {
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# "open_orders_url": ["POST", "https://api.gemini.com/v1/orders"]
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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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# , "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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# , "margin_url": ["POST", "https://api.gemini.com/v1/margin"]
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# }
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# }
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}
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}
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, "GEMINI-SNDBX": {
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, "GEMINI-SNDBX": {
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# https://docs.gemini.com/rest-api
|
# https://docs.gemini.com/rest-api
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"exchange_id": "GEMINI"
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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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, "type": "SPOT"
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|
|
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, "mktdata" : {
|
, "mktdata" : {
|
||||||
"class": "cvttpy.exchanges.okx.mkt_data.OkxMultiWsFeed"
|
"class": "cvttpy.exchanges.okx.mkt_data.OkxMdFeed"
|
||||||
, "max_connections": 10
|
, "max_connections": 10
|
||||||
, "reconnect_secs": 2.0
|
, "reconnect_secs": 2.0
|
||||||
|
|
||||||
@ -373,193 +359,3 @@
|
|||||||
}
|
}
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
# , "BNBFUT-BT-FEED": {
|
|
||||||
# "exchange_id": "BNBFUT"
|
|
||||||
# , "name": "Binance Futures USD-M"
|
|
||||||
# , "type": "FUTURES"
|
|
||||||
|
|
||||||
# , "mktdata" : {
|
|
||||||
# "class": "cvttpy.exchanges.book_top_feed.mkt_data.BookTopFeedClient"
|
|
||||||
# , "mmap_file": "/tmp/BNBFUT.MD.dat"
|
|
||||||
# }
|
|
||||||
# }
|
|
||||||
# , "COINBASE_AT-MDPORTAL": {
|
|
||||||
# "exchange_id": "COINBASE"
|
|
||||||
# , "name": "Coinbase Advanced Trade"
|
|
||||||
# , "type": "SPOT"
|
|
||||||
|
|
||||||
# , "order_entry": {
|
|
||||||
# "class": "cvttpy.exchanges.coinbase.spot.oe_client.CoinbaseSpotOEClient"
|
|
||||||
|
|
||||||
# , "REST": {
|
|
||||||
# "open_orders_url": ["GET", "https://api.coinbase.com/api/v3/brokerage/orders/historical/batch"]
|
|
||||||
# , "submit_order_url": ["POST", "https://api.coinbase.com/api/v3/brokerage/orders"]
|
|
||||||
# , "cancel_order_url": ["POST", "https://api.coinbase.com/api/v3/brokerage/orders/batch_cancel"]
|
|
||||||
# },
|
|
||||||
# "ws_url": ["WSS", "wss://advanced-trade-ws.coinbase.com"]
|
|
||||||
# }
|
|
||||||
|
|
||||||
# , "accounting": {
|
|
||||||
# "class": "cvttpy.exchanges.coinbase.spot.account.CoinbaseSpotAccounting"
|
|
||||||
|
|
||||||
# , "REST": {
|
|
||||||
# "balances_url": ["GET", "https://api.coinbase.com/api/v3/brokerage/accounts"]
|
|
||||||
# , "get_trades_url": ["GET", "https://api.coinbase.com/api/v3/brokerage/orders/historical/fills"]
|
|
||||||
# , "get_transactions_url": ["GET", "https://api.coinbase.com/api/v3/brokerage/transaction_summary"]
|
|
||||||
# }
|
|
||||||
# }
|
|
||||||
|
|
||||||
# , "mktdata" : {
|
|
||||||
# "class": "cvttpy.exchanges.proxies.md_portal_clnt.mkt_data.MktDataPortalFeed"
|
|
||||||
# , "portal_name": "MD_PORTAL_COINBS_01"
|
|
||||||
# }
|
|
||||||
# }
|
|
||||||
# , "ALPACA_SNDBX-MDPORTAL": {
|
|
||||||
# # https://docs.alpaca.markets/reference/
|
|
||||||
# "exchange_id": "ALPACA"
|
|
||||||
# , "name": "Alpaca Trading"
|
|
||||||
# , "type": "EQUITY"
|
|
||||||
|
|
||||||
# , "cred_key": "ALPACA_SANDBOX"
|
|
||||||
|
|
||||||
# , "order_entry": {
|
|
||||||
# "class": "cvttpy.exchanges.alpaca.oe_client.AlpacaOrderEntryClient"
|
|
||||||
|
|
||||||
# , "REST": {
|
|
||||||
# "submit_order_url": ["POST", "https://paper-api.alpaca.markets/v2/orders"]
|
|
||||||
# , "orders_url": ["GET", "https://paper-api.alpaca.markets/v2/orders"]
|
|
||||||
# , "order_status": ["GET", "https://paper-api.alpaca.markets/v2/orders/{order_id}"]
|
|
||||||
# , "cancel_order_url": ["DELETE", "https://paper-api.alpaca.markets/v2/orders/{order_id}"]
|
|
||||||
# , "cancel_all_url": ["DELETE", "https://paper-api.alpaca.markets/v2/orders"]
|
|
||||||
# }
|
|
||||||
# , "ws_url": ["WSS", "wss://paper-api.alpaca.markets/stream"]
|
|
||||||
# }
|
|
||||||
# , "mktdata" : {
|
|
||||||
# "class": "cvttpy.exchanges.proxies.md_portal_clnt.mkt_data.MktDataPortalFeed"
|
|
||||||
# , "portal_name": "MD_PORTAL_ALPACA_SNDBX"
|
|
||||||
|
|
||||||
# # allow direct REST requests
|
|
||||||
# , "REST": {
|
|
||||||
# "hist_md_bars": ["GET", "https://data.alpaca.markets/v2/stocks/bars"]
|
|
||||||
# , "latest_trade": ["GET", "https://data.alpaca.markets/v2/stocks/{symbol}/trades/latest"]
|
|
||||||
# , "hist_md_quotes": ["GET", "https://data.alpaca.markets/v2/stocks/quotes"]
|
|
||||||
# , "hist_md_trades": ["GET", "https://data.alpaca.markets/v2/stocks/trades"]
|
|
||||||
# }
|
|
||||||
# }
|
|
||||||
# , "accounting": {
|
|
||||||
# "class": "cvttpy.exchanges.alpaca.account.AlpacaAccounting"
|
|
||||||
|
|
||||||
# , "REST": {
|
|
||||||
# "balances_url": ["GET", "https://paper-api.alpaca.markets/v2/positions"]
|
|
||||||
# , "account_info_url": ["GET", "https://paper-api.alpaca.markets/v2/account"]
|
|
||||||
# , "trades_url": ["GET", "https://paper-api.alpaca.markets/v2/account/activities/FILL"]
|
|
||||||
# }
|
|
||||||
# }
|
|
||||||
# }
|
|
||||||
# , "ALPACA-MD-REST-ONLY": {
|
|
||||||
# # https://docs.alpaca.markets/reference/
|
|
||||||
# "exchange_id": "ALPACA"
|
|
||||||
# , "name": "Alpaca Trading"
|
|
||||||
# , "type": "EQUITY"
|
|
||||||
|
|
||||||
# , "cred_key": "ALPACA_SANDBOX"
|
|
||||||
|
|
||||||
# , "order_entry": {
|
|
||||||
# }
|
|
||||||
# , "mktdata" : {
|
|
||||||
# "class": "cvttpy.exchanges.alpaca.mkt_data.AlpacaStockFeed"
|
|
||||||
|
|
||||||
# , "REST": {
|
|
||||||
# "hist_md_bars": ["GET", "https://data.alpaca.markets/v2/stocks/bars"]
|
|
||||||
# , "latest_trade": ["GET", "https://data.alpaca.markets/v2/stocks/{symbol}/trades/latest"]
|
|
||||||
# , "hist_md_quotes": ["GET", "https://data.alpaca.markets/v2/stocks/quotes"]
|
|
||||||
# , "hist_md_trades": ["GET", "https://data.alpaca.markets/v2/stocks/trades"]
|
|
||||||
# }
|
|
||||||
# }
|
|
||||||
# , "accounting": {
|
|
||||||
# }
|
|
||||||
# }
|
|
||||||
# , "ALPACA_SNDBX-MDP-03": {
|
|
||||||
# # https://docs.alpaca.markets/reference/
|
|
||||||
# "exchange_id": "ALPACA"
|
|
||||||
# , "name": "Alpaca Trading"
|
|
||||||
# , "type": "EQUITY"
|
|
||||||
|
|
||||||
# , "cred_key": "ALPACA_SANDBOX"
|
|
||||||
|
|
||||||
# , "order_entry": {
|
|
||||||
# "class": "cvttpy.exchanges.alpaca.oe_client.AlpacaOrderEntryClient"
|
|
||||||
|
|
||||||
# , "REST": {
|
|
||||||
# "submit_order_url": ["POST", "https://paper-api.alpaca.markets/v2/orders"]
|
|
||||||
# , "orders_url": ["GET", "https://paper-api.alpaca.markets/v2/orders"]
|
|
||||||
# , "order_status": ["GET", "https://paper-api.alpaca.markets/v2/orders/{order_id}"]
|
|
||||||
# , "cancel_order_url": ["DELETE", "https://paper-api.alpaca.markets/v2/orders/{order_id}"]
|
|
||||||
# , "cancel_all_url": ["DELETE", "https://paper-api.alpaca.markets/v2/orders"]
|
|
||||||
# }
|
|
||||||
# , "ws_url": ["WSS", "wss://paper-api.alpaca.markets/stream"]
|
|
||||||
# }
|
|
||||||
# , "mktdata" : {
|
|
||||||
# "class": "cvttpy.exchanges.proxies.md_portal_clnt.mkt_data.MktDataPortalFeed"
|
|
||||||
# , "portal_name": "MD_PORTAL_ALPACA_03"
|
|
||||||
|
|
||||||
# , "REST": {
|
|
||||||
# "hist_md_bars": ["GET", "https://data.alpaca.markets/v2/stocks/bars"]
|
|
||||||
# , "latest_trade": ["GET", "https://data.alpaca.markets/v2/stocks/{symbol}/trades/latest"]
|
|
||||||
# , "hist_md_quotes": ["GET", "https://data.alpaca.markets/v2/stocks/quotes"]
|
|
||||||
# , "hist_md_trades": ["GET", "https://data.alpaca.markets/v2/stocks/trades"]
|
|
||||||
# }
|
|
||||||
# }
|
|
||||||
# , "accounting": {
|
|
||||||
# "class": "cvttpy.exchanges.alpaca.account.AlpacaAccounting"
|
|
||||||
|
|
||||||
# , "REST": {
|
|
||||||
# "balances_url": ["GET", "https://paper-api.alpaca.markets/v2/positions"]
|
|
||||||
# , "account_info_url": ["GET", "https://paper-api.alpaca.markets/v2/account"]
|
|
||||||
# , "trades_url": ["GET", "https://paper-api.alpaca.markets/v2/account/activities/FILL"]
|
|
||||||
# }
|
|
||||||
# }
|
|
||||||
# }
|
|
||||||
# ---------------------------- M
|
|
||||||
# , "MD_PORTAL_ALPACA_SNDBX": {
|
|
||||||
# "exchange_id": "MD_PORTAL"
|
|
||||||
# , "name": "MD Portal (proxy)"
|
|
||||||
# , "type": "PROXY"
|
|
||||||
|
|
||||||
# , "mktdata" : {
|
|
||||||
# "class": "cvttpy.exchanges.proxies.md_portal_clnt.mkt_data.MktDataPortalFeed"
|
|
||||||
# , "comm_settings": "/comm/pubsub/redis/cvtt-prod-eqty-01"
|
|
||||||
# , "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)"
|
|
||||||
# , "type": "PROXY"
|
|
||||||
|
|
||||||
# , "mktdata" : {
|
|
||||||
# "class": "cvttpy.exchanges.proxies.md_portal_clnt.mkt_data.MktDataPortalFeed"
|
|
||||||
# , "comm_settings": "/comm/pubsub/redis/cvtt-prod-03"
|
|
||||||
# , "channel_prefix": "MD_ALPACA_03"
|
|
||||||
# }
|
|
||||||
# }
|
|
||||||
# , "MARKET_SIMULATOR": {
|
|
||||||
# "exchange_id": "MARKET_SIMULATOR"
|
|
||||||
# , "name": "Market Simulator"
|
|
||||||
# , "type": "SIM"
|
|
||||||
|
|
||||||
# , "mktdata" : {
|
|
||||||
# "class": "cvttpy.exchanges.mkt_simulator.md_client.MktSimMdClientFeed"
|
|
||||||
# "ws_url": ["WS", "ws://localhost:8080/ws"]
|
|
||||||
# }
|
|
||||||
# }
|
|
||||||
|
|||||||
Loading…
x
Reference in New Issue
Block a user