From dbf6e408606f0cacd47bfb8044c92febf81e24b1 Mon Sep 17 00:00:00 2001 From: Cryptoval Trading Technologies Date: Sat, 9 Dec 2023 22:16:30 +0000 Subject: [PATCH] removed value_precision and price_precision --- data/apps/cvtt.cfg | 5 +- data/refdata/instruments.cfg | 155 ++--------------------------------- 2 files changed, 9 insertions(+), 151 deletions(-) diff --git a/data/apps/cvtt.cfg b/data/apps/cvtt.cfg index 15a66a8..55bd498 100644 --- a/data/apps/cvtt.cfg +++ b/data/apps/cvtt.cfg @@ -106,7 +106,8 @@ , "strategy": "CVTT_QST001" , "strategies": { "CVTT_QST001": { - "class": "cvttpy.trading.strategies.test_strat.TestStrategy" + # "class": "cvttpy.trading.strategies.test_strat.RandomTestStrategy" + "class": "cvttpy.trading.strategies.test_strat.SeesawTestStrategy" , "params": { "dummy": "dummy" } @@ -128,7 +129,7 @@ "CVTT_BK01": {} } , "database": { - "positions_table": "cvtt_positions" + "positions_table": "prod.cvtt_positions" , "credentials_key": { "write": "CVTT_TRD_DB_02" , "read_only": "CVTT_TRD_DB_02" diff --git a/data/refdata/instruments.cfg b/data/refdata/instruments.cfg index d861175..d29ae90 100644 --- a/data/refdata/instruments.cfg +++ b/data/refdata/instruments.cfg @@ -1,390 +1,299 @@ +# PAIR-XRP-EUR +# PAIR-XRP-USD +# PERP-BTC-BUSD { # -------------------------------------- PAIRs # --- PAIR-A "PAIR-AAVE-BUSD": { "base_asset": "AAVE", "quote_asset": "BUSD", - "price_precision": "0.01", "quantity_precision": "0.001", - "value_precision": "0.0001", "price_tick": 0.01 }, "PAIR-AAVE-USD": { "base_asset": "AAVE", "quote_asset": "USD", - "price_precision": "0.01", "quantity_precision": "0.001", - "value_precision": "0.0001", "price_tick": 0.01 }, "PAIR-ASD-USDT": { "base_asset": "ASD", "quote_asset": "USDT", - "price_precision": "0.01", "quantity_precision": "0.0001", - "value_precision": "0.000000001", "contract_size": 1.0, - "price_tick": 0.1 + "price_tick": 0.01 }, "PAIR-AVAX-BUSD": { "base_asset": "AVAX", "quote_asset": "BUSD", - "price_precision": "0.00001", "quantity_precision": "0.00001", - "value_precision": "0.0000000001", "price_tick": 0.00001 }, "PAIR-AVAX-USD": { "base_asset": "AVAX", "quote_asset": "USD", - "price_precision": "0.00001", "quantity_precision": "0.00001", - "value_precision": "0.0000000001", "price_tick": 0.00001 }, "PAIR-AVAX-USDT": { "base_asset": "AVAX", "quote_asset": "USDT", - "price_precision": "0.00001", "quantity_precision": "0.00001", - "value_precision": "0.0000000001", "price_tick": 0.00001 }, # --- PAIR-B "PAIR-BCH-BUSD": { "base_asset": "BCH", "quote_asset": "BUSD", - "price_precision": "0.1", "quantity_precision": "0.001", - "value_precision": "0.0001", "price_tick": 0.1 }, "PAIR-BCH-USD": { "base_asset": "BCH", "quote_asset": "USD", - "price_precision": "0.1", "quantity_precision": "0.001", - "value_precision": "0.0001", "price_tick": 0.1 }, "PAIR-BTC-BUSD": { "base_asset": "BTC", "quote_asset": "BUSD", - "price_precision": "0.01", "quantity_precision": "0.00000001", - "value_precision": "0.0000000001", "price_tick": 0.1 }, "PAIR-BTC-MXN": { "base_asset": "BTC", "quote_asset": "MXN", - "price_precision": "1.0", "quantity_precision": "0.000001", - "value_precision": "0.000001", "price_tick": 1 }, "PAIR-BTC-USD": { "base_asset": "BTC", "quote_asset": "USD", - "price_precision": "0.01", "quantity_precision": "0.00000001", - "value_precision": "0.0000000001", "price_tick": 0.1 }, "PAIR-BTC-USDT": { "base_asset": "BTC", "quote_asset": "USDT", - "price_precision": "0.01", "quantity_precision": "0.00000001", - "value_precision": "0.0000000001", "price_tick": 0.1 }, "PAIR-BUSD-USDT": { "base_asset": "BUSD", "quote_asset": "USDT", - "price_precision": "0.0001", "quantity_precision": "0.0001", - "value_precision": "0.00000001", "price_tick": 0.0001 }, # --- PAIR-D "PAIR-DOGE-BUSD": { "base_asset": "DOGE", "quote_asset": "BUSD", - "price_precision": "0.00001", "quantity_precision": "0.01", - "value_precision": "0.00001", "price_tick": 0.00001 }, "PAIR-DOGE-USD": { "base_asset": "DOGE", "quote_asset": "USD", - "price_precision": "0.00001", "quantity_precision": "0.01", - "value_precision": "0.00001", "price_tick": 0.00001 }, "PAIR-DOGE-USDT": { "base_asset": "DOGE", "quote_asset": "USDT", - "price_precision": "0.00001", "quantity_precision": "0.01", - "value_precision": "0.00001", "price_tick": 0.00001 }, # --- PAIR-E "PAIR-ETH-BUSD": { "base_asset": "ETH", "quote_asset": "BUSD", - "price_precision": "0.01", "quantity_precision": "0.0001", - "value_precision": "0.00000001", "price_tick": 0.01 }, "PAIR-ETH-USD": { "base_asset": "ETH", "quote_asset": "USD", - "price_precision": "0.01", "quantity_precision": "0.0001", - "value_precision": "0.00000001", "price_tick": 0.01 }, "PAIR-ETH-USDT": { "base_asset": "ETH", "quote_asset": "USDT", - "price_precision": "0.01", "quantity_precision": "0.0001", - "value_precision": "0.00000001", "price_tick": 0.01 }, "PAIR-EUR-GBP": { "base_asset": "EUR", "quote_asset": "GBP", - "price_precision": "0.00001", "quantity_precision": "0.00001", - "value_precision": "0.0000000001", "price_tick": 0.00001 }, "PAIR-EUR-USD": { "base_asset": "EUR", "quote_asset": "USD", - "price_precision": "0.00001", "quantity_precision": "0.00001", - "value_precision": "0.0000000001", "price_tick": 0.00001 }, # --- PAIR-G "PAIR-GENE-USDT": { "base_asset": "GENE", "quote_asset": "USDT", - "price_precision": "0.001", "quantity_precision": "0.01", - "value_precision": "0.000001", "price_tick": 0.001 }, "PAIR-GBP-USD": { "base_asset": "GBP", "quote_asset": "USD", - "price_precision": "0.00001", "quantity_precision": "0.00001", - "value_precision": "0.0000000001", "price_tick": 0.00001 }, # --- PAIR-L "PAIR-LINK-BUSD": { "base_asset": "LINK", "quote_asset": "BUSD", - "price_precision": "0.001", "quantity_precision": "0.01", - "value_precision": "0.00001", "price_tick": 0.001 }, "PAIR-LINK-USD": { "base_asset": "LINK", "quote_asset": "USD", - "price_precision": "0.001", "quantity_precision": "0.01", - "value_precision": "0.00001", "price_tick": 0.001 }, "PAIR-LINK-USDT": { "base_asset": "LINK", "quote_asset": "USDT", - "price_precision": "0.001", "quantity_precision": "0.01", - "value_precision": "0.00001", "price_tick": 0.001 }, "PAIR-LTC-BUSD": { "base_asset": "LTC", "quote_asset": "BUSD", - "price_precision": "0.01", "quantity_precision": "0.001", - "value_precision": "0.00001", "price_tick": 0.01 }, "PAIR-LTC-USD": { "base_asset": "LTC", "quote_asset": "USD", - "price_precision": "0.01", "quantity_precision": "0.001", - "value_precision": "0.00001", "price_tick": 0.01 }, "PAIR-LTC-USDT": { "base_asset": "LTC", "quote_asset": "USDT", - "price_precision": "0.01", "quantity_precision": "0.001", - "value_precision": "0.00001", "price_tick": 0.01 }, # --- PAIR-M "PAIR-MATIC-BUSD": { "base_asset": "MATIC", "quote_asset": "USD", - "price_precision": "0.0001", "quantity_precision": "0.01", - "value_precision": "0.0000001", "price_tick": 0.0001 }, "PAIR-MATIC-USD": { "base_asset": "MATIC", "quote_asset": "USD", - "price_precision": "0.0001", "quantity_precision": "0.01", - "value_precision": "0.0000001", "price_tick": 0.0001 }, "PAIR-MATIC-USDT": { "base_asset": "MATIC", "quote_asset": "USDT", - "price_precision": "0.0001", "quantity_precision": "0.01", - "value_precision": "0.0000001", "price_tick": 0.0001 }, "PAIR-MPL-USD": { "base_asset": "MPL", "quote_asset": "USD", - "price_precision": "0.01", "quantity_precision": "0.001", - "value_precision": "0.0000001", "price_tick": 0.01 }, # --- PAIR-S "PAIR-SOL-BUSD": { "base_asset": "SOL", "quote_asset": "BUSD", - "price_precision": "0.01", "quantity_precision": "0.01", - "value_precision": "0.0001", "price_tick": 0.01 }, "PAIR-SOL-USD": { "base_asset": "SOL", "quote_asset": "USD", - "price_precision": "0.01", "quantity_precision": "0.01", - "value_precision": "0.0001", "price_tick": 0.01 }, # --- PAIR-U "PAIR-UNI-BUSD": { "base_asset": "UNI", "quote_asset": "BUSD", - "price_precision": "0.01", "quantity_precision": "0.01", - "value_precision": "0.0001", "price_tick": 0.01 }, "PAIR-UNI-USD": { "base_asset": "UNI", "quote_asset": "USD", - "price_precision": "0.01", "quantity_precision": "0.01", - "value_precision": "0.0001", "price_tick": 0.01 }, "PAIR-USD-JPY": { "base_asset": "USD", "quote_asset": "JPY", - "price_precision": "0.001", "quantity_precision": "0.001", - "value_precision": "0.0000001", "price_tick": 0.001 }, "PAIR-USD-MXN": { "base_asset": "USD", "quote_asset": "MXN", - "price_precision": "0.001", "quantity_precision": "0.001", - "value_precision": "0.0000001", "price_tick": 0.001 }, "PAIR-USDC-USDT": { "base_asset": "USDC", "quote_asset": "USDT", - "price_precision": "0.0001", "quantity_precision": "1", - "value_precision": "0.000001", "price_tick": 0.0001 }, "PAIR-USDT-USD": { "base_asset": "USDT", "quote_asset": "USD", - "price_precision": "0.0001", "quantity_precision": "0.0001", - "value_precision": "0.0000001", "price_tick": 0.0001 }, # --- PAIR-X "PAIR-XRP-BTC": { "base_asset": "XRP", "quote_asset": "BTC", - "price_precision": "0.00000001", "quantity_precision": "1.0", - "value_precision": "0.00000001", "price_tick": 0.00000001 }, "PAIR-XRP-BUSD": { "base_asset": "XRP", "quote_asset": "BUSD", - "price_precision": "0.0001", "quantity_precision": "0.01", - "value_precision": "0.0000001", "price_tick": 0.0001 }, "PAIR-XRP-EUR": { "base_asset": "XRP", "quote_asset": "EUR", - "price_precision": "0.0001", "quantity_precision": "0.01", - "value_precision": "0.0001", - "price_tick": 0.00001 + "price_tick": 0.0001 }, "PAIR-XRP-MXN": { "base_asset": "XRP", "quote_asset": "MXN", - "price_precision": "0.000001", "quantity_precision": "0.01", - "value_precision": "0.00000001", "price_tick": 0.000001 }, "PAIR-XRP-USD": { "base_asset": "XRP", "quote_asset": "USD", - "price_precision": "0.0001", "quantity_precision": "0.01", - "value_precision": "0.0001", - "price_tick": 0.00001 + "price_tick": 0.0001 }, "PAIR-XRP-USDT": { "base_asset": "XRP", "quote_asset": "USDT", - "price_precision": "0.0001", "quantity_precision": "0.01", - "value_precision": "0.0001", "price_tick": 0.0001 }, # **************************************************** @@ -394,168 +303,128 @@ "PERP-AAVE-USDT": { "base_asset": "AAVE", "quote_asset": "USDT", - "price_precision": "0.1", "quantity_precision": "0.001", - "value_precision": "0.0001", "price_tick": 0.1 }, "PERP-AVAX-USDT": { "base_asset": "AVAX", "quote_asset": "USDT", - "price_precision": "0.00001", "quantity_precision": "0.00001", - "value_precision": "0.0000000001", "price_tick": 0.00001 }, # --- PERP-B "PERP-BCH-USDT": { "base_asset": "BCH", "quote_asset": "USDT", - "price_precision": "0.1", "quantity_precision": "0.001", - "value_precision": "0.0001", "price_tick": 0.1 }, "PERP-BTC-BUSD": { "base_asset": "BTC", "quote_asset": "BUSD", - "price_precision": "0.01", "quantity_precision": "0.00000001", - "value_precision": "0.0000000001", "price_tick": 0.1 }, "PERP-BTC-GUSD": { "base_asset": "BTC", "quote_asset": "GUSD", - "price_precision": "0.01", "quantity_precision": "0.001", - "value_precision": "0.00001", "price_tick": 0.01 }, "PERP-BTC-USD": { "base_asset": "BTC", "quote_asset": "USD", - "price_precision": "0.1", "quantity_precision": "1", - "value_precision": "0.1", "price_tick": 0.1 }, "PERP-BTC-USDC": { "base_asset": "BTC", "quote_asset": "USDC", - "price_precision": "0.01", "quantity_precision": "0.001", - "value_precision": "0.00001", "price_tick": 0.01 }, "PERP-BTC-USDT": { "base_asset": "BTC", "quote_asset": "USDT", - "price_precision": "0.01", "quantity_precision": "0.001", - "value_precision": "0.00001", "price_tick": 0.01 }, # --- PERP-D "PERP-DOGE-USDT": { "base_asset": "DOGE", "quote_asset": "USDT", - "price_precision": "0.000001", "quantity_precision": "1", - "value_precision": "0.000001", "price_tick": 0.000001 }, # --- PERP-E "PERP-ETH-BUSD": { "base_asset": "ETH", "quote_asset": "BUSD", - "price_precision": "0.01", "quantity_precision": "0.0001", - "value_precision": "0.00000001", "price_tick": 0.01 }, "PERP-ETH-USDC": { "base_asset": "ETH", "quote_asset": "USDC", - "price_precision": "0.01", "quantity_precision": "0.001", - "value_precision": "0.00001", "price_tick": 0.01 }, "PERP-ETH-USD": { "base_asset": "ETH", "quote_asset": "USD", - "price_precision": "0.01", "quantity_precision": "1", - "value_precision": "0.01", "price_tick": 0.01 }, "PERP-ETH-USDT": { "base_asset": "ETH", "quote_asset": "USDT", - "price_precision": "0.01", "quantity_precision": "0.001", - "value_precision": "0.00001", "price_tick": 0.01 }, # --- PERP-L "PERP-LINK-BUSD": { "base_asset": "LINK", "quote_asset": "BUSD", - "price_precision": "0.001", "quantity_precision": "0.01", - "value_precision": "0.00001", "price_tick": 0.001 }, "PERP-LINK-USDT": { "base_asset": "LINK", "quote_asset": "USDT", - "price_precision": "0.001", "quantity_precision": "0.01", - "value_precision": "0.00001", "price_tick": 0.001 }, "PERP-LTC-BUSD": { "base_asset": "LTC", "quote_asset": "BUSD", - "price_precision": "0.01", "quantity_precision": "0.001", - "value_precision": "0.00001", "price_tick": 0.01 }, "PERP-LTC-USDT": { "base_asset": "LTC", "quote_asset": "USDT", - "price_precision": "0.01", "quantity_precision": "0.001", - "value_precision": "0.00001", "price_tick": 0.01 }, # --- PERP-M "PERP-MATIC-USDT": { "base_asset": "MATIC", "quote_asset": "USDT", - "price_precision": "0.00001", "quantity_precision": "1", - "value_precision": "0.00001", "price_tick": 0.00001 }, # --- PERP-S "PERP-SOL-BUSD": { "base_asset": "SOL", "quote_asset": "BUSD", - "price_precision": "0.01", "quantity_precision": "0.01", - "value_precision": "0.0001", "price_tick": 0.01 }, # --- PERP-U "PERP-UNI-BUSD": { "base_asset": "UNI", "quote_asset": "BUSD", - "price_precision": "0.01", "quantity_precision": "0.01", - "value_precision": "0.0001", "price_tick": 0.01 }, # **************************************************** @@ -565,53 +434,41 @@ "PERPC-BTC-USD": { "base_asset": "BTC", "quote_asset": "USD", - "price_precision": "0.1", "quantity_precision": "1", - "value_precision": "0.1", "price_tick": 0.1 }, # --- PERPC-D "PERPC-DOGE-USD": { "base_asset": "DOGE", "quote_asset": "USDT", - "price_precision": "0.000001", "quantity_precision": "1", - "value_precision": "0.000001", "price_tick": 0.000001 }, # --- PERPC-E "PERPC-ETH-USD": { "base_asset": "ETH", "quote_asset": "USD", - "price_precision": "0.01", "quantity_precision": "1", - "value_precision": "0.01", "price_tick": 0.01 }, # --- PERPC-L "PERPC-LINK-USD": { "base_asset": "LINK", "quote_asset": "USDT", - "price_precision": "0.001", "quantity_precision": "1", - "value_precision": "0.001", "price_tick": 0.001 }, "PERPC-LTC-USD": { "base_asset": "LTC", "quote_asset": "USDT", - "price_precision": "0.01", "quantity_precision": "1", - "value_precision": "0.01", "price_tick": 0.01 }, # --- PERPC-M "PERPC-MATIC-USD": { "base_asset": "MATIC", "quote_asset": "USDT", - "price_precision": "0.0001", "quantity_precision": "1", - "value_precision": "0.0001", "price_tick": 0.0001 } }