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removed value_precision and price_precision

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Cryptoval Trading Technologies 2023-12-09 22:16:30 +00:00
parent 050a7406b5
commit dbf6e40860
2 changed files with 9 additions and 151 deletions
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5
data/apps/cvtt.cfg
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@ -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"

155
data/refdata/instruments.cfg
View File

@ -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
}
}