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Cryptoval Trading Technologies
2026-08-03 18:35:01 +00:00
parent fd7354e8c2
commit ee90fc5cd4
1 changed files with 0 additions and 342 deletions
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data/apps/cvtt_musvc_sim.cfg
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@var GLOBAL_CHANNEL_PREFIX=CVTT_MU
{
"refdata": @inc=http://@env{CONFIG_SERVICE}/refdata/refdata # tetsetraefafd
, "comm": @inc=http://@env{CONFIG_SERVICE}/apps/common/comm
, "algos": @inc=http://@env{CONFIG_SERVICE}/apps/common/algos
, "risk_strategies": @inc=http://@env{CONFIG_SERVICE}/apps/common/risk_strategies
, "pubsub_settings": "@env{PUBSUB_SETTINGS_CONFIG_KEY}"
, "cache_settings": "@env{CACHE_SETTINGS_CONFIG_KEY}"
, "md_cache_settings": "@env{MD_CACHE_SETTINGS_CONFIG_KEY}"
# , "db_cred_key": "@env{DB_CREDENTIALS_KEY}"
, "global_channel_prefix": ${GLOBAL_CHANNEL_PREFIX}
, "alerts": {
"channel": "${GLOBAL_CHANNEL_PREFIX}.ALERT",
"ttl_days": 7
}
, "consolidated_log": {
"channel": "${GLOBAL_CHANNEL_PREFIX}.CLOG",
"ttl_minutes": 60,
"pruners": ["FRONT_GATEWAY"] # these MuSvcs prune log to TTL
}
, "accounting_gateway": {
"name": "ACCT_GATEWAY",
"app_status_channel": "${GLOBAL_CHANNEL_PREFIX}.ACCT_GW.APP_STATUS"
, "channel_prefix": "${GLOBAL_CHANNEL_PREFIX}.ACCT_GW."
, "exchanges_settings": {
"COINBASE_AT": {
"mkt_data": {
"enabled": false
, "streaming": false
},
"order_entry": {
"enabled": false
, "streaming": false
},
"accounting": {
"enabled": true
, "streaming": false
}
, "credentials_key": {
"read_only": "COINBASE_ADV_RO"
}
}
}
# , "exchanges": ["COINBASE_AT"] # DEPRECATED R E M O V E
, "connectors": {
"simulated": true,
"exchanges": ["COINBASE_AT"]
}
}
, "bookkeeper": {
"name": "BOOKKEEPER",
"app_status_channel": "${GLOBAL_CHANNEL_PREFIX}.BKPR.APP_STATUS"
, "channel_prefix": "${GLOBAL_CHANNEL_PREFIX}.BKPR."
, "db": {
"server_type": "timescale",
"cred_key": "TSDB-CLD32-TESTER-DIRECT"
}
, "use_cache": true
}
, "front_gateway": {
"name": "FRONT_GATEWAY",
"app_status_channel": "${GLOBAL_CHANNEL_PREFIX}.FRONT_GW.APP_STATUS"
, "api": {
"REST": {
"port": @env{FRONT_GATEWAY_REST_PORT},
"base_url": ["POST", "http://localhost:@env{FRONT_GATEWAY_REST_PORT}"]
}
}
, "musvc_peers": {
# enable/disable peer proxy
"bookkeeper": true
, "pricer": true
, "trader": true
, "risk_manager": true
, "market_data_gateway": true
}
, "supported_apps": [
"STAT_PAIRS_SELECTOR",
"STAT_PAIR_QUANT"
]
, "app_hb_interval_sec": 15
}
, "market_data_gateway": {
"name": "MD_GATEWAY",
"app_status_channel": "${GLOBAL_CHANNEL_PREFIX}.MD_GW.APP_STATUS"
, "exchanges_settings": {
"*": {
"mkt_data": {
"enabled": true
, "streaming": true
},
"order_entry": {
"enabled": false
, "streaming": false
},
"accounting": {
"enabled": false
, "streaming": false
},
},
}
, "channel_prefix": "${GLOBAL_CHANNEL_PREFIX}.MD_GW."
# , "exchanges": ["COINBASE_AT"] # DEPRECATED R E M O V E
, "connectors": {
"simulated": false,
"exchanges": ["COINBASE_AT"]
}
, "reset_md_cache_on_start": true
}
, "ohlcv_recorder": {
"name": "OHLCV_RECORDER",
"app_status_channel": "${GLOBAL_CHANNEL_PREFIX}.OHLCV_RECORDER_STATUS"
, "historical_md": {
"db": {
# "cred_key": "TSDB-CLD32-TESTER-DCKR-CMPS"
# "cred_key": "TSDB-CLD32-TESTER-DIRECT"
"cred_key": "@env{DB_CREDENTIALS_KEY}"
}
, "trades_recording": { # unconditional trades recording for 1min aggregates
"flush_interval_sec": 5.0
, "prune": {
"max_days": 7
}
, "threshold_recording_lag_sec": 15
, "instrument_timeout_sec": 119
, "instruments": [
{
"exch_acct": "COINBASE_AT"
, "instrument_id": "PAIR-ADA-USD"
}
, {
"exch_acct": "COINBASE_AT"
, "instrument_id": "PAIR-AVAX-USD"
}
, {
"exch_acct": "COINBASE_AT"
, "instrument_id": "PAIR-BCH-USD"
}
, {
"exch_acct": "COINBASE_AT"
, "instrument_id": "PAIR-BNB-USD"
}
, {
"exch_acct": "COINBASE_AT"
, "instrument_id": "PAIR-BTC-USD"
}
, {
"exch_acct": "COINBASE_AT"
, "instrument_id": "PAIR-DOGE-USD"
}
, {
"exch_acct": "COINBASE_AT"
, "instrument_id": "PAIR-DOT-USD"
}
, {
"exch_acct": "COINBASE_AT"
, "instrument_id": "PAIR-ETH-USD"
}
, {
"exch_acct": "COINBASE_AT"
, "instrument_id": "PAIR-HBAR-USD"
}
, {
"exch_acct": "COINBASE_AT"
, "instrument_id": "PAIR-LINK-USD"
}
, {
"exch_acct": "COINBASE_AT"
, "instrument_id": "PAIR-LTC-USD"
}
, {
"exch_acct": "COINBASE_AT"
, "instrument_id": "PAIR-SHIB-USD"
}
, {
"exch_acct": "COINBASE_AT"
, "instrument_id": "PAIR-SOL-USD"
}
, {
"exch_acct": "COINBASE_AT"
, "instrument_id": "PAIR-SUI-USD"
}
, {
"exch_acct": "COINBASE_AT"
, "instrument_id": "PAIR-XLM-USD"
}
, {
"exch_acct": "COINBASE_AT"
, "instrument_id": "PAIR-XRP-USD"
}
]
}
}
}
, "order_entry_gateway": {
"name": "OE_GATEWAY",
"app_status_channel": "${GLOBAL_CHANNEL_PREFIX}.OE_GW.APP_STATUS"
, "exchanges_settings": {
"COINBASE_AT": {
"mkt_data": {
"enabled": false
, "streaming": false
},
"order_entry": {
"enabled": true
, "streaming": true
},
"accounting": {
"enabled": true
, "streaming": false
}
"credentials_key": {
"read_only": "COINBASE_ADV_RO"
}
}
}
, "channel_prefix": "${GLOBAL_CHANNEL_PREFIX}.OE_GW."
# , "exchanges": ["COINBASE_AT"] # DEPRECATED R E M O V E
, "connectors": {
"simulated": true,
"exchanges": ["COINBASE_AT"]
}
# "debug_mode": { # used when '--debug_mode'
# "partial_fill_wait_sec": 3600.0,
# "full_fill_wait_sec": 3600.0
# }
}
, "pricer": {
"name": "PRICER",
"app_status_channel": "${GLOBAL_CHANNEL_PREFIX}.PXER.APP_STATUS"
, "channel_prefix": "${GLOBAL_CHANNEL_PREFIX}.PXER."
, "historical_md": {
"db": {
# "cred_key": "TSDB-CLD32-PROD-OHLCV-DIRECT-RO"
# "cred_key": "TSDB-CLD32-TESTER-DCKR-CMPS"
# "cred_key": "TSDB-CLD32-TESTER-DIRECT-RO"
"cred_key": "@env{DB_CREDENTIALS_KEY}"
}
, "enable_mda_recording": false # RO account is used
}
, "pre-subscribe": {
"interval_sec": 60
, "history_depth_hours": 48
, "instruments": [
{
"exch_acct": "COINBASE_AT"
, "instrument_id": "PAIR-ADA-USD"
},
{
"exch_acct": "COINBASE_AT"
, "instrument_id": "PAIR-AVAX-USD"
},
{
"exch_acct": "COINBASE_AT"
, "instrument_id": "PAIR-BCH-USD"
},
{
"exch_acct": "COINBASE_AT"
, "instrument_id": "PAIR-BNB-USD"
},
{
"exch_acct": "COINBASE_AT"
, "instrument_id": "PAIR-BTC-USD"
},
{
"exch_acct": "COINBASE_AT"
, "instrument_id": "PAIR-DOGE-USD"
},
{
"exch_acct": "COINBASE_AT"
, "instrument_id": "PAIR-DOT-USD"
},
{
"exch_acct": "COINBASE_AT"
, "instrument_id": "PAIR-ETH-USD"
},
{
"exch_acct": "COINBASE_AT"
, "instrument_id": "PAIR-HBAR-USD"
},
{
"exch_acct": "COINBASE_AT"
, "instrument_id": "PAIR-LINK-USD"
},
{
"exch_acct": "COINBASE_AT"
, "instrument_id": "PAIR-LTC-USD"
},
{
"exch_acct": "COINBASE_AT"
, "instrument_id": "PAIR-SHIB-USD"
},
{
"exch_acct": "COINBASE_AT"
, "instrument_id": "PAIR-SOL-USD"
},
{
"exch_acct": "COINBASE_AT"
, "instrument_id": "PAIR-SUI-USD"
},
{
"exch_acct": "COINBASE_AT"
, "instrument_id": "PAIR-XLM-USD"
},
{
"exch_acct": "COINBASE_AT"
, "instrument_id": "PAIR-XRP-USD"
}
]
}
}
, "risk_manager": {
"name": "RISK_MGR",
"app_status_channel": "${GLOBAL_CHANNEL_PREFIX}.RMGR.APP_STATUS"
, "channel_prefix": "${GLOBAL_CHANNEL_PREFIX}.RMGR."
, "revalue_interval_sec": 10.5
}
, "trader": {
"name": "TRADER",
"app_status_channel": "${GLOBAL_CHANNEL_PREFIX}.TRADER.APP_STATUS"
, "channel_prefix": "${GLOBAL_CHANNEL_PREFIX}.TRADER."
# -----------------------------------
# moved to the algos.cfg for TgtPos Algo
# -----------------------------------
# , "pos_diff_pct_trigger": 10.0
# -----------------------------------
# moved to the book_config (db)
# -----------------------------------
# , "trading_depth": {
# "BTC": 0.001
# # "BTC": 0.1
# }
}
}