separate folder for simulation, standardized REST and WS settings

data/apps/cvtt_musvc_sim.cfg

@@ -1,128 +0,0 @@
-@var COORDINATOR_REST_PORT=23456
-@var COORDINATOR_WS_PORT=12345
-
-@var GLOBAL_CHANNEL_PREFIX=CVTT_MU
-
-{
-    "refdata": @inc=http://@env{CONFIG_SERVICE}/refdata/refdata
-    , "comm": @inc=http://@env{CONFIG_SERVICE}/apps/common/comm
-    , "algos": @inc=http://@env{CONFIG_SERVICE}/apps/common/algos
-    , "strategies": @inc=http://@env{CONFIG_SERVICE}/apps/common/strategies
-    , "risk_strategies": @inc=http://@env{CONFIG_SERVICE}/apps/common/risk_strategies
-
-    , "comm_settings": @env{CONFIG_COMM_SETTINGS}
-    , "global_channel_prefix": ${GLOBAL_CHANNEL_PREFIX}
-
-    , "coordinator": {
-        "api": {
-            "REST": {
-                "port": ${COORDINATOR_REST_PORT},
-                "base_url": ["POST", "http://localhost:${COORDINATOR_REST_PORT}"]
-            }
-            , "WS": {
-                "url": "ws://localhost:${COORDINATOR_WS_PORT}/ws"
-            }
-        }
-    }
-    , "market_data_gateway": {
-        "exchanges_settings": {
-            "*": {
-                "mkt_data": {
-                    "enabled": true
-                    , "streaming": true
-                },
-                "order_entry": {
-                    "enabled": false
-                    , "streaming": false
-                },
-                "accounting": {
-                    "enabled": false
-                    , "streaming": false
-                },
-            },
-        }
-        , "channel_prefix": "${GLOBAL_CHANNEL_PREFIX}.MD_GW"
-        , "app_status_channel": "${GLOBAL_CHANNEL_PREFIX}.MD_GW_APP_STATUS"
-        , "exchanges": [
-            "COINBASE_SIM"
-        ]
-    }
-    , "order_entry_gateway": {
-        "exchanges_settings": {
-            "COINBASE_SIM": {
-                "mkt_data": {
-                    "enabled": false
-                    , "streaming": false
-                },
-                "order_entry": {
-                    "enabled": true
-                    , "streaming": true
-                },
-                "accounting": {
-                    "enabled": false
-                    , "streaming": false
-                }
-                # , "credentials_key": {
-                #     "read_only": "ALPACA_SANDBOX"
-                #     , "trade": "ALPACA_SANDBOX"
-                # }
-            }
-        }
-        , "channel_prefix": "${GLOBAL_CHANNEL_PREFIX}.OE_GW"
-        , "app_status_channel": "${GLOBAL_CHANNEL_PREFIX}.OE_GW_APP_STATUS"
-        , "exchanges": [
-            "ALPACA_SNDBX"
-        ]
-    }
-    , "accounting_gateway": {
-        "exchanges_settings": {
-            "COINBASE_SIM": {
-                "mkt_data": {
-                    "enabled": false
-                    , "streaming": false
-                },
-                "order_entry": {
-                    "enabled": false
-                    , "streaming": false
-                },
-                "accounting": {
-                    "enabled": true
-                    , "streaming": false
-                }
-                # , "credentials_key": {
-                #     "read_only": "COINBASE_ADV_RO"
-                # }
-            },
-        }
-        , "channel_prefix": "${GLOBAL_CHANNEL_PREFIX}.ACCT_GW"
-        , "app_status_channel": "${GLOBAL_CHANNEL_PREFIX}.ACCT_GW_APP_STATUS"
-        , "exchanges": [
-            "COINBASE_SIM"
-        ]
-    }
-    , "quant": {
-        "channel_prefix": "${GLOBAL_CHANNEL_PREFIX}.QUANT"
-        , "app_status_channel": "${GLOBAL_CHANNEL_PREFIX}.QUANT_MUSVC_STATUS"
-    }
-    , "trader": {
-        "channel_prefix": "${GLOBAL_CHANNEL_PREFIX}.TRADER"
-        , "app_status_channel": "${GLOBAL_CHANNEL_PREFIX}.TRADER_MUSVC_STATUS"
-    }
-    , "bookkeeper": {
-        "channel_prefix": "${GLOBAL_CHANNEL_PREFIX}.BKPR"
-        , "app_status_channel": "${GLOBAL_CHANNEL_PREFIX}.BKPR_MUSVC_STATUS"
-        , "db": {
-            "server_type": "timescale",
-            "cred_key": "TSDB_TRADING_CVTT_TESTDB"
-        }
-    }
-    , "risk_manager": {
-        "channel_prefix": "${GLOBAL_CHANNEL_PREFIX}.RMGR"
-        , "app_status_channel": "${GLOBAL_CHANNEL_PREFIX}.RMGR_MUSVC_STATUS"
-        , "revalue_interval_sec": 10.5
-    }
-    , "pricer": {
-        "channel_prefix": "${GLOBAL_CHANNEL_PREFIX}.PXER"
-        , "app_status_channel": "${GLOBAL_CHANNEL_PREFIX}.PXER_MUSVC_STATUS"
-    }
-}

data/apps/simulation/cvtt_simtest.cfg

@@ -0,0 +1,349 @@
+@var COORDINATOR_HOST=localhost
+@var COORDINATOR_REST_PORT=28001
+@var COORDINATOR_WS_PORT=28002
+
+@var GLOBAL_CHANNEL_PREFIX=CVTT_MU_SIM
+
+@var SIM_HOST=localhost
+@var SIM_DATA_DIR=/home/oleg/develop/simulation/data
+
+@var SIM_MD_WS_PORT=28080
+@var SIM_OE_WS_PORT=28081
+@var SIM_OE_REST_PORT=28082
+@var SIM_AC_REST_PORT=28083
+
+
+{
+    # ---------------------------------------
+    "__dummy__": null
+    # ---------------------------------------
+    # Overwriting "exchanges" part in "refdata"
+    # "refdata": @inc=http://@env{CONFIG_SERVICE}/refdata/refdata
+    "refdata": {
+        "assets": @inc=http://@env{CONFIG_SERVICE}/refdata/assets ,
+        "instruments": @inc=http://@env{CONFIG_SERVICE}/refdata/instruments ,
+        "exchange_instruments": @inc=http://@env{CONFIG_SERVICE}/refdata/exchange_instruments ,
+        "dynamic_instrument_exchanges": ["ALPACA"],
+        "exchanges": {
+            "SIM_COINBASE": {
+                "exchange_id": "COINBASE",
+                "name":        "Coinbase Advanced Trade (Simulation)",
+                "type":        "SPOT",
+
+                "mktdata" : {
+                    "class":  "cvttpy.exchanges.mkt_simulator.md_client.MktSimMdClientFeed"
+                    "api": @pathptr=simulation/market_simulator/market_data/api
+                },
+                "order_entry": {
+                    "class":  "cvttpy.exchanges.mkt_simulator.oe_client.MarketSimulatorOEClient"
+                    "api": @ptrpath=simulation/market_simulator/order_entry/api
+                },
+                "accounting": {
+                    "class":  "cvttpy.exchanges.mkt_simulator.acct_client.MktSimAccounting"
+                    "api": @ptrpath=simulation/market_simulator/accounting/api
+                },
+            },
+            "SIM_ALPACA": {
+                "exchange_id": "ALPACA",
+                "name":        "Alpaca Trading",
+                "type":        "EQUITY",
+
+                "mktdata" : {
+                    "class":  "cvttpy.exchanges.mkt_simulator.md_client.MktSimMdClientFeed"
+                    "config_key": "simulation/market_simulator/market_data/api"
+                },
+                "order_entry": {
+                    "class":  "cvttpy.exchanges.mkt_simulator.oe_client.MarketSimulatorOEClient"
+                    "config_key": "simulation/market_simulator/order_entry/api"
+                },
+                "accounting": {
+                    "class":  "cvttpy.exchanges.mkt_simulator.acct_client.MktSimAccounting"
+                    "config_key": "simulation/market_simulator/accounting/api"
+                }
+            },
+        }
+    },
+    "comm": @inc=http://@env{CONFIG_SERVICE}/apps/common/comm ,
+    "algos": @inc=http://@env{CONFIG_SERVICE}/apps/common/algos ,
+    "strategies": @inc=http://@env{CONFIG_SERVICE}/apps/common/strategies ,
+    "risk_strategies": @inc=http://@env{CONFIG_SERVICE}/apps/common/risk_strategies ,
+
+    "comm_settings": "@env{CONFIG_COMM_SETTINGS}",
+    "global_channel_prefix": "${GLOBAL_CHANNEL_PREFIX}",
+
+    "simulation": {
+        # "speed_factor": 1.0,
+        "speed_factor": 0.0
+        , "time_events_interval_ms": 0
+        , "simtime_file": "${SIM_DATA_DIR}/simtime.bin"
+        , "expected_consumers": [
+            "md_gateway",
+            "mkt_gateway_tester"
+            "coordinator",
+            # "oe_gateway",
+            # "acct_gateway",
+            # "quant",
+            # "trader",
+            # "bookkeeper",
+            # "risk_manager",
+            # "pricer"
+            ]
+        , "consumer_timeout_sec": 30.0
+
+        , "market_simulator" : {
+            "initial_positions": {
+                "exchange": "COINBASE",
+                "assets": {
+                    "BTC": 0.5
+                    , "ETH": 0.0
+                    , "USD": 10_000.0
+                }
+            }
+            , "market_data": {
+                "sources": [
+                    {
+                        "loader_class": "cvttpy.trading.mkt_data.time_series.loaders.sqlite_loader.SqliteMdLoader"
+                        , "file_name": "${SIM_DATA_DIR}/20250422.CNBS.BTC_USD.db"
+                        , "table_name": "md_trades"
+                        , "columns": [
+                                        "tstamp"
+                                        , "tstamp_ns as tm"            # must have tm for DataFrame
+                                        , "tstamp_ns as local_time_ns" # must have for simrunner
+                                        , "exchange_id"
+                                        , "instrument_id"
+                                        , "px as price"
+                                        , "qty as quantity"
+                                        , "trade_id"
+                                        , "condition as aggressor_side"
+                                        , "condition as taker_side"
+                                    ]
+                        , "time_column": "tstamp"
+                        , "exchange_id": "COINBASE"
+                        , "instruments": ["PAIR-BTC-USD"]
+                        , "md_type": "TRADES"
+                    }
+                    # , {
+                    #     "loader_class": "cvttpy.trading.mkt_data.time_series.loaders.tsdb_loader.TimescaleTSLoader"
+                    #     , "credentials_key": "TSDB_MD_CVTTDATA_RO"
+                    #     , "interval": ${INTERVAL}
+                    #     , "from_time": ${FROM_TIME} #"2024-10-03 09:00:00"
+                    #     , "exchange_id": "COINBASE"
+                    #     , "instruments": ["PAIR-BTC-USD"]
+                    #     , "md_type": "BOOK_TOP"
+                    #     , "table_name": "coinbase.md_booktops"
+                    #     , "columns": [
+                    #         "time",
+                    #         "local_time_ns",
+                    #         "exchange_id",
+                    #         "instrument_id",
+                    #         "bid_price",
+                    #         "bid_quantity",
+                    #         "ask_price",
+                    #         "ask_quantity",
+                    #         "'BT' as type",
+                    #     ]
+                    #     , "time_column": "time"
+                    # }
+                ]
+                , "api": {
+                    "web_socket": {
+                        "url": "ws://${SIM_HOST}:${SIM_MD_WS_PORT}/ws"
+                    }
+                }
+            }
+            , "order_entry": {
+                "execution": {
+                    "execute_on": ["BOOK_TOP", "TRADES"]
+                    "top_only": true
+                    ,"min_order_age_sec": 0.1
+                    , "pricing_method": "BY_MKT_TRD_PRICE_BY_TRADE"
+
+                    , "short_sale_allowed": false
+                    , "fee_schedule": {
+                        "taker_fee_rate": 0.006
+                        "maker_fee_rate": 0.004
+                    }
+                    # , "presubscribe_md_types": ["BOOK_TOP", "TRADES"]
+                }
+                , "api": {
+                    "web_socket": {
+                        "url": "ws://${SIM_HOST}:${SIM_OE_WS_PORT}/ws"
+                    }
+                    , "REST": {
+                        "port": ${SIM_OE_REST_PORT},
+                        "base_url": "http://${SIM_HOST}:${SIM_OE_REST_PORT}",
+                        "endpoints": {
+                            "new_order": ["POST", "/order"],
+                            "cancel_order": ["POST", "/cancel"],
+                            "cancel_all": ["POST", "/cancel_all"],
+                            "open_orders": ["GET", "/open_orders"],
+                            "order_status": ["GET", "/order_status"]
+                        }
+                    }
+                }
+            }
+            , "accounting": {
+                "api": {
+                    "REST": {
+                        "port": ${SIM_AC_REST_PORT},
+                        "base_url": "http://${SIM_HOST}:${SIM_AC_REST_PORT}",
+                        "endpoints": {
+                            "positions": ["GET", "/positions"]
+                            "trades": ["GET", "/trades"]
+
+                        }
+
+                    }
+                }
+            }
+        }
+        , "external_participants": [
+            {
+                "class": "cvttpy.apps.trading_simulator.participants.external_strategy.ExternalStrategySim"
+                "params": {
+                    "reader": {
+                        "source": "file://${SIM_DATA_DIR}/trading_instructions.json"
+                    }
+                    "listener": {
+                        "book_id": "TESTBK_COINBS_01",
+                        "strategy_id": "DUMMY_STRATEGY"
+                    }
+                }
+            }
+        ]
+    }
+
+    , "coordinator": {
+        "api": {
+            "REST": {
+                "port": ${COORDINATOR_REST_PORT},
+                "base_url": ["POST", "http://${COORDINATOR_HOST}:${COORDINATOR_REST_PORT}"],
+            }
+            , "WS": {
+                "url": "ws://${COORDINATOR_HOST}:${COORDINATOR_WS_PORT}/ws"
+            }
+        }
+    }
+    , "market_data_gateway": {
+        "exchanges_settings": {
+            "*": {
+                "mkt_data": {
+                    "enabled": true
+                    , "streaming": true
+                },
+                "order_entry": {
+                    "enabled": false
+                    , "streaming": false
+                },
+                "accounting": {
+                    "enabled": false
+                    , "streaming": false
+                },
+            },
+        }
+        , "channel_prefix": "${GLOBAL_CHANNEL_PREFIX}.MD_GW"
+        , "app_status_channel": "${GLOBAL_CHANNEL_PREFIX}.MD_GW_APP_STATUS"
+        , "exchanges": [
+            "SIM_COINBASE"
+        ],
+        "presubscribe": [
+            "COINBASE:PAIR-BTC-USD"
+        ]
+    }
+    , "order_entry_gateway": {
+        "exchanges_settings": {
+            "ALPACA_SNDBX": {
+                "mkt_data": {
+                    "enabled": false
+                    , "streaming": false
+                },
+                "order_entry": {
+                    "enabled": true
+                    , "streaming": true
+                },
+                "accounting": {
+                    "enabled": false
+                    , "streaming": false
+                }
+                , "credentials_key": {
+                    "read_only": "ALPACA_SANDBOX"
+                    , "trade": "ALPACA_SANDBOX"
+                }
+            }
+        }
+        , "channel_prefix": "${GLOBAL_CHANNEL_PREFIX}.OE_GW"
+        , "app_status_channel": "${GLOBAL_CHANNEL_PREFIX}.OE_GW_APP_STATUS"
+        , "exchanges": [
+            "SIM_COINBASE"
+        ]
+    }
+    , "accounting_gateway": {
+        "exchanges_settings": {
+            "ALPACA_SNDBX": {
+                "mkt_data": {
+                    "enabled": false
+                    , "streaming": false
+                },
+                "order_entry": {
+                    "enabled": false
+                    , "streaming": false
+                },
+                "accounting": {
+                    "enabled": true
+                    , "streaming": false
+                }
+                , "credentials_key": {
+                    "read_only": "ALPACA_SANDBOX"
+                    , "trade": "ALPACA_SANDBOX"
+                }
+            },
+            "COINBASE_AT": {
+                "mkt_data": {
+                    "enabled": false
+                    , "streaming": false
+                },
+                "order_entry": {
+                    "enabled": false
+                    , "streaming": false
+                },
+                "accounting": {
+                    "enabled": true
+                    , "streaming": false
+                }
+                , "credentials_key": {
+                    "read_only": "COINBASE_ADV_RO"
+                }
+            }
+        }
+        , "channel_prefix": "${GLOBAL_CHANNEL_PREFIX}.ACCT_GW"
+        , "app_status_channel": "${GLOBAL_CHANNEL_PREFIX}.ACCT_GW_APP_STATUS"
+        , "exchanges": [
+            "SIM_COINBASE"
+        ]
+    }
+    , "quant": {
+        "channel_prefix": "${GLOBAL_CHANNEL_PREFIX}.QUANT"
+        , "app_status_channel": "${GLOBAL_CHANNEL_PREFIX}.QUANT_MUSVC_STATUS"
+    }
+    , "trader": {
+        "channel_prefix": "${GLOBAL_CHANNEL_PREFIX}.TRADER"
+        , "app_status_channel": "${GLOBAL_CHANNEL_PREFIX}.TRADER_MUSVC_STATUS"
+    }
+    , "bookkeeper": {
+        "channel_prefix": "${GLOBAL_CHANNEL_PREFIX}.BKPR"
+        , "app_status_channel": "${GLOBAL_CHANNEL_PREFIX}.BKPR_MUSVC_STATUS"
+        , "db": {
+            "server_type": "timescale",
+            "cred_key": "TSDB_TRADING_CVTT_TESTDB"
+        }
+    }
+    , "risk_manager": {
+        "channel_prefix": "${GLOBAL_CHANNEL_PREFIX}.RMGR"
+        , "app_status_channel": "${GLOBAL_CHANNEL_PREFIX}.RMGR_MUSVC_STATUS"
+        , "revalue_interval_sec": 10.5
+    }
+    , "pricer": {
+        "channel_prefix": "${GLOBAL_CHANNEL_PREFIX}.PXER"
+        , "app_status_channel": "${GLOBAL_CHANNEL_PREFIX}.PXER_MUSVC_STATUS"
+    }
+}

data/refdata/exchanges.cfg

@@ -14,6 +14,7 @@
         , "order_entry": {
             "class":  "cvttpy.exchanges.alpaca.oe_client.AlpacaOrderEntryClient"
 
+            # D E P R E C A T E D
             , "REST": {
                 "submit_order_url": ["POST", "https://api.alpaca.markets/v2/orders"]
                 , "orders_url": ["GET", "https://api.alpaca.markets/v2/orders"]
@@ -22,12 +23,26 @@
                 , "cancel_all_url": ["DELETE", "https://api.alpaca.markets/v2/orders"]
             }
             , "ws_url": ["WSS", "wss://api.alpaca.markets/stream"]
+            # D E P R E C A T E D
+
+            , "api": {
+                "web_socket": {
+                    "url": "wss://api.alpaca.markets/stream"
+                }
+                , "REST": {
+                    "submit_order_url": ["POST", "https://api.alpaca.markets/v2/orders"]
+                    , "orders_url": ["GET", "https://api.alpaca.markets/v2/orders"]
+                    , "order_status": ["GET", "https://api.alpaca.markets/v2/orders/{order_id}"]
+                    , "cancel_order_url": ["DELETE", "https://api.alpaca.markets/v2/orders/{order_id}"]
+                    , "cancel_all_url": ["DELETE", "https://api.alpaca.markets/v2/orders"]
+                }
+            }
         }
         , "mktdata" : {
             "class":           "cvttpy.exchanges.alpaca.mkt_data.AlpacaStockFeed"
             , "reconnect_secs": 2.0
 
-            # , "ws_url": ["WSS", "wss://stream.data.alpaca.markets/v2/sip"]
+            # D E P R E C A T E D
             , "ws_url": ["WSS", "wss://stream.data.alpaca.markets/v2/iex"]
             , "REST": {
                 "hist_md_bars": ["GET", "https://data.alpaca.markets/v2/stocks/bars"]
@@ -37,46 +52,40 @@
                 , "assets": ["GET", "https://api.alpaca.markets/v2/assets"]
                 # , "assets": ["GET", "https://data.alpaca.markets/v2/assets"]
             }
+            # D E P R E C A T E D
+
+            , "api": {
+                "web_socket": {
+                            # "wss://stream.data.alpaca.markets/v2/sip"
+                    "url": "wss://stream.data.alpaca.markets/v2/iex"
+                }
+                , "REST": {
+                    "hist_md_bars": ["GET", "https://data.alpaca.markets/v2/stocks/bars"]
+                    , "hist_md_quotes": ["GET", "https://data.alpaca.markets/v2/stocks/quotes"]
+                    , "hist_md_trades": ["GET", "https://data.alpaca.markets/v2/stocks/trades"]
+                    , "latest_trade": ["GET", "https://data.alpaca.markets/v2/stocks/{symbol}/trades/latest"]
+                    , "assets": ["GET", "https://api.alpaca.markets/v2/assets"]
+                    # , "assets": ["GET", "https://data.alpaca.markets/v2/assets"]
+                }
+            }
         }
         , "accounting": {
             "class":  "cvttpy.exchanges.alpaca.acct_client.AlpacaAccounting"
 
+            # D E P R E C A T E D
             , "REST": {
                 "balances_url": ["GET", "https://api.alpaca.markets/v2/positions"]
                 , "account_info_url": ["GET", "https://api.alpaca.markets/v2/account"]
                 , "trades_url": ["GET", "https://api.alpaca.markets/v2/account/activities/FILL"]
             }
-        }
+            # D E P R E C A T E D
-    }
-    , "ALPACA_SIM": {
-        # https://docs.alpaca.markets/reference/
-        "exchange_id":          "ALPACA"
-         , "name":              "Alpaca Trading"
-        , "type":               "EQUITY"
 
-
+            , "api": {
-        , "mktdata" : {
+                "REST": {
-            "class":  "cvttpy.exchanges.mkt_simulator.md_client.MktSimMdClientFeed"
+                    "balances_url": ["GET", "https://api.alpaca.markets/v2/positions"]
-            "ws_url": ["WS", "ws://localhost:10180/ws"]
+                    , "account_info_url": ["GET", "https://api.alpaca.markets/v2/account"]
-        }
+                    , "trades_url": ["GET", "https://api.alpaca.markets/v2/account/activities/FILL"]
-
+                }
-        , "order_entry": {
-            "class":  "cvttpy.exchanges.mkt_simulator.oe_client.MarketSimulatorOEClient"
-
-            , "REST": {
-                "new_order_url": ["POST", "http://localhost:10182/order"]
-                , "cancel_order_url": ["POST", "http://localhost:10182/cancel"]
-                , "cancel_all_url": ["POST", "http://localhost:10182/cancel_all"]
-                , "open_orders_url": ["GET", "http://localhost:10182/open_orders"]
-                , "order_status_url": ["GET", "http://localhost:10182/order_status"]
-            },
-            "ws_url": ["WSS", "ws://localhost:10181/ws"]
-        }
-        , "accounting": {
-            "class":  "cvttpy.exchanges.mkt_simulator.acct_client.MktSimAccounting"
-            , "REST": {
-                    "positions_url": ["GET", "http://localhost:10083/positions"]
-                    , "trades_url": ["GET", "http://localhost:10083/trades"]
             }
         }
     }
@@ -91,6 +100,7 @@
         , "order_entry": {
             "class":  "cvttpy.exchanges.alpaca.oe_client.AlpacaOrderEntryClient"
 
+            # D E P R E C A T E D
             , "REST": {
                 "submit_order_url": ["POST", "https://paper-api.alpaca.markets/v2/orders"]
                 , "orders_url": ["GET", "https://paper-api.alpaca.markets/v2/orders"]
@@ -99,11 +109,26 @@
                 , "cancel_all_url": ["DELETE", "https://paper-api.alpaca.markets/v2/orders"]
             }
             , "ws_url": ["WSS", "wss://paper-api.alpaca.markets/stream"]
+            # D E P R E C A T E D
+
+            , "api": {
+                "web_socket": {
+                    "url": "wss://paper-api.alpaca.markets/stream"
+                }
+                , "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"]
+                }
+            }
         }
         , "mktdata" : {
             "class":           "cvttpy.exchanges.alpaca.mkt_data.AlpacaMdFeed"
             , "reconnect_secs": 2.0
 
+            # D E P R E C A T E D
             # , "ws_url": ["WSS", "wss://stream.data.alpaca.markets/v2/sip"]
             , "ws_url": ["WSS", "wss://stream.data.alpaca.markets/v2/iex"]
             , "REST": {
@@ -114,15 +139,39 @@
                 , "assets": ["GET", "https://paper-api.alpaca.markets/v2/assets"]
                 # , "assets": ["GET", "https://data.alpaca.markets/v2/assets"]
             }
+            # D E P R E C A T E D
+
+            , "api": {
+                "web_socket": {
+                    "url":  "wss://stream.data.alpaca.markets/v2/iex"
+                }
+                , "REST": {
+                    "hist_md_bars": ["GET", "https://data.alpaca.markets/v2/stocks/bars"]
+                    , "hist_md_quotes": ["GET", "https://data.alpaca.markets/v2/stocks/quotes"]
+                    , "hist_md_trades": ["GET", "https://data.alpaca.markets/v2/stocks/trades"]
+                    , "latest_trade": ["GET", "https://data.alpaca.markets/v2/stocks/{symbol}/trades/latest"]
+                    , "assets": ["GET", "https://paper-api.alpaca.markets/v2/assets"]
+                }
+            }
         }
         , "accounting": {
             "class":  "cvttpy.exchanges.alpaca.acct_client.AlpacaAccounting"
 
+            # D E P R E C A T E D
             , "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"]
             }
+            # D E P R E C A T E D
+
+            , "api": {
+                "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"]
+                }
+            }
         }
     }
     # ---------------------------- B
@@ -138,7 +187,15 @@
             "class":          "cvttpy.exchanges.bitstamp.mkt_data.BitstampMdFeed"
             , "reconnect_secs": 2
 
+            # D E P R E C A T E D
             , "ws_url": ["WSS", "wss://ws.bitstamp.net"]
+            # D E P R E C A T E D
+
+            , "api": {
+                "web_socket": {
+                    "url": "wss://ws.bitstamp.net"
+                }
+            }
         }
     }
     , "BNBFUT": {
@@ -151,12 +208,23 @@
             , "max_connections": 10
             , "reconnect_secs": 2.0
 
+            # D E P R E C A T E D
             , "ws_url": ["WSS", "wss://fstream.binance.com/ws"]
-
             , "REST": {
                 # https://fapi.binance.com/fapi/v1/depth?symbol=BNBBTC&limit=1000
                 "depth_snapshot_url": ["GET", "https://fapi.binance.com/fapi/v1/depth"],
             }
+            # D E P R E C A T E D
+
+            , "api": {
+                "web_socket": {
+                    "url": "wss://fstream.binance.com/ws"
+                }
+                , "REST": {
+                    # https://fapi.binance.com/fapi/v1/depth?symbol=BNBBTC&limit=1000
+                    "depth_snapshot_url": ["GET", "https://fapi.binance.com/fapi/v1/depth"],
+                }
+            }
         }
     }
 
@@ -171,11 +239,24 @@
             , "reconnect_secs": 2.0
 
 
+            # D E P R E C A T E D
             , "ws_url": ["WSS", "wss://stream.binance.com/ws"]
             , "REST": {
                 # https://api.binance.com/api/v3/depth?symbol=BNBBTC&limit=1000
                 "depth_snapshot_url": ["GET", "https://api.binance.com/api/v3/depth"],
             }
+            # D E P R E C A T E D
+
+            , "api": {
+                "web_socket": {
+                    "url": "wss://stream.binance.com/ws"
+                }
+                , "REST": {
+                    # https://api.binance.com/api/v3/depth?symbol=BNBBTC&limit=1000
+                    "depth_snapshot_url": ["GET", "https://api.binance.com/api/v3/depth"],
+                }
+            }
+
         }
     }
     , "BNBSPOT_US": {
@@ -187,12 +268,23 @@
             "class": "cvttpy.exchanges.binance.spot.mkt_data.BnbSpotMktDataFeed"
             , "reconnect_secs": 10
 
+            # D E P R E C A T E D
             , "ws_url": ["WSS", "wss://stream.binance.us:9443/ws"]
-
             , "REST": {
                 # https://api.binance.com/api/v3/depth?symbol=BNBBTC&limit=1000
                 "depth_snapshot_url": ["GET", "https://api.binance.com/api/v3/depth"],
             }
+            # D E P R E C A T E D
+
+            , "api": {
+                "web_socket": {
+                    "url": "wss://stream.binance.us:9443/ws"
+                }
+                , "REST": {
+                    # https://api.binance.com/api/v3/depth?symbol=BNBBTC&limit=1000
+                    "depth_snapshot_url": ["GET", "https://api.binance.com/api/v3/depth"],
+                }
+            }
         }
     }
     , "COINBASE_AT": {
@@ -203,22 +295,45 @@
         , "order_entry": {
             "class":  "cvttpy.exchanges.coinbase.spot.oe_client.CoinbaseSpotOEClient"
 
+            # D E P R E C A T E D
+            , "ws_url": ["WSS", "wss://advanced-trade-ws.coinbase.com"]
             , "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"]
+            # D E P R E C A T E D
+
+            , "api": {
+                "web_socket": {
+                    "url": "wss://advanced-trade-ws.coinbase.com"
+                }
+                , "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"]
+                }
+            }
         }
 
         , "accounting": {
             "class":  "cvttpy.exchanges.coinbase.spot.account.CoinbaseSpotAccounting"
 
+            # D E P R E C A T E D
             , "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"]
             }
+            # D E P R E C A T E D
+
+            , "api": {
+                "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" : {
@@ -228,37 +343,14 @@
             , "max_connections": 10
             , "price_throttle": true
 
+            # D E P R E C A T E D
             , "ws_url": ["WSS", "wss://ws-feed.exchange.coinbase.com"]
-        }
+            # D E P R E C A T E D
-    }
-    , "COINBASE_SIM": {
-        "exchange_id":          "COINBASE"
-        , "name":               "Coinbase Advanced Trade (Simulation)"
-        , "type":               "SPOT"
 
-
+            , "api": {
-        , "mktdata" : {
+                "web_socket": {
-            "class":  "cvttpy.exchanges.mkt_simulator.md_client.MktSimMdClientFeed"
+                    "url": "wss://ws-feed.exchange.coinbase.com"
-            "ws_url": ["WS", "ws://localhost:8080/ws"]
+                }
-        }
-
-        , "order_entry": {
-            "class":  "cvttpy.exchanges.mkt_simulator.oe_client.MarketSimulatorOEClient"
-
-            , "REST": {
-                "new_order_url": ["POST", "http://localhost:8181/order"]
-                , "cancel_order_url": ["POST", "http://localhost:8181/cancel"]
-                , "cancel_all_url": ["POST", "http://localhost:8181/cancel_all"]
-                , "open_orders_url": ["GET", "http://localhost:8181/open_orders"]
-                , "order_status_url": ["GET", "http://localhost:8181/order_status"]
-            },
-            "ws_url": ["WSS", "ws://localhost:8180/ws"]
-        }
-        , "accounting": {
-            "class":  "cvttpy.exchanges.mkt_simulator.acct_client.MktSimAccounting"
-            , "REST": {
-                    "positions_url": ["GET", "http://localhost:8182/positions"]
-                    , "trades_url": ["GET", "http://localhost:8182/trades"]
             }
         }
     }
@@ -276,18 +368,16 @@
             "class": "cvttpy.exchanges.gemini.mkt_data.GeminiMdFeed"
             , "reconnect_secs": 1
 
+            # D E P R E C A T E D
             , "ws_url": ["WSS"  , "wss://api.gemini.com/v2/marketdata"]
+            # D E P R E C A T E D
+
+            , "api": {
+                "web_socket": {
+                    "url": "wss://api.gemini.com/v2/marketdata"
+                }
+            }
         }
-        # , "REST": {
-        #     "open_orders_url": ["POST",  "https://api.gemini.com/v1/orders"]
-        #     , "order_status_url": ["POST",  "https://api.gemini.com/v1/order/status"]
-        #     , "cancel_all_url": ["POST",  "https://api.gemini.com/v1/order/cancel/all"]
-        #     , "balances_url": ["POST",  "https://api.gemini.com/v1/balances"]
-        #     , "positions_url": ["POST",  "https://api.gemini.com/v1/positions"]
-        #     , "trades_url": ["POST",  "https://api.gemini.com/v1/mytrades"]
-        #     , "symbol_url": ["GET", "https://api.gemini.com/v1/symbols/details"]
-        #     , "margin_url": ["POST", "https://api.gemini.com/v1/margin"]
-        # }
     }
 
     , "GEMINI-SNDBX": {
@@ -303,18 +393,34 @@
             "class": "cvttpy.exchanges.gemini.mkt_data.GeminiMdFeed"
             , "reconnect_secs": 1
 
+            # D E P R E C A T E D
             , "ws_url": ["WSS"  , "wss://api.sandbox.gemini.com/v2/marketdata"]
+            # D E P R E C A T E D
+
+            , "api": {
+                "web_socket": {
+                    "url": "wss://api.sandbox.gemini.com/v2/marketdata"
+                }
+            }
         }
         , "order_entry": {
+            # D E P R E C A T E D
             "REST": {
                 "order_status_url": ["POST",  "https://api.sandbox.gemini.com/v1/order/status"]
                 , "cancel_all_url": ["POST",  "https://api.sandbox.gemini.com/v1/order/cancel/all"]
             }
+            # D E P R E C A T E D
 
-
+            , "api": {
+                "REST": {
+                    "order_status_url": ["POST",  "https://api.sandbox.gemini.com/v1/order/status"]
+                    , "cancel_all_url": ["POST",  "https://api.sandbox.gemini.com/v1/order/cancel/all"]
+                }
+            }
         }
         , "accounting": {
             "class": "cvttpy.exchanges.gemini.account.GeminiExchAccounting"
+            # D E P R E C A T E D
             , "REST": {
                 "open_orders_url": ["POST",  "https://api.sandbox.gemini.com/v1/orders"]
                 , "order_status_url": ["POST",  "https://api.sandbox.gemini.com/v1/order/status"]
@@ -324,6 +430,19 @@
                 , "symbol_url": ["GET", "https://api.sandbox.gemini.com/v1/symbols/details"]
                 , "margin_url": ["POST", "https://api.sandbox.gemini.com/v1/margin"]
             }
+            # D E P R E C A T E D
+
+            , "api": {
+                "REST": {
+                    "open_orders_url": ["POST",  "https://api.sandbox.gemini.com/v1/orders"]
+                    , "order_status_url": ["POST",  "https://api.sandbox.gemini.com/v1/order/status"]
+                    , "balances_url": ["POST",  "https://api.sandbox.gemini.com/v1/balances"]
+                    , "positions_url": ["POST",  "https://api.sandbox.gemini.com/v1/positions"]
+                    , "trades_url": ["POST",  "https://api.sandbox.gemini.com/v1/mytrades"]
+                    , "symbol_url": ["GET", "https://api.sandbox.gemini.com/v1/symbols/details"]
+                    , "margin_url": ["POST", "https://api.sandbox.gemini.com/v1/margin"]
+                }
+            }
         }
     }
     # ---------------------------- K
@@ -338,8 +457,17 @@
             , "reconnect_secs": 2.0
 
 
+            # D E P R E C A T E D
             , "ws_url": ["WSS", "wss://ws.kraken.com/v2"]
             , "REST": {}
+            # D E P R E C A T E D
+
+            , "api": {
+                "web_socket": {
+                    "url": "wss://ws.kraken.com/v2"
+                }
+                , "REST": {}
+            }
         }
     }
     # ---------------------------- O
@@ -354,8 +482,82 @@
             , "reconnect_secs": 2.0
 
 
+            # D E P R E C A T E D
             , "ws_url": ["WSS", "wss://ws.okx.com:8443/ws/v5/public"]
             , "REST": {}
+            # D E P R E C A T E D
+
+            , "api": {
+                "web_socket": {
+                    "url": "wss://ws.okx.com:8443/ws/v5/public"
+                }
+                , "REST": {}
+            }
         }
     }
 }
+
+    # , "ALPACA_SIM": {
+    #     # https://docs.alpaca.markets/reference/
+    #     "exchange_id":          "ALPACA"
+    #      , "name":              "Alpaca Trading"
+    #     , "type":               "EQUITY"
+
+
+    #     , "mktdata" : {
+    #         "class":  "cvttpy.exchanges.mkt_simulator.md_client.MktSimMdClientFeed"
+    #         "ws_url": ["WS", "ws://localhost:10180/ws"]
+    #     }
+
+    #     , "order_entry": {
+    #         "class":  "cvttpy.exchanges.mkt_simulator.oe_client.MarketSimulatorOEClient"
+
+    #         , "REST": {
+    #             "new_order_url": ["POST", "http://localhost:10182/order"]
+    #             , "cancel_order_url": ["POST", "http://localhost:10182/cancel"]
+    #             , "cancel_all_url": ["POST", "http://localhost:10182/cancel_all"]
+    #             , "open_orders_url": ["GET", "http://localhost:10182/open_orders"]
+    #             , "order_status_url": ["GET", "http://localhost:10182/order_status"]
+    #         },
+    #         "ws_url": ["WSS", "ws://localhost:10181/ws"]
+    #     }
+    #     , "accounting": {
+    #         "class":  "cvttpy.exchanges.mkt_simulator.acct_client.MktSimAccounting"
+    #         , "REST": {
+    #                 "positions_url": ["GET", "http://localhost:10083/positions"]
+    #                 , "trades_url": ["GET", "http://localhost:10083/trades"]
+    #         }
+    #     }
+    # }
+
+    # , "COINBASE_SIM": {
+    #     "exchange_id":          "COINBASE"
+    #     , "name":               "Coinbase Advanced Trade (Simulation)"
+    #     , "type":               "SPOT"
+
+
+    #     , "mktdata" : {
+    #         "class":  "cvttpy.exchanges.mkt_simulator.md_client.MktSimMdClientFeed"
+    #         "ws_url": ["WS", "ws://localhost:8080/ws"]
+    #     }
+
+    #     , "order_entry": {
+    #         "class":  "cvttpy.exchanges.mkt_simulator.oe_client.MarketSimulatorOEClient"
+
+    #         , "REST": {
+    #             "new_order_url": ["POST", "http://localhost:8181/order"]
+    #             , "cancel_order_url": ["POST", "http://localhost:8181/cancel"]
+    #             , "cancel_all_url": ["POST", "http://localhost:8181/cancel_all"]
+    #             , "open_orders_url": ["GET", "http://localhost:8181/open_orders"]
+    #             , "order_status_url": ["GET", "http://localhost:8181/order_status"]
+    #         },
+    #         "ws_url": ["WSS", "ws://localhost:8180/ws"]
+    #     }
+    #     , "accounting": {
+    #         "class":  "cvttpy.exchanges.mkt_simulator.acct_client.MktSimAccounting"
+    #         , "REST": {
+    #                 "positions_url": ["GET", "http://localhost:8182/positions"]
+    #                 , "trades_url": ["GET", "http://localhost:8182/trades"]
+    #         }
+    #     }
+    # }