From f512abe2715150d3a6210fe37a79f991f6f8f2a5 Mon Sep 17 00:00:00 2001
From: Cryptoval Trading Technologies <cryptoval@cryptovaltrading.com>
Date: Tue, 15 Oct 2024 23:37:40 +0000
Subject: [PATCH] progress with mkt simulator

---
 data/apps/research/mkt_simulator.cfg |  4 +--
 data/refdata/exchanges.cfg           | 50 +++++++++++++++++++---------
 2 files changed, 37 insertions(+), 17 deletions(-)

diff --git a/data/apps/research/mkt_simulator.cfg b/data/apps/research/mkt_simulator.cfg
index abd700d..a50f50e 100644
--- a/data/apps/research/mkt_simulator.cfg
+++ b/data/apps/research/mkt_simulator.cfg
@@ -106,8 +106,8 @@
 
                 , "short_sale_allowed": false
                 , "fee_schedule": {
-                    "taker_fee": 0.006
-                    "maker_fee": 0.004
+                    "taker_fee_rate": 0.006
+                    "maker_fee_rate": 0.004
                 }
                 # , "presubscribe_md_types": ["BOOK_TOP", "TRADES"]
             }
diff --git a/data/refdata/exchanges.cfg b/data/refdata/exchanges.cfg
index db88a1b..2cd7b21 100644
--- a/data/refdata/exchanges.cfg
+++ b/data/refdata/exchanges.cfg
@@ -12,7 +12,7 @@
         , "cred_key":  "ALPACA_SANDBOX"
 
         , "order_entry": {
-            "class":  "cvttpy.exchanges.alpaca.connector.AlpacaOrderEntryClient"
+            "class":  "cvttpy.exchanges.alpaca.oe_client.AlpacaOrderEntryClient"
 
             , "REST": {
                 "submit_order_url": ["POST", "https://paper-api.alpaca.markets/v2/orders"]
@@ -57,7 +57,7 @@
         , "cred_key":  "ALPACA_SANDBOX"
 
         , "order_entry": {
-            "class":  "cvttpy.exchanges.alpaca.connector.AlpacaOrderEntryClient"
+            "class":  "cvttpy.exchanges.alpaca.oe_client.AlpacaOrderEntryClient"
 
             , "REST": {
                 "submit_order_url": ["POST", "https://paper-api.alpaca.markets/v2/orders"]
@@ -122,7 +122,7 @@
         , "cred_key":  "ALPACA_SANDBOX"
 
         , "order_entry": {
-            "class":  "cvttpy.exchanges.alpaca.connector.AlpacaOrderEntryClient"
+            "class":  "cvttpy.exchanges.alpaca.oe_client.AlpacaOrderEntryClient"
 
             , "REST": {
                 "submit_order_url": ["POST", "https://paper-api.alpaca.markets/v2/orders"]
@@ -254,7 +254,7 @@
         , "type":               "SPOT"
 
         , "order_entry": {
-            "class":  "cvttpy.exchanges.coinbase.spot.connector.CoinbaseSpotRestExchConnector"
+            "class":  "cvttpy.exchanges.coinbase.spot.oe_client.CoinbaseSpotOEClient"
 
             , "REST": {
                 "open_orders_url": ["GET", "https://api.coinbase.com/api/v3/brokerage/orders/historical/batch"]
@@ -290,7 +290,7 @@
         , "type":               "SPOT"
 
         , "order_entry": {
-            "class":  "cvttpy.exchanges.coinbase.spot.connector.CoinbaseSpotRestExchConnector"
+            "class":  "cvttpy.exchanges.coinbase.spot.oe_client.CoinbaseSpotOEClient"
 
             , "REST": {
                 "open_orders_url": ["GET", "https://api.coinbase.com/api/v3/brokerage/orders/historical/batch"]
@@ -323,9 +323,29 @@
 
 
         , "mktdata" : {
-            "class":  "cvttpy.exchanges.mkt_simulator.mkt_data.MktSimMdClientFeed"
+            "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"]
+            }
+        }
     }
     # ---------------------------- G
     , "GEMINI": {
@@ -430,16 +450,16 @@
             , "channel_prefix": "MD_ALPACA_03"
         }
     }
-    , "MARKET_SIMULATOR": {
-        "exchange_id":          "MARKET_SIMULATOR"
-        , "name":               "Market Simulator"
-        , "type":               "SIM"
+    # , "MARKET_SIMULATOR": {
+    #     "exchange_id":          "MARKET_SIMULATOR"
+    #     , "name":               "Market Simulator"
+    #     , "type":               "SIM"
 
-        , "mktdata" : {
-            "class":  "cvttpy.exchanges.mkt_simulator.mkt_data.MktSimMdClientFeed"
-            "ws_url": ["WS", "ws://localhost:8080/ws"]
-        }
-    }
+    #     , "mktdata" : {
+    #         "class":  "cvttpy.exchanges.mkt_simulator.md_client.MktSimMdClientFeed"
+    #         "ws_url": ["WS", "ws://localhost:8080/ws"]
+    #     }
+    # }
     # ---------------------------- O
     , "OKX": {
         "exchange_id":          "OKX"