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progress with mkt simulator

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Cryptoval Trading Technologies 2024-10-15 23:37:40 +00:00
parent b693b57778
commit f512abe271
2 changed files with 37 additions and 17 deletions
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4
data/apps/research/mkt_simulator.cfg
View File

@ -106,8 +106,8 @@
, "short_sale_allowed": false , "short_sale_allowed": false
, "fee_schedule": { , "fee_schedule": {
"taker_fee": 0.006 "taker_fee_rate": 0.006
"maker_fee": 0.004 "maker_fee_rate": 0.004
} }
# , "presubscribe_md_types": ["BOOK_TOP", "TRADES"] # , "presubscribe_md_types": ["BOOK_TOP", "TRADES"]
} }

50
data/refdata/exchanges.cfg
View File

@ -12,7 +12,7 @@
, "cred_key": "ALPACA_SANDBOX" , "cred_key": "ALPACA_SANDBOX"
, "order_entry": { , "order_entry": {
"class": "cvttpy.exchanges.alpaca.connector.AlpacaOrderEntryClient" "class": "cvttpy.exchanges.alpaca.oe_client.AlpacaOrderEntryClient"
, "REST": { , "REST": {
"submit_order_url": ["POST", "https://paper-api.alpaca.markets/v2/orders"] "submit_order_url": ["POST", "https://paper-api.alpaca.markets/v2/orders"]
@ -57,7 +57,7 @@
, "cred_key": "ALPACA_SANDBOX" , "cred_key": "ALPACA_SANDBOX"
, "order_entry": { , "order_entry": {
"class": "cvttpy.exchanges.alpaca.connector.AlpacaOrderEntryClient" "class": "cvttpy.exchanges.alpaca.oe_client.AlpacaOrderEntryClient"
, "REST": { , "REST": {
"submit_order_url": ["POST", "https://paper-api.alpaca.markets/v2/orders"] "submit_order_url": ["POST", "https://paper-api.alpaca.markets/v2/orders"]
@ -122,7 +122,7 @@
, "cred_key": "ALPACA_SANDBOX" , "cred_key": "ALPACA_SANDBOX"
, "order_entry": { , "order_entry": {
"class": "cvttpy.exchanges.alpaca.connector.AlpacaOrderEntryClient" "class": "cvttpy.exchanges.alpaca.oe_client.AlpacaOrderEntryClient"
, "REST": { , "REST": {
"submit_order_url": ["POST", "https://paper-api.alpaca.markets/v2/orders"] "submit_order_url": ["POST", "https://paper-api.alpaca.markets/v2/orders"]
@ -254,7 +254,7 @@
, "type": "SPOT" , "type": "SPOT"
, "order_entry": { , "order_entry": {
"class": "cvttpy.exchanges.coinbase.spot.connector.CoinbaseSpotRestExchConnector" "class": "cvttpy.exchanges.coinbase.spot.oe_client.CoinbaseSpotOEClient"
, "REST": { , "REST": {
"open_orders_url": ["GET", "https://api.coinbase.com/api/v3/brokerage/orders/historical/batch"] "open_orders_url": ["GET", "https://api.coinbase.com/api/v3/brokerage/orders/historical/batch"]
@ -290,7 +290,7 @@
, "type": "SPOT" , "type": "SPOT"
, "order_entry": { , "order_entry": {
"class": "cvttpy.exchanges.coinbase.spot.connector.CoinbaseSpotRestExchConnector" "class": "cvttpy.exchanges.coinbase.spot.oe_client.CoinbaseSpotOEClient"
, "REST": { , "REST": {
"open_orders_url": ["GET", "https://api.coinbase.com/api/v3/brokerage/orders/historical/batch"] "open_orders_url": ["GET", "https://api.coinbase.com/api/v3/brokerage/orders/historical/batch"]
@ -323,9 +323,29 @@
, "mktdata" : { , "mktdata" : {
"class": "cvttpy.exchanges.mkt_simulator.mkt_data.MktSimMdClientFeed" "class": "cvttpy.exchanges.mkt_simulator.md_client.MktSimMdClientFeed"
"ws_url": ["WS", "ws://localhost:8080/ws"] "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 # ---------------------------- G
, "GEMINI": { , "GEMINI": {
@ -430,16 +450,16 @@
, "channel_prefix": "MD_ALPACA_03" , "channel_prefix": "MD_ALPACA_03"
} }
} }
, "MARKET_SIMULATOR": { # , "MARKET_SIMULATOR": {
"exchange_id": "MARKET_SIMULATOR" # "exchange_id": "MARKET_SIMULATOR"
, "name": "Market Simulator" # , "name": "Market Simulator"
, "type": "SIM" # , "type": "SIM"
, "mktdata" : { # , "mktdata" : {
"class": "cvttpy.exchanges.mkt_simulator.mkt_data.MktSimMdClientFeed" # "class": "cvttpy.exchanges.mkt_simulator.md_client.MktSimMdClientFeed"
"ws_url": ["WS", "ws://localhost:8080/ws"] # "ws_url": ["WS", "ws://localhost:8080/ws"]
} # }
} # }
# ---------------------------- O # ---------------------------- O
, "OKX": { , "OKX": {
"exchange_id": "OKX" "exchange_id": "OKX"