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Cryptoval Trading Technologies
2024-04-22 00:47:41 +01:00
parent 4724505fdf
commit f9308ab9fb
8 changed files with 381 additions and 128 deletions
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data/apps/algo_trade.cfg
+82
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@@ -0,0 +1,82 @@
@var CONFIG_SVC_HOST=cloud16.cvtt.vpn
@var ResultPath=/tmp
{
"refdata": @inc=http://${CONFIG_SVC_HOST}:6789/refdata/refdata
, "redis": @inc=http://${CONFIG_SVC_HOST}:6789/apps/redis
, "algos": @inc=http://${CONFIG_SVC_HOST}:6789/apps/algos
# , "cvttcomm": {
# "type": "redis"
# , "redis_settings": "cvtt-prod-02"
# }
, "session_type": "CALENDAR"
, "calendar_session": {
"trading_hours_url": [
"GET"
, "http://cloud16.cvtt.vpn:8000/api/v1/markets/hours?mic=XNYS&start={start}&end={end}"
]
}
, "exchanges_settings": {
"COINBASE_AT-MDPORTAL": {
"order_entry": {
"enabled": true
, "streaming": true
},
"mkt_data": {
"enabled": true
, "streaming": true
},
"accounting": {
"enabled": false
, "streaming": false
}
, "credentials_key": {
"read_only": "COINBASE_ADV_RO"
, "trade": "COINBASE_ADV_TRD"
}
}
}
}
# , "books": {
# "ALPACA_BK02": {}
# , "ALPACA_BK_ILYA_01": {}
# }
# # --------------------------------------------------------------------
# , "trader": {
# "app_channel": "TRDR" active_exchanges_: str
# , "is_short_allowed": false
# , "exchanges_settings": {
# "*": {
# "mkt_data": {
# "enabled": true
# , "streaming": true
# },
# }
# }
# , "trading_pos_diff_pct_trigger": 10.0
# , "trading_depth": {
# "USD": 1000.0,
# }
# }
# , "quant": {
# "app_channel": "QUANT"
# , "strategies": @inc=http://${CONFIG_SVC_HOST}:6789/apps/strategies
# , "exchanges_settings": {
# "*": {
# "mkt_data": {
# "enabled": true
# , "streaming": true
# },
# }
# # , "COINBASE_AT": {
# # "mkt_data": {
# # "enabled": true
# # , "streaming": true
# # },
# # }
# }
# }
# }
data/apps/algos.cfg
+2 -2
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@@ -9,7 +9,7 @@
},
}
, "TRDALGO_TWAP01": {
"class": "cvttpy.trading.algos.twap.BasicTwapAlgo"
"class": "cvttpy.trading.algos.twap.TwapAlgo"
, "params": {
"num_slices": 5
, "duration_sec": 1500 # 25 min
@@ -21,7 +21,7 @@
},
}
, "TRDALGO_ICEBERG01": {
"class": "cvttpy.trading.algos.twap.BasicTwapAlgo"
"class": "cvttpy.trading.algos.twap.TwapAlgo"
, "params": {
"num_slices": 5
, "duration_sec": 1500 # 25 min
data/apps/cvtt_eqt_alpaca.cfg
+4 -3
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@@ -18,6 +18,7 @@
}
, "books": {
"ALPACA_BK02": {}
, "ALPACA_BK_ILYA_01": {}
}
# --------------------------------------------------------------------
, "trader": {
@@ -120,9 +121,9 @@
# --------------------------------------------------------------------
, "risk_manager": {
"app_channel": "RMGR"
, "books": {
"CVTT_BK01": {}
}
# , "books": {
# "CVTT_BK01": {}
# }
, "db": {
"positions_table": "prod.cvtt_positions"
, "cred_key": {
data/apps/cvtt_eqt_alpaca_ilya.cfg
+180
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@@ -0,0 +1,180 @@
@var CONFIG_SVC_HOST=cloud16.cvtt.vpn
@var ResultPath=/tmp
{
"refdata": @inc=http://${CONFIG_SVC_HOST}:6789/refdata/refdata
, "redis": @inc=http://${CONFIG_SVC_HOST}:6789/apps/redis
, "active_instruments": @inc=http://${CONFIG_SVC_HOST}:6789/apps/active_instruments
, "cvttcomm": {
"type": "redis"
, "redis_settings": "cvtt-prod-02"
}
, "session_type": "CALENDAR"
, "calendar_session": {
"trading_hours_url": [
"GET"
, "http://cloud16.cvtt.vpn:8000/api/v1/markets/hours?mic=XNYS&start={start}&end={end}"
]
}
, "books": {
"ALPACA_BK02": {}
, "ALPACA_BK_ILYA_01": {}
}
# --------------------------------------------------------------------
, "trader": {
"app_channel": "TRDR_03" active_exchanges_: str
, "is_short_allowed": false
, "exchanges_settings": {
"*": {
"mkt_data": {
"enabled": true
, "streaming": true
},
}
}
, "algos": @inc=http://${CONFIG_SVC_HOST}:6789/apps/algos
, "trading_pos_diff_pct_trigger": 10.0
, "trading_depth": {
"USD": 1000.0,
}
}
# --------------------------------------------------------------------
"executor": {
"app_channel": "EXEC_03"
, "exchanges_settings": {
"COINBASE_AT": {
"order_entry": {
"enabled": true
, "streaming": true
},
"mkt_data": {
"enabled": false
, "streaming": false
},
"accounting": {
"enabled": false
, "streaming": false
}
, "credentials_key": {
"read_only": "COINBASE_ADV_RO"
, "trade": "COINBASE_ADV_TRD"
}
}
, "ALPACA_SNDBX": {
"order_entry": {
"enabled": true
, "streaming": true
},
"mkt_data": {
"enabled": false
, "streaming": false
},
"accounting": {
"enabled": false
, "streaming": false
}
, "credentials_key": {
"read_only": "ALPACA_SANDBOX"
, "trade": "ALPACA_SANDBOX"
}
}
, "ALPACA_SNDBX-MDPORTAL": {
"order_entry": {
"enabled": true
, "streaming": true
},
"mkt_data": {
"enabled": false
, "streaming": false
},
"accounting": {
"enabled": false
, "streaming": false
}
, "credentials_key": {
"read_only": "ALPACA_SANDBOX"
, "trade": "ALPACA_SANDBOX"
}
}
}
}
# --------------------------------------------------------------------
, "quant": {
"app_channel": "QUANT_03"
, "strategies": @inc=http://${CONFIG_SVC_HOST}:6789/apps/strategies
, "exchanges_settings": {
"*": {
"mkt_data": {
"enabled": true
, "streaming": true
},
}
# , "COINBASE_AT": {
# "mkt_data": {
# "enabled": true
# , "streaming": true
# },
# }
}
}
# --------------------------------------------------------------------
, "risk_manager": {
"app_channel": "RMGR_03"
# , "books": {
# "CVTT_BK01": {}
# }
, "db": {
"positions_table": "prod.cvtt_positions"
, "cred_key": {
"write": "TSDB_TRD_CVTTDATA"
, "read_only": "TSDB_TRD_CVTTDATA"
}
}
, "positions": {
"load_interval_sec": 10.0
, "to_store_zero_positions": false
, "to_save_unchanged_positions": false
}
, "publish_value_interval": 10.0
, "exchanges_settings": {
"*": {
"mkt_data": {
"enabled": true
, "streaming": true
},
"accounting": {
"enabled": true
, "streaming": false
}
, "credentials_key": {
"trade": "ALPACA_SANDBOX"
, "read_only": "ALPACA_SANDBOX"
}
}
}
}
, "trading_recorder": {
# "format": "CSV"
# "format": "TSDB"
"format": "SQLite"
, "csv_settings": {
"order_events_file_path": "%T.order_events.csv"
"position_events_file_path": "%T.position_events.csv"
}
, "tsdb_settings": {
"db": {
"class": "cvttpy.tools.db.timescale.tsdb_client.TimescaleDbClient"
, "cred_key": "TSDB_TRD_CVTTDATA_DB_TEST"
}
, "order_events_table": "backtest.trading_orders"
, "trade_events_table": "backtest.trading_trades"
, "trading_md_summary_table": "backtest.trading_md"
}
, "sqlite_settings": {
# "file_name": "/tmp/%T.cvtt_backtest.db"
"file_name": "/tmp/%T.cvtt_alpaca_sandbox.db"
}
}
}
data/apps/md_portal.cfg
-62
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@@ -4,66 +4,4 @@
# ----------------------------------
"refdata": @inc=http://${CONFIG_SVC_HOST}:6789/refdata/refdata
, "redis": @inc=http://${CONFIG_SVC_HOST}:6789/apps/redis
, "md_portal": {
"app_channel": "MD_PORTAL"
, "exchanges_settings": {
"ALPACA_SNDBX": {
"order_entry": {
"enabled": false
, "streaming": false
},
"mkt_data": {
"enabled": true
, "streaming": true
},
"accounting": {
"enabled": false
, "streaming": false
}
}
, "BNBSPOT": {
"order_entry": {
"enabled": false
, "streaming": false
},
"mkt_data": {
"enabled": true
, "streaming": true
},
"accounting": {
"enabled": false
, "streaming": false
}
}
, "BNBFUT": {
"order_entry": {
"enabled": false
, "streaming": false
},
"mkt_data": {
"enabled": true
, "streaming": true
},
"accounting": {
"enabled": false
, "streaming": false
}
}
"COINBASE_AT": {
"order_entry": {
"enabled": false
, "streaming": false
},
"mkt_data": {
"enabled": true
, "streaming": true
},
"accounting": {
"enabled": false
, "streaming": false
}
}
}
}
}
data/apps/md_portal_ilya.cfg
+69
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@@ -0,0 +1,69 @@
@var CONFIG_SVC_HOST=cloud16.cvtt.vpn
{
# ----------------------------------
"refdata": @inc=http://${CONFIG_SVC_HOST}:6789/refdata/refdata
, "redis": @inc=http://${CONFIG_SVC_HOST}:6789/apps/redis
, "md_portal": {
"app_channel": "MD_PORTAL_03"
, "exchanges_settings": {
"ALPACA_SNDBX": {
"order_entry": {
"enabled": false
, "streaming": false
},
"mkt_data": {
"enabled": true
, "streaming": true
},
"accounting": {
"enabled": false
, "streaming": false
}
}
, "BNBSPOT": {
"order_entry": {
"enabled": false
, "streaming": false
},
"mkt_data": {
"enabled": true
, "streaming": true
},
"accounting": {
"enabled": false
, "streaming": false
}
}
, "BNBFUT": {
"order_entry": {
"enabled": false
, "streaming": false
},
"mkt_data": {
"enabled": true
, "streaming": true
},
"accounting": {
"enabled": false
, "streaming": false
}
}
"COINBASE_AT": {
"order_entry": {
"enabled": false
, "streaming": false
},
"mkt_data": {
"enabled": true
, "streaming": true
},
"accounting": {
"enabled": false
, "streaming": false
}
}
}
}
}
data/apps/tests/listen_market_data.cfg
+4 -7
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@@ -17,12 +17,9 @@
},
}
}
, "cvttcomm": {
"type": "redis"
, "redis_settings": "localhost"
}
, "md_portal": {
"app_channel": "MD_PORTAL"
}
# , "cvttcomm": {
# "type": "redis"
# , "redis_settings": "localhost"
# }
}