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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/refdata/exchanges.cfg
+40 -54
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@@ -67,6 +67,7 @@
}
, "mktdata" : {
"class": "cvttpy.exchanges.proxies.md_portal_clnt.mkt_data.MktDataPortalFeed"
, "portal_name": "MD_PORTAL_ALPACA_02"
# allow direct REST requests
, "REST": {
@@ -106,6 +107,22 @@
}
}
# ---------------------- B
, "BITSTAMP": {
"exchange_id": "BITSTAMP"
, "name": "Bitstamp"
, "type": "SPOT"
, "module" : "cvttpy.oms.exchange"
, "connector_class" : "MdOnlyExchangeConnector"
, "mktdata" : {
"class": "cvttpy.exchanges.bitstamp.mkt_data.BitstampMdFeed"
, "reconnect_secs": 2
, "ws_url": ["WSS", "wss://ws.bitstamp.net"]
}
}
, "BNBSPOT": {
"exchange_id": "BNBSPOT"
, "name": "Binance Spot"
@@ -291,63 +308,10 @@
, "mktdata" : {
"class": "cvttpy.exchanges.proxies.md_portal_clnt.mkt_data.MktDataPortalFeed"
, "portal_name": "MD_PORTAL_COINBS_02"
}
}
, "BACKTEST_001": {
"exchange_id": "COINBASE"
, "name": "Coinbase Backtest"
, "type": "BACKTEST"
# , "order_entry": {
# "class": "cvttpy.exchanges.coinbase.spot.connector.CoinbaseSpotRestExchConnector"
# , "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"]
# }
# , "accounting": {
# "class": "cvttpy.exchanges.coinbase.spot.account.CoinbaseSpotAccounting"
# , "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" : {
"class": "cvttpy.research.backtest.mkt_data.BacktestSimFeed"
, "db": {
"module": "cvttpy.tools.db.timescale.tsdb_client"
, "class": "TimescaleDbClient"
, "connect": {
"host": ${DatabaseHost}
, "port": 5432
, "database": "coinbase"
}
}
, "readers": [
{
"class": "cvttpy.research.time_series.ts_df_reader"
, "table": "md_trades"
, "interval": "12 hours"
, "from_time": null
}
, {
"class": "cvttpy.research.time_series.ts_df_reader"
, "table": "md_booktops"
, "interval": "12 hours"
, "from_time": null
}
]
}
}
, "MD_PORTAL": {
"exchange_id": "MD_PORTAL"
, "name": "MD Portal (proxy)"
@@ -357,5 +321,27 @@
"class": "cvttpy.exchanges.proxies.md_portal_clnt.mkt_data.MktDataPortalFeed"
}
}
, "MD_PORTAL_ALPACA_02": {
"exchange_id": "MD_PORTAL"
, "name": "MD Portal (proxy)"
, "type": "PROXY"
, "mktdata" : {
"class": "cvttpy.exchanges.proxies.md_portal_clnt.mkt_data.MktDataPortalFeed"
, "redis_settings": "cvtt-prod-02"
, "channel_prefix": "MD_ALPACA_02"
}
}
, "MD_PORTAL_COINBS_02": {
"exchange_id": "MD_PORTAL"
, "name": "MD Portal (proxy)"
, "type": "PROXY"
, "mktdata" : {
"class": "cvttpy.exchanges.proxies.md_portal_clnt.mkt_data.MktDataPortalFeed"
, "redis_settings": "cvtt-prod-02"
, "channel_prefix": "MD_COINBS_02"
}
}
}